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HISTORY.md

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@@ -9,7 +9,44 @@ Most of the changes introduced in `[email protected]` are structural, with some
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The summary of the changes below are the things that affect the end-users of Turing.
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For a more comprehensive list of changes, please refer to the [changelogs](https://github.com/TuringLang/AdvancedVI.jl/blob/main/HISTORY.md) in `AdvancedVI`.
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- A new level of interface for defining different variational algorithms have been introduced in `AdvancedVI` v0.5. As a result, the method `Turing.vi` now receives a keyword argument `algorithm`. The object `algorithm <: AdvancedVI.AbstractVariationalAlgorithm` should now contain all the algorithm-specific configurations. Therefore, keyword arguments of `vi` that were algorithm-specific such as `objective`, `operator`, `averager` and so on, have been moved as fields of the relevant `<: AdvancedVI.AbstractVariationalAlgorithm` structs.
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A new level of interface for defining different variational algorithms have been introduced in `AdvancedVI` v0.5. As a result, the method `Turing.vi` now receives a keyword argument `algorithm`. The object `algorithm <: AdvancedVI.AbstractVariationalAlgorithm` should now contain all the algorithm-specific configurations. Therefore, keyword arguments of `vi` that were algorithm-specific such as `objective`, `operator`, `averager` and so on, have been moved as fields of the relevant `<: AdvancedVI.AbstractVariationalAlgorithm` structs.
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For example,
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```julia
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vi(model, q, n_iters; objective=RepGradELBO(10), operator=AdvancedVI.ClipScale())
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```
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is now
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```julia
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vi(
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model,
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q,
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n_iters;
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algorithm=KLMinRepGradDescent(adtype; n_samples=10, operator=AdvancedVI.ClipScale()),
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)
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```
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Similarly,
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```julia
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vi(
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model,
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q,
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n_iters;
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objective=RepGradELBO(10; entropy=AdvancedVI.ClosedFormEntropyZeroGradient()),
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operator=AdvancedVI.ProximalLocationScaleEntropy(),
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)
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```
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is now
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```julia
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vi(model, q, n_iters; algorithm=KLMinRepGradProxDescent(adtype; n_samples=10))
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```
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Additionally,
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- The default hyperparameters of `DoG`and `DoWG` have been altered.
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- The depricated `[email protected]`-era interface is now removed.
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