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Basic rewrite of the package 2023 edition #45

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b49cf3e
refactor ADVI, change gradient operation interface
Red-Portal Mar 14, 2023
88e0b79
remove unused file, remove unused dependency
Red-Portal Mar 14, 2023
c2fb3f8
fix ADVI elbo computation more efficiently
Red-Portal Mar 15, 2023
83161fd
fix missing entropy regularization term
Red-Portal Mar 15, 2023
efa8106
add LogDensityProblem interface
Red-Portal Mar 18, 2023
4ae2fbf
refactor use bijectors directly instead of transformed distributions
Red-Portal Mar 18, 2023
2bf2a42
Merge branch 'master' of https://github.com/TuringLang/AdvancedVI.jl …
Red-Portal Jun 7, 2023
1cadb51
fix type restrictions
Red-Portal Jun 7, 2023
3474e8d
remove unused file
Red-Portal Jun 7, 2023
03a2767
fix use of with_logabsdet_jacobian
Red-Portal Jun 8, 2023
09c44fb
restructure project; move the main VI routine to its own file
Red-Portal Jun 8, 2023
b7407ce
remove redundant import
Red-Portal Jun 8, 2023
4040149
restructure project into more modular objective estimators
Red-Portal Jun 8, 2023
2a4514e
migrate to AbstractDifferentiation
Red-Portal Jun 9, 2023
93a16d8
add location scale pre-packaged variational family, add functors
Red-Portal Jun 9, 2023
2b6e9eb
Revert "migrate to AbstractDifferentiation"
Red-Portal Jun 10, 2023
1bfec36
fix use optimized MvNormal specialization, add logpdf for Loc.Scale.
Red-Portal Jun 10, 2023
1003606
remove dead code
Red-Portal Jun 10, 2023
60a9987
fix location-scale logpdf
Red-Portal Jun 10, 2023
cd84f02
add sticking-the-landing (STL) estimator
Red-Portal Jun 10, 2023
768641b
migrate to Optimisers.jl
Red-Portal Jun 10, 2023
ca02fa3
remove execution time measurement (replace later with somethin else)
Red-Portal Jun 10, 2023
a48377f
fix use multiple dispatch for deciding whether to stop entropy grad.
Red-Portal Jun 12, 2023
0b40ccf
add termination decision, callback arguments
Red-Portal Jun 12, 2023
21db3fb
add Base.show to modules
Red-Portal Jun 12, 2023
25c51b4
add interface calling `restructure`, rename rebuild -> restructure
Red-Portal Jun 12, 2023
fc20046
add estimator state interface, add control variate interface to ADVI
Red-Portal Jun 12, 2023
6faa807
fix `show(advi)` to show control variate
Red-Portal Jun 12, 2023
7095d27
fix simplify `show(advi.control_variate)`
Red-Portal Jun 12, 2023
9169ae2
fix type piracy by wrapping location-scale bijected distribution
Red-Portal Jun 12, 2023
3db7301
remove old AdvancedVI custom optimizers
Red-Portal Jun 26, 2023
e6a082a
fix Location Scale to not depend on Bijectors
Red-Portal Jun 26, 2023
a034ebd
fix RNG namespace
Red-Portal Jul 12, 2023
e19abd3
fix location scale logpdf bug
Red-Portal Jul 13, 2023
680c186
add Accessors dependency
Red-Portal Jul 13, 2023
6c3efa8
Merge branch 'master' of https://github.com/TuringLang/AdvancedVI.jl …
Red-Portal Jul 13, 2023
4c6cabf
add location scale, autodiff tests
Red-Portal Jul 13, 2023
06db2f0
add Accessors import statement
Red-Portal Jul 13, 2023
12de2bd
remove optimiser tests
Red-Portal Jul 13, 2023
bbb2cc6
refactor slightly generalize the distribution tests for the future
Red-Portal Jul 13, 2023
1974846
migrate to SimpleUnPack, migrate to ADTypes
Red-Portal Jul 13, 2023
19c62c8
rename vi.jl to optimize.jl
Red-Portal Jul 13, 2023
63da51d
fix estimate_gradient to use adtypes
Red-Portal Jul 13, 2023
65ab473
add exact inference tests
Red-Portal Jul 13, 2023
3e5a452
remove Turing dependency in tests
Red-Portal Jul 13, 2023
3117cec
remove unused projection
Red-Portal Jul 14, 2023
b1ca9cf
remove redundant `ADVIEnergy` object (now baked into `ADVI`)
Red-Portal Jul 14, 2023
fcbb729
add more tests, fix rng seed for tests
Red-Portal Jul 14, 2023
0f6f6a4
add more tests, fix seed for tests
Red-Portal Jul 14, 2023
f5f5863
fix non-determinism bug
Red-Portal Jul 14, 2023
ade0d10
fix test hyperparameters so that tests pass, minor cleanups
Red-Portal Jul 14, 2023
0caf7a9
fix minor reorganization
Red-Portal Jul 14, 2023
5658cbf
add missing files
Red-Portal Jul 14, 2023
c712a97
fix add missing file, rename adbackend argument
Red-Portal Jul 14, 2023
bee839d
fix errors
