Use init!! for initialisation

Author: penelopeysm

src/sampler.jl

@@ -67,6 +67,8 @@ end
 
 Return a default varinfo object for the given `model` and `sampler`.
 
+The default method for this returns an empty NTVarInfo (i.e. 'typed varinfo').
+
 # Arguments
 - `rng::Random.AbstractRNG`: Random number generator.
 - `model::Model`: Model for which we want to create a varinfo object.
@@ -75,9 +77,10 @@ Return a default varinfo object for the given `model` and `sampler`.
 # Returns
 - `AbstractVarInfo`: Default varinfo object for the given `model` and `sampler`.
 """
-function default_varinfo(rng::Random.AbstractRNG, model::Model, sampler::AbstractSampler)
-    init_sampler = initialsampler(sampler)
-    return typed_varinfo(rng, model, init_sampler)
+function default_varinfo(::Random.AbstractRNG, ::Model, ::AbstractSampler)
+    # Note that variable values are unconditionally initialized later, so no
+    # point putting them in now.
+    return typed_varinfo(VarInfo())
 end
 
 function AbstractMCMC.sample(
@@ -95,24 +98,32 @@ function AbstractMCMC.sample(
     )
 end
 
-# initial step: general interface for resuming and
+"""
+    init_strategy(sampler)
+
+Define the initialisation strategy used for generating initial values when
+sampling with `sampler`. Defaults to `PriorInit()`, but can be overridden.
+"""
+init_strategy(::Sampler) = PriorInit()
+
 function AbstractMCMC.step(
-    rng::Random.AbstractRNG, model::Model, spl::Sampler; initial_params=nothing, kwargs...
+    rng::Random.AbstractRNG,
+    model::Model,
+    spl::Sampler;
+    initial_params::AbstractInitStrategy=init_strategy(spl),
+    kwargs...,
 )
-    # Sample initial values.
+    # Generate the default varinfo (usually this just makes an empty VarInfo
+    # with NamedTuple of Metadata).
     vi = default_varinfo(rng, model, spl)
 
-    # Update the parameters if provided.
-    if initial_params !== nothing
-        vi = initialize_parameters!!(vi, initial_params, model)
-
-        # Update joint log probability.
-        # This is a quick fix for https://github.com/TuringLang/Turing.jl/issues/1588
-        # and https://github.com/TuringLang/Turing.jl/issues/1563
-        # to avoid that existing variables are resampled
-        vi = last(evaluate!!(model, vi))
-    end
+    # Fill it with initial parameters. Note that, if `ParamsInit` is used, the
+    # parameters provided must be in unlinked space (when inserted into the
+    # varinfo, they will be adjusted to match the linking status of the
+    # varinfo).
+    _, vi = init!!(rng, model, vi, initial_params)
 
+    # Call the actual function that does the first step.
     return initialstep(rng, model, spl, vi; initial_params, kwargs...)
 end
 
@@ -130,110 +141,15 @@ loadstate(data) = data
 
 Default type of the chain of posterior samples from `sampler`.
 """
-default_chain_type(sampler::Sampler) = Any
-
-"""
-    initialsampler(sampler::Sampler)
-
-Return the sampler that is used for generating the initial parameters when sampling with
-`sampler`.
-
-By default, it returns an instance of [`SampleFromPrior`](@ref).
-"""
-initialsampler(spl::Sampler) = SampleFromPrior()
+default_chain_type(::Sampler) = Any
 
 """
-    set_initial_values(varinfo::AbstractVarInfo, initial_params::AbstractVector)
-    set_initial_values(varinfo::AbstractVarInfo, initial_params::NamedTuple)
-
-Take the values inside `initial_params`, replace the corresponding values in
-the given VarInfo object, and return a new VarInfo object with the updated values.
-
-This differs from `DynamicPPL.unflatten` in two ways:
+    init_strategy(sampler)
 
-1. It works with `NamedTuple` arguments.
-2. For the `AbstractVector` method, if any of the elements are missing, it will not
-overwrite the original value in the VarInfo (it will just use the original
-value instead).
+Define the initialisation strategy used for generating initial values when
+sampling with `sampler`. Defaults to `PriorInit()`, but can be overridden.
 """
-function set_initial_values(varinfo::AbstractVarInfo, initial_params::AbstractVector)
-    throw(
-        ArgumentError(
-            "`initial_params` must be a vector of type `Union{Real,Missing}`. " *
-            "If `initial_params` is a vector of vectors, please flatten it (e.g. using `vcat`) first.",
-        ),
-    )
-end
-
-function set_initial_values(
-    varinfo::AbstractVarInfo, initial_params::AbstractVector{<:Union{Real,Missing}}
-)
-    flattened_param_vals = varinfo[:]
-    length(flattened_param_vals) == length(initial_params) || throw(
-        DimensionMismatch(
-            "Provided initial value size ($(length(initial_params))) doesn't match " *
-            "the model size ($(length(flattened_param_vals))).",
-        ),
-    )
-
-    # Update values that are provided.
-    for i in eachindex(initial_params)
-        x = initial_params[i]
-        if x !== missing
-            flattened_param_vals[i] = x
-        end
-    end
-
-    # Update in `varinfo`.
-    new_varinfo = unflatten(varinfo, flattened_param_vals)
-    return new_varinfo
-end
-
-function set_initial_values(varinfo::AbstractVarInfo, initial_params::NamedTuple)
-    varinfo = deepcopy(varinfo)
-    vars_in_varinfo = keys(varinfo)
-    for v in keys(initial_params)
-        vn = VarName{v}()
-        if !(vn in vars_in_varinfo)
-            for vv in vars_in_varinfo
-                if subsumes(vn, vv)
-                    throw(
-                        ArgumentError(
-                            "The current model contains sub-variables of $v, such as ($vv). " *
-                            "Using NamedTuple for initial_params is not supported in such a case. " *
-                            "Please use AbstractVector for initial_params instead of NamedTuple.",
-                        ),
-                    )
-                end
-            end
-            throw(ArgumentError("Variable $v not found in the model."))
-        end
-    end
-    initial_params = NamedTuple(k => v for (k, v) in pairs(initial_params) if v !== missing)
-    return update_values!!(
-        varinfo, initial_params, map(k -> VarName{k}(), keys(initial_params))
-    )
-end
-
-function initialize_parameters!!(vi::AbstractVarInfo, initial_params, model::Model)
-    @debug "Using passed-in initial variable values" initial_params
-
-    # `link` the varinfo if needed.
-    linked = islinked(vi)
-    if linked
-        vi = invlink!!(vi, model)
-    end
-
-    # Set the values in `vi`.
-    vi = set_initial_values(vi, initial_params)
-
-    # `invlink` if needed.
-    if linked
-        vi = link!!(vi, model)
-    end
-
-    return vi
-end
+init_strategy(::Sampler) = PriorInit()
 
 """
     initialstep(rng, model, sampler, varinfo; kwargs...)