Fix CUDA tests (#433)

* Fix CUDA tests

* Fix renaming errors

Author: ErikQQY

research/src/riemannian_hmc_utility.jl

@@ -1,8 +1,8 @@
-using Random, LinearAlgebra, ReverseDiff, ForwardDiff, VecTargets
+using Random, LinearAlgebra, ReverseDiff, ForwardDiff, MCMCLogDensityProblems
 
 # Fisher information metric
 function gen_∂G∂θ_rev(Vfunc, x; f=identity)
-    _Hfunc = VecTargets.gen_hess(Vfunc, ReverseDiff.track.(x))
+    _Hfunc = MCMCLogDensityProblems.gen_hess(Vfunc, ReverseDiff.track.(x))
     Hfunc = x -> _Hfunc(x)[3]
     # QUES What's the best output format of this function?
     return x -> ReverseDiff.jacobian(x -> f(Hfunc(x)), x) # default output shape [∂H∂x₁; ∂H∂x₂; ...]
@@ -37,7 +37,7 @@ end
 
 function prepare_sample_target(hps, θ₀, ℓπ)
     Vfunc = x -> -ℓπ(x) # potential energy is the negative log-probability
-    _Hfunc = VecTargets.gen_hess(Vfunc, θ₀) # x -> (value, gradient, hessian)
+    _Hfunc = MCMCLogDensityProblems.gen_hess(Vfunc, θ₀) # x -> (value, gradient, hessian)
     Hfunc = x -> copy.(_Hfunc(x)) # _Hfunc do in-place computation, copy to avoid bug
 
     fstabilize = H -> H + hps.λ * I
@@ -70,8 +70,8 @@ function prepare_sample(hps; rng=MersenneTwister(1110))
 
     θ₀ = rand(rng, dim(target))
 
-    ℓπ = VecTargets.gen_logpdf(target)
-    ∂ℓπ∂θ = VecTargets.gen_logpdf_grad(target, θ₀)
+    ℓπ = MCMCLogDensityProblems.gen_logpdf(target)
+    ∂ℓπ∂θ = MCMCLogDensityProblems.gen_logpdf_grad(target, θ₀)
 
     _, _, Gfunc, ∂G∂θfunc = prepare_sample_target(hps, θ₀, ℓπ)
 

research/tests/riemannian_hmc.jl

@@ -19,8 +19,8 @@ using AdvancedHMC: neg_energy, energy
 
         θ₀ = rand(rng, dim(target))
 
-        ℓπ = VecTargets.gen_logpdf(target)
-        ∂ℓπ∂θ = VecTargets.gen_logpdf_grad(target, θ₀)
+        ℓπ = MCMCLogDensityProblems.gen_logpdf(target)
+        ∂ℓπ∂θ = MCMCLogDensityProblems.gen_logpdf_grad(target, θ₀)
 
         Vfunc, Hfunc, Gfunc, ∂G∂θfunc = prepare_sample_target(hps, θ₀, ℓπ)
 

research/tests/runtests.jl

@@ -1,7 +1,7 @@
 using Comonicon, ReTest
 
 using Pkg;
-Pkg.add(; url="https://github.com/xukai92/VecTargets.jl.git");
+Pkg.add(; url="https://github.com/chalk-lab/MCMCLogDensityProblems.jl.git");
 
 # include the source code for experimental HMC
 include("../src/relativistic_hmc.jl")

test/CUDA/cuda.jl

@@ -2,12 +2,13 @@ using Pkg
 Pkg.activate(@__DIR__)
 Pkg.develop(; path=joinpath(@__DIR__, "..", ".."))
 
-include(joinpath(@__DIR__, "..", "common.jl"))
-
 using Test
 using AdvancedHMC
 using AdvancedHMC: DualValue, PhasePoint
 using CUDA
+using LogDensityProblems
+
+include(joinpath(@__DIR__, "..", "common.jl"))
 
 @testset "AdvancedHMC GPU" begin
     n_chains = 1000