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[breaking] v0.40 #1164
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* Fast Log Density Function * Make it work with AD * Optimise performance for identity VarNames * Mark `get_range_and_linked` as having zero derivative * Update comment * make AD testing / benchmarking use FastLDF * Fix tests * Optimise away `make_evaluate_args_and_kwargs` * const func annotation * Disable benchmarks on non-typed-Metadata-VarInfo * Fix `_evaluate!!` correctly to handle submodels * Actually fix submodel evaluate * Document thoroughly and organise code * Support more VarInfos, make it thread-safe (?) * fix bug in parsing ranges from metadata/VNV * Fix get_param_eltype for TSVI * Disable Enzyme benchmark * Don't override _evaluate!!, that breaks ForwardDiff (sometimes) * Move FastLDF to experimental for now * Fix imports, add tests, etc * More test fixes * Fix imports / tests * Remove AbstractFastEvalContext * Changelog and patch bump * Add correctness tests, fix imports * Concretise parameter vector in tests * Add zero-allocation tests * Add Chairmarks as test dep * Disable allocations tests on multi-threaded * Fast InitContext (#1125) * Make InitContext work with OnlyAccsVarInfo * Do not convert NamedTuple to Dict * remove logging * Enable InitFromPrior and InitFromUniform too * Fix `infer_nested_eltype` invocation * Refactor FastLDF to use InitContext * note init breaking change * fix logjac sign * workaround Mooncake segfault * fix changelog too * Fix get_param_eltype for context stacks * Add a test for threaded observe * Export init * Remove dead code * fix transforms for pathological distributions * Tidy up loads of things * fix typed_identity spelling * fix definition order * Improve docstrings * Remove stray comment * export get_param_eltype (unfortunatley) * Add more comment * Update comment * Remove inlines, fix OAVI docstring * Improve docstrings * Simplify InitFromParams constructor * Replace map(identity, x[:]) with [i for i in x[:]] * Simplify implementation for InitContext/OAVI * Add another model to allocation tests Co-authored-by: Markus Hauru <[email protected]> * Revert removal of dist argument (oops) * Format * Update some outdated bits of FastLDF docstring * remove underscores --------- Co-authored-by: Markus Hauru <[email protected]>
* print output * fix * reenable * add more lines to guide the eye * reorder table * print tgrad / trel as well * forgot this type
… and also `bundle_samples` (#1129) * Implement `ParamsWithStats` for `FastLDF` * Add comments * Implement `bundle_samples` for ParamsWithStats -> MCMCChains * Remove redundant comment * don't need Statistics?
* Make FastLDF the default * Add miscellaneous LogDensityProblems tests * Use `init!!` instead of `fast_evaluate!!` * Rename files, rebalance tests
…o` (#1130) * Use OnlyAccsVarInfo for many re-evaluation functions * drop `fast_` prefix * Add a changelog
Co-authored-by: Penelope Yong <[email protected]>
Co-authored-by: Penelope Yong <[email protected]>
Co-authored-by: Penelope Yong <[email protected]>
I also split up `varnamedtuple.jl` because it's just massive. Also reorganised a bunch of code and deduplicated method names. Anything that takes an optic is called `_foo_optic` (where `foo` is one of `getindex`, `setindex` and `haskey`). That frees us up to use the original `Base.getindex`, `BangBang.setindex!!`, and `Base.haskey` for methods that take a plain old list of indices.' Note that this breaks a few tests. For example, colon indices are broken, because colons are always unconcretised now. Unfortunately, there's no way of fixing this _properly_ without #1194. However, we _could_ replicate the old concretisation mechanism of colons in DynamicPPL, which would make them continue to work (at least for now). This PR disables colon tests for the time being.
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Release 0.40