Merge branch 'master' into tor/state-transition-related

Author: torfjelde

.github/workflows/DocsNav.yml

@@ -0,0 +1,49 @@
+name: Add Navbar
+
+on:
+  page_build:  # Triggers the workflow on push events to gh-pages branch
+  workflow_dispatch:  # Allows manual triggering
+  schedule:
+    - cron: '0 0 * * 0'  # Runs every week on Sunday at midnight (UTC)
+
+jobs:
+  add-navbar:
+    runs-on: ubuntu-latest
+    permissions:
+      contents: write
+    steps:
+      - name: Checkout gh-pages
+        uses: actions/checkout@v4
+        with:
+          ref: gh-pages
+          fetch-depth: 0
+
+      - name: Download insert_navbar.sh
+        run: |
+          curl -O https://raw.githubusercontent.com/TuringLang/turinglang.github.io/main/assets/scripts/insert_navbar.sh
+          chmod +x insert_navbar.sh
+
+      - name: Update Navbar
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        run: |
+          git config user.name github-actions[bot]
+          git config user.email github-actions[bot]@users.noreply.github.com
+
+          # Define the URL of the navbar to be used
+          NAVBAR_URL="https://raw.githubusercontent.com/TuringLang/turinglang.github.io/main/assets/scripts/TuringNavbar.html"
+         
+          # Update all HTML files in the current directory (gh-pages root)
+          ./insert_navbar.sh . $NAVBAR_URL
+         
+          # Remove the insert_navbar.sh file
+          rm insert_navbar.sh
+         
+          # Check if there are any changes
+          if [[ -n $(git status -s) ]]; then
+            git add .
+            git commit -m "Added navbar and removed insert_navbar.sh"
+            git push "https://${GITHUB_ACTOR}:${GITHUB_TOKEN}@github.com/${GITHUB_REPOSITORY}.git" gh-pages
+          else
+            echo "No changes to commit"
+          fi

Project.toml

@@ -1,14 +1,15 @@
 name = "AbstractMCMC"
 uuid = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
-keywords = ["markov chain monte carlo", "probablistic programming"]
+keywords = ["markov chain monte carlo", "probabilistic programming"]
 license = "MIT"
 desc = "A lightweight interface for common MCMC methods."
-version = "4.5.0"
+version = "5.4.0"
 
 [deps]
 BangBang = "198e06fe-97b7-11e9-32a5-e1d131e6ad66"
 ConsoleProgressMonitor = "88cd18e8-d9cc-4ea6-8889-5259c0d15c8b"
 Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
+FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
 LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 LoggingExtras = "e6f89c97-d47a-5376-807f-9c37f3926c36"
@@ -19,8 +20,9 @@ TerminalLoggers = "5d786b92-1e48-4d6f-9151-6b4477ca9bed"
 Transducers = "28d57a85-8fef-5791-bfe6-a80928e7c999"
 
 [compat]
-BangBang = "0.3.19"
+BangBang = "0.3.19, 0.4"
 ConsoleProgressMonitor = "0.1"
+FillArrays = "1"
 LogDensityProblems = "2"
 LoggingExtras = "0.4, 0.5, 1"
 ProgressLogging = "0.1"

docs/src/api.md

@@ -71,18 +71,24 @@ Common keyword arguments for regular and parallel sampling are:
 - `progress` (default: `AbstractMCMC.PROGRESS[]` which is `true` initially):  toggles progress logging
 - `chain_type` (default: `Any`): determines the type of the returned chain
 - `callback` (default: `nothing`): if `callback !== nothing`, then
-  `callback(rng, model, sampler, sample, state, iteration)` is called after every sampling step,
-  where `sample` is the most recent sample of the Markov chain and `state` and `iteration` are the current state and iteration of the sampler
-- `discard_initial` (default: `0`): number of initial samples that are discarded
+  `callback(rng, model, sampler, sample, iteration)` is called after every sampling step,
+  where `sample` is the most recent sample of the Markov chain and `iteration` is the current iteration
+- `num_warmup` (default: `0`): number of "warm-up" steps to take before the first "regular" step, 
+   i.e. number of times to call [`AbstractMCMC.step_warmup`](@ref) before the first call to 
+   [`AbstractMCMC.step`](@ref).
+- `discard_initial` (default: `num_warmup`): number of initial samples that are discarded. Note that
+  if `discard_initial < num_warmup`, warm-up samples will also be included in the resulting samples.
 - `thinning` (default: `1`): factor by which to thin samples.
+- `initial_state` (default: `nothing`): if `initial_state !== nothing`, the first call to [`AbstractMCMC.step`](@ref)
+  is passed `initial_state` as the `state` argument.
 