Red-Portal Jul 14, 2023
913911e
rename test suite
Red-Portal Jul 14, 2023
d50cabb
refactor renamed arguments for ADVI to be shorter
Red-Portal Jul 15, 2023
b134f70
fix compile error in advi test
Red-Portal Jul 15, 2023
a6ba379
add initial doc
Red-Portal Jul 15, 2023
619b1c0
remove unused epsilon argument in location scale
Red-Portal Jul 15, 2023
f1c02f0
add project file for documenter
Red-Portal Jul 15, 2023
b0f259a
refactor STL gradient calculation to use multiple dispatch
Red-Portal Jul 16, 2023
b72c258
fix type bugs, relax test threshold for the exact inference tests
Red-Portal Jul 16, 2023
a8df9eb
refactor derivative utils to match NormalizingFlows.jl with extras
Red-Portal Aug 13, 2023
e8db6a7
add documentation, refactor optimize
Red-Portal Aug 13, 2023
65a2b37
fix bug missing extension
Red-Portal Aug 13, 2023
1a02051
remove tracker from tests
Red-Portal Aug 13, 2023
d8b5ea5
remove export for internal derivative utils
Red-Portal Aug 13, 2023
818bc2c
fix test errors, old interface
Red-Portal Aug 13, 2023
215abf3
fix wrong derivative interface, add documentation
Red-Portal Aug 13, 2023
88ad768
update documentation
Red-Portal Aug 13, 2023
e66935b
add doc build CI
Red-Portal Aug 13, 2023
9f1c647
remove convergence criterion for now
Red-Portal Aug 13, 2023
c8b3ee3
remove outdated export
Red-Portal Aug 13, 2023
afda1a1
update documentation
Red-Portal Aug 13, 2023
0d37ace
update documentation
Red-Portal Aug 13, 2023
b8b113d
update documentation
Red-Portal Aug 13, 2023
b78e713
fix type error in test
Red-Portal Aug 16, 2023
a0564b5
remove default ADType argument
Red-Portal Aug 16, 2023
3795d1e
update README
Red-Portal Aug 17, 2023
28a35bc
update make getting started example actually run Julia
Red-Portal Aug 17, 2023
620b38e
fix remove Float32 tests for inference tests
Red-Portal Aug 17, 2023
fa53398
update version
Red-Portal Aug 17, 2023
e909f41
add documentation publishing url
Red-Portal Aug 17, 2023
43f5b75
fix wrong uuid for ForwardDiff
Red-Portal Aug 17, 2023
468d5ca
Update CI.yml
yebai Aug 17, 2023
c07a511
refactor use `sum` and `mean` instead of abusing `mapreduce`
Red-Portal Aug 17, 2023
8256df1
Merge branch 'rewriting_advancedvi' of github.com:Red-Portal/Advanced…
Red-Portal Aug 17, 2023
13a8a44
remove tests for `FullMonteCarlo`
Red-Portal Aug 17, 2023
aadf8d3
add tests for the `optimize` interface
Red-Portal Aug 18, 2023
8c4e13d
fix turn off Zygote tests for now
Red-Portal Aug 18, 2023
0b708e6
remove unused function
Red-Portal Aug 18, 2023
be61acd
refactor change bijector field name, simplify STL estimator
Red-Portal Aug 18, 2023
fb519a5
update documentation
Red-Portal Aug 18, 2023
8682fd9
update STL documentation
Red-Portal Aug 18, 2023
9a16ee1
update STL documentation
Red-Portal Aug 18, 2023
fc74afa
update location scale documentation
Red-Portal Aug 18, 2023
4be30a1
fix README
Red-Portal Aug 19, 2023
c58309d
fix math in README
Red-Portal Aug 19, 2023
5b5bd3e
add gradient to arguments of callback!, remove `gradient_norm` info
Red-Portal Aug 20, 2023
967021d
fix math in README.md
Red-Portal Aug 21, 2023
4dab522
fix type constraint in `ZygoteExt`
Red-Portal Aug 21, 2023
8ab2f19
fix import of `Random`
Red-Portal Aug 21, 2023
83dec9f
refactor `__init__()`
Red-Portal Aug 21, 2023
a3e563c
fix type constraint in definition of `value_and_gradient!`
Red-Portal Aug 21, 2023
5553bb9
refactor `ZygoteExt`; use `only` instead of `first`
Red-Portal Aug 21, 2023
79b4557
refactor type constraint in `ReverseDiffExt`
Red-Portal Aug 21, 2023
656b44b
refactor remove outdated debug mode macro
Red-Portal Aug 21, 2023
c794063
fix remove outdated DEBUG mechanism
Red-Portal Aug 21, 2023
0c5cc1c
fix LaTeX in README: `operatorname` is currently broken
Red-Portal Aug 21, 2023
29d7d27
remove `SimpleUnPack` dependency
Red-Portal Aug 22, 2023
75eef44
fix LaTeX in docs and README
Red-Portal Aug 22, 2023
40574f4
add warning about forward-mode AD when using `LocationScale`
Red-Portal Aug 22, 2023
8738256
fix documentation
Red-Portal Aug 22, 2023
8173744
fix remove reamining use of `@unpack`
Red-Portal Aug 22, 2023
e0548ae
Revert "remove `SimpleUnPack` dependency"
Red-Portal Aug 22, 2023
6ab95a0
Revert "fix remove reamining use of `@unpack`"
