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@penelopeysm penelopeysm commented Jun 30, 2025

This PR makes some fairly overdue improvements to the API of DynamicPPL.TestUtils.AD.run_ad.

rng argument

A rng keyword argument is provided to make it easier to seed the parameters used for running AD. Previously, if you wanted to make sure that two calls to run_ad used the same parameters (but you didn't care what parameters they were, just that they were the same!), you had to do:

rng = Xoshiro(468)
v = DynamicPPL.link(VarInfo(rng, model), model)
xs = v[:]

run_ad(model, adtype1; varinfo=v, params=xs)
run_ad(model, adtype2; varinfo=v, params=xs)

Now you can do:

run_ad(model, adtype1; rng=Xoshiro(468))
run_ad(model, adtype2; rng=Xoshiro(468))

I made rng a keyword argument rather than a positional argument because I consider rng-as-first-argument to be a multiple dispatch abuse anti-pattern, i.e., it serves no purpose except to force someone to declare a new method.

Closes #962

Correctness testing

Previously the test, reference_backend, and expected_value_and_grad keyword arguments all served the same purpose and it was not clear when one would supersede the other (e.g. if you put test=false, reference_backend=AutoForwardDiff(), and expected_value_and_grad=(value, grad) it was unclear whether it would skip testing, compare against ForwardDiff, or compare against the explicitly specified values).

I originally made this design choice to avoid having to make my own types (which would be some boilerplate and annoying for downstream users to import), but over the course of using this function (especially in ADTests) I have found the annoyance of not having a clear API to be bigger than the annoyance of adding some more imports.

This PR fixes it so that you can't specify multiple of these at the same time.

Tolerances

Previously, it was only possible to specify the atol used for testing; rtol could not be configured (and would default to zero, because that's what isapprox does when given a non-zero atol). This caused problems such as TuringLang/ADTests#33. This PR fixes it such that testing happens with nonzero atol and rtol (which can both be configured).

Closes #963

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github-actions bot commented Jun 30, 2025

Benchmark Report for Commit 6a4b83c

Computer Information

Julia Version 1.11.5
Commit 760b2e5b739 (2025-04-14 06:53 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 4 × AMD EPYC 7763 64-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, znver3)
Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)

Benchmark Results

|                 Model | Dimension |  AD Backend |      VarInfo Type | Linked | Eval Time / Ref Time | AD Time / Eval Time |
|-----------------------|-----------|-------------|-------------------|--------|----------------------|---------------------|
| Simple assume observe |         1 | forwarddiff |             typed |  false |                  8.3 |                 1.6 |
|           Smorgasbord |       201 | forwarddiff |             typed |  false |                671.5 |                39.2 |
|           Smorgasbord |       201 | forwarddiff | simple_namedtuple |   true |                421.2 |                51.1 |
|           Smorgasbord |       201 | forwarddiff |           untyped |   true |               1001.0 |                34.4 |
|           Smorgasbord |       201 | forwarddiff |       simple_dict |   true |               6762.2 |                23.6 |
|           Smorgasbord |       201 | reversediff |             typed |   true |               1067.4 |                38.5 |
|           Smorgasbord |       201 |    mooncake |             typed |   true |               1031.3 |                 4.2 |
|    Loop univariate 1k |      1000 |    mooncake |             typed |   true |               5902.5 |                 3.9 |
|       Multivariate 1k |      1000 |    mooncake |             typed |   true |                993.1 |                 9.0 |
|   Loop univariate 10k |     10000 |    mooncake |             typed |   true |              66593.9 |                 3.5 |
|      Multivariate 10k |     10000 |    mooncake |             typed |   true |               8694.8 |                10.0 |
|               Dynamic |        10 |    mooncake |             typed |   true |                134.5 |                11.8 |
|              Submodel |         1 |    mooncake |             typed |   true |                 12.9 |                 6.3 |
|                   LDA |        12 | reversediff |             typed |   true |               1493.6 |                 1.9 |

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codecov bot commented Jun 30, 2025

Codecov Report

Attention: Patch coverage is 64.70588% with 6 lines in your changes missing coverage. Please review.

Project coverage is 82.69%. Comparing base (57a53e1) to head (6a4b83c).
Report is 1 commits behind head on breaking.

Files with missing lines Patch % Lines
src/test_utils/ad.jl 64.70% 6 Missing ⚠️
Additional details and impacted files
@@             Coverage Diff              @@
##           breaking     #964      +/-   ##
============================================
- Coverage     82.78%   82.69%   -0.10%     
============================================
  Files            38       38              
  Lines          4015     4022       +7     
============================================
+ Hits           3324     3326       +2     
- Misses          691      696       +5     

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DynamicPPL.jl documentation for PR #964 is available at:
https://TuringLang.github.io/DynamicPPL.jl/previews/PR964/

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mhauru commented Jul 3, 2025

Let me know if this is ready for review.

