Update to the [email protected] interface #2506
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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>
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…nto update_advancedvi
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…nto update_advancedvi
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@Red-Portal, can you fix the tests before I take a look? |
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@yebai I marked the PR as a draft so that we can first agree on an interface, and then I flesh out the implementation and the tests. Do we wish we proceed in another way? |
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Let's address the interface later or in a separate PR since that might require more discussions. For this PR, let's try to keep the VI interface non-breaking where possible. |
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yebai
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Many thanks, @Red-Portal, for the excellent work!
I only have one comment on the interface. See below.
| - `state`: Collection of states used for optimization. This can be used to resume from a past call to `vi`. | ||
| - `info`: Information generated during the optimization run. | ||
| """ | ||
| function vi( |
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This function is a thin wrapper around AdvancedVI.optimize. I'd suggest we consider #2509 (comment) for this interface to make it future-proof:
optimise(model, VI(q, n_iterations, objective; ...), ...)
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Given that the function vi itself is more of a legacy from the v0.2 days, I suggest we first go with this and add the new interface in the future? Whatever we decide to do, I think having vi now won't be too much of a hassle in the future. (On that matter, I am sympathetic to the proposal to unify everything into infer)
Co-authored-by: Penelope Yong <[email protected]>
yebai
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May 30, 2025
penelopeysm
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Jun 2, 2025
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Ah crap forgot about that one. Sorry will do. |
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Thanks @Red-Portal! |
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@yebai @penelopeysm Thank you both for all the feedback! |
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* [skip ci] Bump minor version * Clean up old code (#2574) * Remove src/essential and deprecated function stubs * Fix imports * Export `@addlogprob!` * Fix more tests * Clean up more stuff * 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]> * [no ci] fix changelog --------- Co-authored-by: Kyurae Kim <[email protected]> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: Hong Ge <[email protected]>
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This PR aims to update Turing's
Variationalmodule to match AdvancedVI's new interface starting fromv0.3. I will try not to change the interface too much, but given the new features inAdvancedVI, I think breaking changes will be inevitable. Though the focus will be to provide a good default setting rather than to expose all the features.Currently proposed interface:
Closes #2507
Closes #2508
Closes #2430