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Red-Portalgithub-actions[bot]yebaipenelopeysm
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Update to the [email protected] interface (#2506)
* update to match the [email protected] interface * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * remove plotting * fix formatting Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * fix formatting Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * fix formatting Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * remove unused dependency * Update Project.toml * fix make some arugments of vi initializer to be optional kwargs * remove tests for custom optimizers * remove unused file * Update src/variational/bijectors.jl Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * Update Turing.jl * fix remove call to `AdvancedVI.turnprogress`, which has been removed * apply comments from @yebai * Update src/variational/VariationalInference.jl Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * add old interface as deprecated * bump AdvancedVI version * add deprecation for `meanfield` * add `default_rng` interfaces * add tests for variational inference * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * remove "src/variational/bijectors.jl" (moved to `DynamicPPL.jl`) * add more tests for variational inference initializer * remove non-essential reexports, fix tests * run formatter, rename functions * add documentation * fix run formatter * fix remove debug commits * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * run formatter Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * add Variational submodule * fix docstring style * update docstring style * format docstring style * fix typo Co-authored-by: Penelope Yong <[email protected]> * fix use fixed seed with StableRNGs * fix export variational families * fix forma Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * update changelog for advancedvi 0.4 * fix version number * Format & add some links * fix formatting Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> --------- Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: Hong Ge <[email protected]> Co-authored-by: Penelope Yong <[email protected]>
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‎HISTORY.md

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# Release 0.39.0
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## Update to the AdvancedVI interface
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Turing's variational inference interface was updated to match version 0.4 version of AdvancedVI.jl.
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AdvancedVI v0.4 introduces various new features:
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- location-scale families with dense scale matrices,
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- parameter-free stochastic optimization algorithms like `DoG` and `DoWG`,
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- proximal operators for stable optimization,
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- the sticking-the-landing control variate for faster convergence, and
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- the score gradient estimator for non-differentiable targets.
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Please see the [Turing API documentation](https://turinglang.org/Turing.jl/stable/api/#Variational-inference), and [AdvancedVI's documentation](https://turinglang.org/AdvancedVI.jl/stable/), for more details.
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## Removal of Turing.Essential
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The Turing.Essential module has been removed.

‎Project.toml

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AdvancedHMC = "0.3.0, 0.4.0, 0.5.2, 0.6, 0.7"
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AdvancedMH = "0.8"
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AdvancedPS = "0.6.0"
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AdvancedVI = "0.2"
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AdvancedVI = "0.4"
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BangBang = "0.4.2"
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Bijectors = "0.14, 0.15"
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Compat = "4.15.0"

‎docs/make.jl

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pages=[
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"Home" => "index.md",
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"API" => "api.md",
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"Submodule APIs" =>
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["Inference" => "api/Inference.md", "Optimisation" => "api/Optimisation.md"],
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"Submodule APIs" => [
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"Inference" => "api/Inference.md",
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"Optimisation" => "api/Optimisation.md",
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"Variational " => "api/Variational.md",
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],
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],
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checkdocs=:exports,
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doctest=false,

‎docs/src/api.md

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### Variational inference
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See the [variational inference tutorial](https://turinglang.org/docs/tutorials/09-variational-inference/) for a walkthrough on how to use these.
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| Exported symbol | Documentation | Description |
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|:--------------- |:---------------------------- |:--------------------------------------- |
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| `vi` | [`AdvancedVI.vi`](@extref) | Perform variational inference |
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| `ADVI` | [`AdvancedVI.ADVI`](@extref) | Construct an instance of a VI algorithm |
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See the [docs of AdvancedVI.jl](https://turinglang.org/AdvancedVI.jl/stable/) for detailed usage and the [variational inference tutorial](https://turinglang.org/docs/tutorials/09-variational-inference/) for a basic walkthrough.
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| Exported symbol | Documentation | Description |
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|:---------------------- |:------------------------------------------------- |:---------------------------------------------------------------------------------------- |
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| `vi` | [`Turing.vi`](@ref) | Perform variational inference |
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| `q_locationscale` | [`Turing.Variational.q_locationscale`](@ref) | Find a numerically non-degenerate initialization for a location-scale variational family |
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| `q_meanfield_gaussian` | [`Turing.Variational.q_meanfield_gaussian`](@ref) | Find a numerically non-degenerate initialization for a mean-field Gaussian family |
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| `q_fullrank_gaussian` | [`Turing.Variational.q_fullrank_gaussian`](@ref) | Find a numerically non-degenerate initialization for a full-rank Gaussian family |
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### Automatic differentiation types
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‎docs/src/api/Variational.md

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# API: `Turing.Variational`
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```@autodocs
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Modules = [Turing.Variational]
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Order = [:type, :function]
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```

‎src/Turing.jl

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@info "[Turing]: progress logging is $(progress ? "enabled" : "disabled") globally"
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PROGRESS[] = progress
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AbstractMCMC.setprogress!(progress; silent=true)
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# TODO: `AdvancedVI.turnprogress` is removed in AdvancedVI v0.3
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AdvancedVI.turnprogress(progress)
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return progress
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end
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# Variational inference - AdvancedVI
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vi,
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ADVI,
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q_locationscale,
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q_meanfield_gaussian,
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q_fullrank_gaussian,
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# ADTypes
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AutoForwardDiff,
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AutoReverseDiff,

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