@penelopeysm
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Oops, I forgot about this one. Yeah I think it should be

@penelopeysm penelopeysm requested a review from mhauru July 3, 2025 10:17
@penelopeysm penelopeysm requested a review from mhauru July 8, 2025 09:14
@penelopeysm penelopeysm merged commit a0289db into breaking Jul 8, 2025
18 of 21 checks passed
@penelopeysm penelopeysm deleted the py/improve-ad-api branch July 8, 2025 10:11
github-merge-queue bot pushed a commit that referenced this pull request Aug 7, 2025
* Bump minor version to 0.37.0

* Accumulators, stage 1 (#885)

* Release 0.36

* AbstractPPL 0.11 + change prefixing behaviour (#830)

* AbstractPPL 0.11; change prefixing behaviour

* Use DynamicPPL.prefix rather than overloading

* Remove VarInfo(VarInfo, params) (#870)

* Unify `{untyped,typed}_{vector_,}varinfo` constructor functions (#879)

* Unify {Untyped,Typed}{Vector,}VarInfo constructors

* Update invocations

* NTVarInfo

* Fix tests

* More fixes

* Fixes

* Fixes

* Fixes

* Use lowercase functions, don't deprecate VarInfo

* Rewrite VarInfo docstring

* Fix methods

* Fix methods (really)

* Draft of accumulators

* Fix some variable names

* Fix pointwise_logdensities, gut tilde_observe, remove resetlogp!!

* Map rather than broadcast

Co-authored-by: Tor Erlend Fjelde <[email protected]>

* Start documenting accumulators

* Use Val{symbols} instead of AccTypes to index

* More documentation for accumulators

* Link varinfo by default in AD testing utilities; make test suite run on linked varinfos (#890)

* Link VarInfo by default

* Tweak interface

* Fix tests

* Fix interface so that callers can inspect results

* Document

* Fix tests

* Fix changelog

* Test linked varinfos

Closes #891

* Fix docstring + use AbstractFloat

* Fix resetlogp!! and type stability for accumulators

* Fix type rigidity of LogProbs and NumProduce

* Fix uses of getlogp and other assorted issues

* setaccs!! nicer interface and logdensity function fixes

* Revert back to calling the macro @addlogprob!

* Remove a dead test

* Clarify a comment

* Implement split/combine for PointwiseLogdensityAccumulator

* Switch ThreadSafeVarInfo.accs_by_thread to be a tuple

* Fix `condition` and `fix` in submodels (#892)

* Fix conditioning in submodels

* Simplify contextual_isassumption

* Add documentation

* Fix some tests

* Add tests; fix a bunch of nested submodel issues

* Fix fix as well

* Fix doctests

* Add unit tests for new functions

* Add changelog entry

* Update changelog

Co-authored-by: Hong Ge <[email protected]>

* Finish docs

* Add a test for conditioning submodel via arguments

* Clean new tests up a bit

* Fix for VarNames with non-identity lenses

* Apply suggestions from code review

Co-authored-by: Markus Hauru <[email protected]>

* Apply suggestions from code review

* Make PrefixContext contain a varname rather than symbol (#896)

---------

Co-authored-by: Hong Ge <[email protected]>
Co-authored-by: Markus Hauru <[email protected]>

* Revert ThreadSafeVarInfo back to Vectors and fix some AD type casting in (Simple)VarInfo

* Improve accumulator docs

* Add test/accumulators.jl

* Docs fixes

* Various small fixes

* Make DynamicTransformation not use accumulators other than LogPrior

* Fix variable order and name of map_accumulator!!

* Typo fixing

* Small improvement to ThreadSafeVarInfo

* Fix demo_dot_assume_observe_submodel prefixing

* Typo fixing

* Miscellaneous small fixes

* HISTORY entry and more miscellanea

* Add more tests for accumulators

* Improve accumulators docstrings

* Fix a typo

* Expand HISTORY entry

* Add accumulators to API docs

* Remove unexported functions from API docs

* Add NamedTuple methods for get/set/acclogp

* Fix setlogp!! with single scalar to error

* Export AbstractAccumulator, fix a docs typo

* Apply suggestions from code review

Co-authored-by: Penelope Yong <[email protected]>

* Rename LogPrior -> LogPriorAccumulator, and Likelihood and NumProduce

* Type bound log prob accumulators with T<:Real

* Add @addlogprior! and @addloglikelihood!

* Apply suggestions from code review

Co-authored-by: Penelope Yong <[email protected]>

* Move default accumulators to default_accumulators.jl

* Fix some tests

* Introduce default_accumulators()

* Go back to only having @addlogprob!

* Fix tilde_observe!! prefixing

* Fix default_accumulators internal type

* Make unflatten more type stable, and add a test for it

* Always print all benchmark results

* Move NumProduce VI functions to abstract_varinfo.jl

---------

Co-authored-by: Penelope Yong <[email protected]>
Co-authored-by: Tor Erlend Fjelde <[email protected]>
Co-authored-by: Hong Ge <[email protected]>

* Replace PriorExtractorContext with PriorDistributionAccumulator (#907)

* Implement values_as_in_model using an accumulator (#908)

* Implement values_as_in_model using an accumulator

* Make make_varname_expression a function

* Refuse to combine ValuesAsInModelAccumulators with different include_colon_eqs

* Fix nested context test

* Bump DynamicPPL versions

* Fix merge (1)

* Add benchmark Pkg source

* [no ci] Don't need to dev again

* Disable use_closure for ReverseDiff

* Revert "Disable use_closure for ReverseDiff"

This reverts commit 3cb47cd.

