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Co-authored-by: Hong Ge <[email protected]>
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design_notes/on_gibbs_implementation.md

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@@ -44,16 +44,16 @@ The `recompute_logp!!` function in `abstractmcmc.jl` handles this recomputation.
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The two functions `getparams` and `recompute_logp!!` form a minimal interface to support the `Gibbs` implementation. However, there are concerns about introducing them directly into `AbstractMCMC`. The main reason is that `AbstractMCMC` is a root dependency of the `Turing` packages, so we want to be very careful with new releases.
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Here, I propose some alternative functions that achieve the same functionality as `getparams` and `recompute_logp!!`, but without introducing new interface functions.
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Here, some alternative functions that achieve the same functionality as `getparams` and `recompute_logp!!` are proposed, but without introducing new interface functions.
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For `getparams`, I propose we use `Base.vec`. It is a `Base` function, so there's no need to export anything from `AbstractMCMC`. Since `getparams` should return a vector, using `vec` makes sense. The concern is that, officially, `Base.vec` is defined for `AbstractArray`, so it remains a question whether we should only introduce `vec` in the absence of other `AbstractArray` interfaces.
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For `getparams`, we can use `Base.vec`. It is a `Base` function, so there's no need to export anything from `AbstractMCMC`. Since `getparams` should return a vector, using `vec` makes sense. The concern is that, officially, `Base.vec` is defined for `AbstractArray`, so it remains a question whether we should only introduce `vec` in the absence of other `AbstractArray` interfaces.
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For `recompute_logp!!`, I propose we overload `LogDensityProblems.logdensity(logdensity_model::AbstractMCMC.LogDensityModel, state::State; recompute_logp=true)` to compute the log probability. If `recompute_logp` is `true`, it should recompute the log probability of the state. Otherwise, it could use the log probability stored in the state. To allow updating the log probability stored in the state, samplers should define outer constructor for their state types `StateType(state::StateType, logp)` that takes an existing `state` and a log probability value `logp`, and returns a new state of the same type with the updated log probability.
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For `recompute_logp!!`, we could overload `LogDensityProblems.logdensity(logdensity_model::AbstractMCMC.LogDensityModel, state::State; recompute_logp=true)` to compute the log probability. If `recompute_logp` is `true`, it should recompute the log probability of the state. Otherwise, it could use the log probability stored in the state. To allow updating the log probability stored in the state, samplers should define outer constructor for their state types `StateType(state::StateType, logdensity=logp)` that takes an existing `state` and a log probability value `logp`, and returns a new state of the same type with the updated log probability.
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While overloading `LogDensityProblems.logdensity` to take a state object instead of a vector for the second argument somewhat deviate from the interface in `LogDensityProblems`, I believe it provides a clean and extensible solution for handling log probability recomputation within the existing interface.
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While overloading `LogDensityProblems.logdensity` to take a state object instead of a vector for the second argument somewhat deviates from the interface in `LogDensityProblems`, it provides a clean and extensible solution for handling log probability recomputation within the existing interface.
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An example demonstrating these interfaces is provided in `src/state_interface.md`.
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## A More Standalone `Gibbs` Implementation
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`Gibbs` should not manage a `variable name → sampler` but rather `range → sampler`, i.e. it maintain a vector of parameter values. while `logdensity_problem` should manage both the name and transformations.
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`AbstractMCMC.Gibbs` should not manage a `variable name → sampler` but rather `range → sampler`, i.e. it maintains a vector of parameter values, while a higher-level interface like `AbstractPPL` / `DynamicPPL` should manage both the name and transformations.

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