Update variational inference interface to match `[email protected]` #2699

Red-Portal · 2025-10-22T08:33:49Z

This PR does the following:

The interface to AdvancedVI is updated to match the new v0.6 version.
The way vi calls optimize is slightly changed so that algorithms that expect an unconstrained space can be used without being aware of Bijectors. In particular, the user is now expected to provide a q <: Bijectors.TransformedDistribution. vi will then unwrap the underlying unconstrained distribution, which is passed to AdvancedVI. Once the algorithm terminates, the result will be wrapped back and then returned.
The deprecated v0.2-era interface is removed.

github-actions · 2025-10-22T08:40:01Z

Turing.jl documentation for PR #2699 is available at:
https://TuringLang.github.io/Turing.jl/previews/PR2699/

codecov · 2025-10-22T08:44:32Z

Codecov Report

❌ Patch coverage is 0% with 2 lines in your changes missing coverage. Please review.
✅ Project coverage is 58.56%. Comparing base (0eb8576) to head (115802d).
⚠️ Report is 1 commits behind head on breaking.

Files with missing lines	Patch %	Lines
src/variational/VariationalInference.jl	0.00%	2 Missing ⚠️

❗ There is a different number of reports uploaded between BASE (0eb8576) and HEAD (115802d). Click for more details.

HEAD has 6 uploads less than BASE

Flag BASE (0eb8576) HEAD (115802d)

23 17

Additional details and impacted files

@@              Coverage Diff              @@
##           breaking    #2699       +/-   ##
=============================================
- Coverage     86.45%   58.56%   -27.90%     
=============================================
  Files            21       20        -1     
  Lines          1418     1395       -23     
=============================================
- Hits           1226      817      -409     
- Misses          192      578      +386

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:

❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

mhauru

Thanks @Red-Portal.

Since this changes the user-interface, could you please set the target branch of this PR to be breaking? We use that branch to collect breaking changes into a single, larger release. Currently breaking points at the same commit as main, so you shouldn't have to mess with git history for this.

In that same process, could you also please add an entry in HISTORY.md describing to users all interface changes (arguments, return values, behaviour) and what they can do to adapt to them. Maybe a code example of "this is how you used to call vi, this is how you do the same thing now", that sort of thing.

src/variational/VariationalInference.jl

src/Turing.jl

test/variational/advi.jl

test/variational/vi.jl

…advancedvi_0.5

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

HISTORY.md

penelopeysm · 2025-10-24T10:32:22Z

I'm actually sorry to butt in on this, but are there new features available in 0.5, or is it just an interface change?

Red-Portal · 2025-10-24T14:42:30Z

@penelopeysm No new features.

penelopeysm · 2025-10-24T15:54:45Z

Okay. The reason why I asked is because this is an interface change for Turing and that is kind of annoying for end users if they don't get any benefit. I wonder in that case if it is worth doing either:

Not bumping the compat in Turing, waiting for the next release of AdvancedVI that has new features; or
Mapping the existing Turing interface to the new AdvancedVI interface, so that it's not a breaking change. I don't know how possible this is.

Other than that, I second everything that @mhauru brought up here, so I won't also review the details of this.

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

…ncedvi_0.5

Red-Portal · 2025-10-25T02:47:22Z

@penelopeysm That's reasonable. I think we could go with the following for now:

Not bumping the compat in Turing, waiting for the next release of AdvancedVI that has new features;

… into bump_advancedvi_0.5

Just a minor README update to support dark/light mode logo, good for dark mode users!