Red-Portal Aug 22, 2023
f0ec242
fix documentation for `optimize`
Red-Portal Aug 22, 2023
1d4c1b6
add specializations of `Optimise.destructure` for mean-field
Red-Portal Aug 22, 2023
231835f
add test for `Optimisers.destructure` specializations
Red-Portal Aug 22, 2023
ea2d426
add specialization of `rand` for meanfield resulting in faster AD
Red-Portal Aug 22, 2023
3033d75
add argument checks for `VIMeanFieldGaussian`, `VIFullRankGaussian`
Red-Portal Aug 22, 2023
0cc36c0
update documentation
Red-Portal Aug 22, 2023
b7d3471
fix type instability, bug in argument check in `LocationScale`
Red-Portal Aug 22, 2023
df50e83
add missing import bug
Red-Portal Aug 22, 2023
ae3e9b0
refactor test, fix type bug in tests for `LocationScale`
Red-Portal Aug 22, 2023
e4002cf
add missing compat entries
Red-Portal Aug 22, 2023
8c82569
fix missing package import in test
Red-Portal Aug 22, 2023
c2e7517
add additional tests for sampling `LocationScale`
Red-Portal Aug 22, 2023
3a6f8bf
fix bug in batch in-place `rand!` for `LocationScale`
Red-Portal Aug 22, 2023
b78ef4b
fix bug in inference test initialization
Red-Portal Aug 22, 2023
a1f7e98
add missing file
Red-Portal Aug 23, 2023
8b783ec
fix remove use of for 1.6
Red-Portal Aug 23, 2023
12cd9f2
refactor adjust inference test hyperparameters to be more robust
Red-Portal Aug 23, 2023
837c729
refactor `optimize` to return `obj_state`, add warm start kwargs
Red-Portal Aug 24, 2023
95629a5
refactor make tests more robust, reduce amount of tests
Red-Portal Aug 24, 2023
0b4b865
fix remove a cholesky in test model
Red-Portal Aug 24, 2023
b49f4eb
fix compat bounds, remove unused package
Red-Portal Aug 24, 2023
947a070
bump compat for ADTypes 0.2
Red-Portal Aug 24, 2023
a9b3f48
fix broken LaTeX in README
Red-Portal Aug 24, 2023
54826eb
remove redundant use of PDMats in docs
Red-Portal Aug 24, 2023
1d1c8ff
fix use `Cholesky` signature supported in 1.6
Red-Portal Aug 24, 2023
a0de2cf
fix remove redundant cholesky operation in test
Red-Portal Aug 24, 2023
f593a67
add `mean`, `var`, `cov` to `LocationScale`
Red-Portal Aug 24, 2023
ff32ac6
refactor `optimize` warm-starting interface, add `objargs` argument
Red-Portal Aug 24, 2023
bc5cfd3
update documentation for `optimize`
Red-Portal Aug 24, 2023
de4284e
fix CUDA-compatibility bugs
Red-Portal Aug 25, 2023
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29 changes: 28 additions & 1 deletion .github/workflows/CI.yml
Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,7 @@ jobs:
- windows-latest
arch:
- x64
- x86
# - x86 # Uncomment after https://github.com/JuliaTesting/ReTest.jl/pull/52 is merged
exclude:
- os: macOS-latest
arch: x86
Expand Down Expand Up @@ -61,3 +61,30 @@ jobs:
with:
github-token: ${{ secrets.GITHUB_TOKEN }}
path-to-lcov: lcov.info
docs:
name: Documentation
runs-on: ubuntu-latest
permissions:
contents: write
statuses: write
steps:
- uses: actions/checkout@v3
- uses: julia-actions/setup-julia@v1
with:
version: '1'
- name: Configure doc environment
run: |
julia --project=docs/ -e '
using Pkg
Pkg.develop(PackageSpec(path=pwd()))
Pkg.instantiate()'
- uses: julia-actions/julia-buildpkg@v1
- uses: julia-actions/julia-docdeploy@v1
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
- run: |
julia --project=docs -e '
using Documenter: DocMeta, doctest
using AdvancedVI
DocMeta.setdocmeta!(AdvancedVI, :DocTestSetup, :(using AdvancedVI); recursive=true)
doctest(AdvancedVI)'
41 changes: 34 additions & 7 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,37 +1,64 @@
name = "AdvancedVI"
uuid = "b5ca4192-6429-45e5-a2d9-87aec30a685c"
version = "0.2.4"
version = "0.3.0"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Accessors = "7d9f7c33-5ae7-4f3b-8dc6-eff91059b697"
Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"
ChainRules = "082447d4-558c-5d27-93f4-14fc19e9eca2"
DiffResults = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
DistributionsAD = "ced4e74d-a319-5a8a-b0ac-84af2272839c"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
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It seems a compat entry is missing? Can you make sure that every dependency (regular + weak) has a compat entry?