 !!! info
     The common keyword arguments `progress`, `chain_type`, and `callback` are not supported by the iterator [`AbstractMCMC.steps`](@ref) and the transducer [`AbstractMCMC.Sample`](@ref).
 
 There is no "official" way for providing initial parameter values yet.
-However, multiple packages such as [EllipticalSliceSampling.jl](https://github.com/TuringLang/EllipticalSliceSampling.jl) and [AdvancedMH.jl](https://github.com/TuringLang/AdvancedMH.jl) support an `init_params` keyword argument for setting the initial values when sampling a single chain.
-To ensure that sampling multiple chains "just works" when sampling of a single chain is implemented, [we decided to support `init_params` in the default implementations of the ensemble methods](https://github.com/TuringLang/AbstractMCMC.jl/pull/94):
-- `init_params` (default: `nothing`): if `init_params isa AbstractArray`, then the `i`th element of `init_params` is used as initial parameters of the `i`th chain. If one wants to use the same initial parameters `x` for every chain, one can specify e.g. `init_params = FillArrays.Fill(x, N)`.
+However, multiple packages such as [EllipticalSliceSampling.jl](https://github.com/TuringLang/EllipticalSliceSampling.jl) and [AdvancedMH.jl](https://github.com/TuringLang/AdvancedMH.jl) support an `initial_params` keyword argument for setting the initial values when sampling a single chain.
+To ensure that sampling multiple chains "just works" when sampling of a single chain is implemented, [we decided to support `initial_params` in the default implementations of the ensemble methods](https://github.com/TuringLang/AbstractMCMC.jl/pull/94):
+- `initial_params` (default: `nothing`): if `initial_params isa AbstractArray`, then the `i`th element of `initial_params` is used as initial parameters of the `i`th chain. If one wants to use the same initial parameters `x` for every chain, one can specify e.g. `initial_params = FillArrays.Fill(x, N)`.
 
 Progress logging can be enabled and disabled globally with `AbstractMCMC.setprogress!(progress)`.
 

docs/src/design.md

@@ -63,6 +63,15 @@ the sampling step of the inference method.
 AbstractMCMC.step
 ```
 
+If one also has some special handling of the warmup-stage of sampling, then this can be specified by overloading
+
+```@docs
+AbstractMCMC.step_warmup
+```
+
+which will be used for the first `num_warmup` iterations, as specified as a keyword argument to [`AbstractMCMC.sample`](@ref). 
+Note that this is optional; by default it simply calls [`AbstractMCMC.step`](@ref) from above.
+
 ## Collecting samples
 
 !!! note

src/AbstractMCMC.jl

@@ -8,6 +8,7 @@ using ProgressLogging: ProgressLogging
 using StatsBase: StatsBase
 using TerminalLoggers: TerminalLoggers
 using Transducers: Transducers
+using FillArrays: FillArrays
 
 using Distributed: Distributed
 using Logging: Logging
@@ -107,4 +108,18 @@ include("stepper.jl")
 include("transducer.jl")
 include("logdensityproblems.jl")
 
+if isdefined(Base.Experimental, :register_error_hint)
+    function __init__()
+        Base.Experimental.register_error_hint(MethodError) do io, exc, argtypes, _
+            if Base.parentmodule(exc.f) == LogDensityProblems &&
+                any(a -> a <: LogDensityModel, argtypes)
+                print(
+                    io,
+                    "\n`AbstractMCMC.LogDensityModel` is a wrapper and does not itself implement the LogDensityProblems.jl interface. To use LogDensityProblems.jl methods, access the inner type with (e.g.) `logdensity(model.logdensity, params)` instead of `logdensity(model, params)`.",
+                )
+            end
+        end
+    end
+end
+
 end # module AbstractMCMC

src/interface.jl

@@ -73,6 +73,23 @@ current `state` of the sampler.
 """
 function step end
 
+"""
+    step_warmup(rng, model, sampler[, state; kwargs...])
+
+Return a 2-tuple of the next sample and the next state of the MCMC `sampler` for `model`.
+
+When sampling using [`sample`](@ref), this takes the place of [`AbstractMCMC.step`](@ref) in the first
+`num_warmup` number of iterations, as specified by the `num_warmup` keyword to [`sample`](@ref).
+This is useful if the sampler has an initial "warmup"-stage that is different from the
+standard iteration.
+
+By default, this simply calls [`AbstractMCMC.step`](@ref).
+"""
+step_warmup(rng, model, sampler; kwargs...) = step(rng, model, sampler; kwargs...)
+function step_warmup(rng, model, sampler, state; kwargs...)
+    return step(rng, model, sampler, state; kwargs...)
+end
+
 """
     samples(sample, model, sampler[, N; kwargs...])