…ncedvi_0.5

…advancedvi_0.5

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

github-actions · 2025-11-19T22:13:54Z

docs/src/api.md

[JuliaFormatter v1.0.62] _{reported by reviewdog 🐶}

Turing.jl/docs/src/api.md

Lines 111 to 122 in eaac4c3

| Exported symbol | Documentation | Description |

|:---------------------- |:------------------------------------------------- |:---------------------------------------------------------------------------------------- |

| `vi` | [`Turing.vi`](@ref) | Perform variational inference |

| `q_locationscale` | [`Turing.Variational.q_locationscale`](@ref) | Find a numerically non-degenerate initialization for a location-scale variational family |

| `q_meanfield_gaussian` | [`Turing.Variational.q_meanfield_gaussian`](@ref) | Find a numerically non-degenerate initialization for a mean-field Gaussian family |

| `q_fullrank_gaussian` | [`Turing.Variational.q_fullrank_gaussian`](@ref) | Find a numerically non-degenerate initialization for a full-rank Gaussian family |

| `KLMinRepGradDescent` | [`Turing.Variational.KLMinRepGradDescent`](@ref) | KL divergence minimization via stochastic gradient descent with the reparameterization gradient |

| `KLMinRepGradProxDescent` | [`Turing.Variational.KLMinRepGradProxDescent`](@ref) | KL divergence minimization via stochastic proximal gradient descent with the reparameterization gradient over location-scale variational families |

| `KLMinScoreGradDescent` | [`Turing.Variational.KLMinScoreGradDescent`](@ref) | KL divergence minimization via stochastic gradient descent with the score gradient |

| `KLMinWassFwdBwd` | [`Turing.Variational.KLMinWassFwdBwd`](@ref) | KL divergence minimization via Wasserstein proximal gradient descent |

| `KLMinNaturalGradDescent` | [`Turing.Variational.KLMinNaturalGradDescent`](@ref) | KL divergence minimization via natural gradient descent |

| `KLMinSqrtNaturalGradDescent` | [`Turing.Variational.KLMinSqrtNaturalGradDescent`](@ref) | KL divergence minimization via natural gradient descent in the square-root parameterization |

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

update vi interface to match [email protected]

ea69430

Red-Portal requested review from mhauru and penelopeysm and removed request for penelopeysm October 22, 2025 08:33

github-actions bot assigned Red-Portal Oct 22, 2025

revert unintended commit of runtests.jl

86ee6dd

Red-Portal requested review from penelopeysm and yebai October 22, 2025 08:35

mhauru requested changes Oct 23, 2025

View reviewed changes

Red-Portal changed the base branch from main to breaking October 24, 2025 02:03

Red-Portal and others added 8 commits October 24, 2025 00:00

Merge branch 'breaking' of github.com:TuringLang/Turing.jl into bump_…

3e30e04

…advancedvi_0.5

update docs for vi

d870045

add history entry for [email protected]

2d928e0

remove export for removed symbol

5211b37

fix formatting

f0d615d

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

fix formatting

1b2351f

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

tidy tests advi

2be31b4

fix rename file advi.jl to vi.jl to reflect naming changes

e48ae42

Red-Portal requested a review from mhauru October 24, 2025 04:30

mhauru requested changes Oct 24, 2025

View reviewed changes

HISTORY.md Outdated Show resolved Hide resolved

HISTORY.md Outdated Show resolved Hide resolved

HISTORY.md Outdated Show resolved Hide resolved

HISTORY.md Outdated Show resolved Hide resolved

Red-Portal and others added 5 commits October 24, 2025 22:38

fix docs

44f7762

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

fix HISTORY.md

fd0e928

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

fix HISTORY.md

77276bd

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

Merge branch 'main' of github.com:TuringLang/Turing.jl into bump_adva…

cb1620c

…ncedvi_0.5

update history

e70ddb4

Merge branch 'bump_advancedvi_0.5' of github.com:TuringLang/Turing.jl…

115802d

… into bump_advancedvi_0.5

penelopeysm removed their request for review October 25, 2025 15:57

yebai and others added 6 commits November 12, 2025 16:49

Update README.md for clarity and formatting

cdc8b2f

Add linear regression model example to README

32e70d6

Add dark/light mode logo support (#2714)

19bf7d6

Just a minor README update to support dark/light mode logo, good for dark mode users!