* Fix LogDensityAt struct

* Try not duplicating

* Update comment pointing to closure benchmarks

* Remove `context` from model evaluation (use `model.context` instead) (#952)

* Change `evaluate!!` API, add `sample!!`

* Fix literally everything else that I broke

* Fix some docstrings

* fix ForwardDiffExt (look, multiple dispatch bad...)

* Changelog

* fix a test

* Fix docstrings

* use `sample!!`

* Fix a couple more cases

* Globally rename `sample!!` -> `evaluate_and_sample!!`, add changelog warning

* Mark function as Const for Enzyme tests (#957)

* Move submodel code to submodel.jl; remove `@submodel` (#959)

* Move submodel code to submodel.jl

* Remove `@submodel`

* Fix missing field tests for 1.12 (#961)

* Remove 3-argument `{_,}evaluate!!`; clean up submodel code (#960)

* Clean up submodel code, remove 3-arg `_evaluate!!`

* Remove 3-argument `evaluate!!` as well

* Update changelog

* Improve submodel error message

* Fix doctest

* Add error hint for three-argument evaluate!!

* Improve API for AD testing (#964)

* Rework API for AD testing

* Fix test

* Add `rng` keyword argument

* Use atol and rtol

* remove unbound type parameter (?)

* Don't need to do elementwise check

* Update changelog

* Fix typo

* DebugAccumulator (plus tiny bits and pieces) (#976)

* DebugContext -> DebugAccumulator

* Changelog

* Force `conditioned` to return a dict

* fix conditioned implementation

* revert `conditioned` bugfix (will merge this to main instead)

* fix show

* Fix doctests

* fix doctests 2

* Make VarInfo actually mandatory in check_model

* Re-implement `missing` check

* Revert `combine` signature in docstring

* Revert changes to `Base.show` on AccumulatorTuple

* Add TODO comment about VariableOrderAccumulator

Co-authored-by: Markus Hauru <[email protected]>

* Fix doctests

---------

Co-authored-by: Markus Hauru <[email protected]>

* VariableOrderAccumulator (#940)

* Turn NumProduceAccumulator into VariableOrderAccumulator

* Add comparison methods

* Make VariableOrderAccumulator use regular Dict

* Use copy rather than deepcopy for accumulators

* Minor docstring touchup

* Remove unnecessary use of NumProduceAccumulator

* Fix split(VariableOrderAccumulator)

* Remove NumProduceAcc from Debug

* Fix set_retained_vns_del!

---------

Co-authored-by: Penelope Yong <[email protected]>

* Accumulators stage 2 (#925)

* Give LogDensityFunction the getlogdensity field

* Allow missing LogPriorAccumulator when linking

* Trim whitespace

* Run formatter

* Fix a few typos

* Fix comma -> semicolon

* Fix `LogDensityAt` invocation

* Fix one last test

* Fix tests

---------

Co-authored-by: Penelope Yong <[email protected]>

* Implement more consistent tracking of logp components via `LogJacobianAccumulator` (#998)

* logjac accumulator

* Fix tests

* Fix a whole bunch of stuff

* Fix final tests

* Fix docs

* Fix docs/doctests

* Fix maths in LogJacobianAccumulator docstring

* Twiddle with a comment

* Add changelog

* Fix accumulator docstring

* logJ -> logjac

* Fix logjac accumulation for StaticTransformation

* Fix behaviour of `set_retained_vns_del!` for `num_produce == 0` (#1000)

* `InitContext`, part 2 - Move `hasvalue` and `getvalue` to AbstractPPL; enforce key type of `AbstractDict` (#980)

* point to unmerged AbstractPPL branch

* Remove code that was moved to AbstractPPL

* Remove Dictionaries with Any key type

* Fix bad merge conflict resolution

* Fix doctests

* Point to [email protected]

This reverts commit 709dc9e.

* Fix doctests

* Fix docs AbstractPPL bound

* Remove stray `Pkg.update()`

* Accumulator miscellanea: Subset, merge, acclogp, and LogProbAccumulator (#999)

* logjac accumulator

* Fix tests

* Fix a whole bunch of stuff

* Fix final tests

* Fix docs

* Fix docs/doctests

* Fix maths in LogJacobianAccumulator docstring

* Twiddle with a comment

* Add changelog

* Simplify accs with LogProbAccumulator

* Replace + with accumulate for LogProbAccs

* Introduce merge and subset for accs

* Improve acc tests

* Fix docstring typo.

Co-authored-by: Penelope Yong <[email protected]>

* Fix merge

---------

Co-authored-by: Penelope Yong <[email protected]>

* Minor tweak to changelog wording

---------

Co-authored-by: Penelope Yong <[email protected]>
Co-authored-by: Tor Erlend Fjelde <[email protected]>
Co-authored-by: Hong Ge <[email protected]>
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2 participants