TuringLang · yebai · Jun 3, 2025 · Mar 14, 2025 · Mar 14, 2025 · Mar 14, 2025
diff --git a/HISTORY.md b/HISTORY.md
@@ -1,5 +1,19 @@
 # Release 0.39.0
 
+## Update to the AdvancedVI interface
+
+Turing's variational inference interface was updated to match version 0.4 version of AdvancedVI.jl.
+
+AdvancedVI v0.4 introduces various new features:
+
+  - location-scale families with dense scale matrices,
+  - parameter-free stochastic optimization algorithms like `DoG` and `DoWG`,
+  - proximal operators for stable optimization,
+  - the sticking-the-landing control variate for faster convergence, and
+  - the score gradient estimator for non-differentiable targets.
+
+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.
+
 ## Removal of Turing.Essential
 
 The Turing.Essential module has been removed.

diff --git a/Project.toml b/Project.toml
@@ -53,7 +53,7 @@ Accessors = "0.1"
 AdvancedHMC = "0.3.0, 0.4.0, 0.5.2, 0.6, 0.7"
 AdvancedMH = "0.8"
 AdvancedPS = "0.6.0"
-AdvancedVI = "0.2"
+AdvancedVI = "0.4"
 BangBang = "0.4.2"
 Bijectors = "0.14, 0.15"
 Compat = "4.15.0"

diff --git a/docs/make.jl b/docs/make.jl
@@ -23,8 +23,11 @@ makedocs(;
     pages=[
         "Home" => "index.md",
         "API" => "api.md",
-        "Submodule APIs" =>
-            ["Inference" => "api/Inference.md", "Optimisation" => "api/Optimisation.md"],
+        "Submodule APIs" => [
+            "Inference" => "api/Inference.md",
+            "Optimisation" => "api/Optimisation.md",
+            "Variational " => "api/Variational.md",
+        ],
     ],
     checkdocs=:exports,
     doctest=false,

diff --git a/docs/src/api.md b/docs/src/api.md
@@ -77,12 +77,14 @@ even though [`Prior()`](@ref) is actually defined in the `Turing.Inference` modu
 
 ### Variational inference
 
-See the [variational inference tutorial](https://turinglang.org/docs/tutorials/09-variational-inference/) for a walkthrough on how to use these.
-
-| Exported symbol | Documentation                | Description                             |
-|:--------------- |:---------------------------- |:--------------------------------------- |
-| `vi`            | [`AdvancedVI.vi`](@extref)   | Perform variational inference           |
-| `ADVI`          | [`AdvancedVI.ADVI`](@extref) | Construct an instance of a VI algorithm |
+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.
+
+| 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         |
 
 ### Automatic differentiation types
 

diff --git a/docs/src/api/Variational.md b/docs/src/api/Variational.md
@@ -0,0 +1,6 @@
+# API: `Turing.Variational`
+
+```@autodocs
+Modules = [Turing.Variational]
+Order  = [:type, :function]
+```
diff --git a/src/Turing.jl b/src/Turing.jl
@@ -39,8 +39,6 @@ function setprogress!(progress::Bool)
     @info "[Turing]: progress logging is $(progress ? "enabled" : "disabled") globally"
     PROGRESS[] = progress
     AbstractMCMC.setprogress!(progress; silent=true)
-    # TODO: `AdvancedVI.turnprogress` is removed in AdvancedVI v0.3
-    AdvancedVI.turnprogress(progress)
     return progress
 end
 
@@ -118,6 +116,9 @@ export
     # Variational inference - AdvancedVI
     vi,
     ADVI,
+    q_locationscale,
+    q_meanfield_gaussian,
+    q_fullrank_gaussian,
     # ADTypes
     AutoForwardDiff,
     AutoReverseDiff,