Functors = "d9f16b24-f501-4c13-a1f2-28368ffc5196"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
Optimisers = "3bd65402-5787-11e9-1adc-39752487f4e2"
PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Requires = "ae029012-a4dd-5104-9daa-d747884805df"
SimpleUnPack = "ce78b400-467f-4804-87d8-8f486da07d0a"
StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"

[weakdeps]
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"

[extensions]
AdvancedVIEnzymeExt = "Enzyme"
AdvancedVIForwardDiffExt = "ForwardDiff"
AdvancedVIReverseDiffExt = "ReverseDiff"
AdvancedVIZygoteExt = "Zygote"

[compat]
ADTypes = "0.1"
Bijectors = "0.11, 0.12, 0.13"
ChainRules = "1.53.0"
DiffResults = "1"
Distributions = "0.21, 0.22, 0.23, 0.24, 0.25"
DistributionsAD = "0.2, 0.3, 0.4, 0.5, 0.6"
DocStringExtensions = "0.8, 0.9"
ForwardDiff = "0.10.3"
ForwardDiff = "0.10.25"
LogDensityProblems = "2.1.1"
Optimisers = "0.2.16"
ProgressMeter = "1.0.0"
Requires = "0.5, 1.0"
ReverseDiff = "1.14"
StatsBase = "0.32, 0.33, 0.34"
StatsFuns = "0.8, 0.9, 1"
Tracker = "0.2.3"
julia = "1.6"

[extras]
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"

[targets]
test = ["Pkg", "Test"]
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