Merge branch 'main' of github.com:TuringLang/Turing.jl into bump_adva…

25b5087

…ncedvi_0.5

bump AdvancedVI version

4c02f7b

add exports new algorithms, modify vi to operate in unconstrained

6518b82

Red-Portal changed the title ~~Update variational inference interface to match [email protected]~~ Update variational inference interface to match [email protected] Nov 19, 2025

Red-Portal and others added 11 commits November 19, 2025 17:01

Merge branch 'breaking' of github.com:TuringLang/Turing.jl into bump_…

5bd6978

…advancedvi_0.5

add clarification on initializing unconstrained algorithms

874a0b2

update api

e021eb7

run formatter

eec7ef2

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

run formatter

b6d8202

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

run formatter

b900ab4

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

run formatter

e71b07b

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

run formatter

c08de12

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

run formatter

ae80f1e

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

run formatter

73bd309

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

run formatter

eaac4c3

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

github-actions bot reviewed Nov 19, 2025

View reviewed changes

Red-Portal and others added 4 commits November 19, 2025 17:15

revert changes to README

757ebb4

fix wrong use of transformation in vi

05ab711

change inital value for scale matrices to 0.6*I and update docs

91606b5

run formatter

722153a

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

	\| Exported symbol \| Documentation \| Description \|
	\|:---------------------- \|:------------------------------------------------- \|:---------------------------------------------------------------------------------------- \|
	\| `vi` \| [`Turing.vi`](@ref) \| Perform variational inference \|
	\| `q_locationscale` \| [`Turing.Variational.q_locationscale`](@ref) \| Find a numerically non-degenerate initialization for a location-scale variational family \|
	\| `q_meanfield_gaussian` \| [`Turing.Variational.q_meanfield_gaussian`](@ref) \| Find a numerically non-degenerate initialization for a mean-field Gaussian family \|
	\| `q_fullrank_gaussian` \| [`Turing.Variational.q_fullrank_gaussian`](@ref) \| Find a numerically non-degenerate initialization for a full-rank Gaussian family \|
	\| `KLMinRepGradDescent` \| [`Turing.Variational.KLMinRepGradDescent`](@ref) \| KL divergence minimization via stochastic gradient descent with the reparameterization gradient \|
	\| `KLMinRepGradProxDescent` \| [`Turing.Variational.KLMinRepGradProxDescent`](@ref) \| KL divergence minimization via stochastic proximal gradient descent with the reparameterization gradient over location-scale variational families \|
	\| `KLMinScoreGradDescent` \| [`Turing.Variational.KLMinScoreGradDescent`](@ref) \| KL divergence minimization via stochastic gradient descent with the score gradient \|
	\| `KLMinWassFwdBwd` \| [`Turing.Variational.KLMinWassFwdBwd`](@ref) \| KL divergence minimization via Wasserstein proximal gradient descent \|
	\| `KLMinNaturalGradDescent` \| [`Turing.Variational.KLMinNaturalGradDescent`](@ref) \| KL divergence minimization via natural gradient descent \|
	\| `KLMinSqrtNaturalGradDescent` \| [`Turing.Variational.KLMinSqrtNaturalGradDescent`](@ref) \| KL divergence minimization via natural gradient descent in the square-root parameterization \|

Update variational inference interface to match [email protected] #2699

Are you sure you want to change the base?

Update variational inference interface to match [email protected] #2699

Conversation

Red-Portal commented Oct 22, 2025 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Uh oh!

github-actions bot commented Oct 22, 2025

Uh oh!

codecov bot commented Oct 22, 2025 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Codecov Report

Uh oh!

mhauru left a comment

Choose a reason for hiding this comment

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

penelopeysm commented Oct 24, 2025

Uh oh!

Red-Portal commented Oct 24, 2025

Uh oh!

penelopeysm commented Oct 24, 2025

Uh oh!

Red-Portal commented Oct 25, 2025

Uh oh!

github-actions bot Nov 19, 2025

Choose a reason for hiding this comment

Uh oh!

Reviewers

Assignees

Labels

Projects

Milestone

Development

Uh oh!

6 participants

Update variational inference interface to match `[email protected]` #2699

Update variational inference interface to match `[email protected]` #2699

Red-Portal commented Oct 22, 2025 •

edited

Loading

codecov bot commented Oct 22, 2025 •

edited

Loading