deleted ignore_gradient implementation since no longer needed.

.JuliaFormatter.toml

@@ -0,0 +1,2 @@
+style="blue"
+format_markdown = true

.github/workflows/Benchmark.yml

@@ -1,8 +1,5 @@
 name: Benchmarks
 on:
-  push:
-    branches:
-      - master
   pull_request:
     branches:
       - master
@@ -13,6 +10,11 @@ concurrency:
   group: ${{ github.workflow }}-${{ github.ref }}
   cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
 
+permissions:
+  contents: write
+  pull-requests: write
+  issues: write
+
 jobs:
   benchmark:
     runs-on: ubuntu-latest
@@ -46,10 +48,10 @@ jobs:
           name: Benchmark Results
           tool: 'julia'
           output-file-path: bench/benchmark_results.json
-          summary-always: true
+          summary-always: ${{ !github.event.pull_request.head.repo.fork }} # Disable summary for PRs from forks
           github-token: ${{ secrets.GITHUB_TOKEN }}
-          comment-always: true
           alert-threshold: "200%"
           fail-on-alert: true
           benchmark-data-dir-path: benchmarks
-          auto-push: ${{ github.event_name != 'pull_request' }}
+          comment-always: ${{ !github.event.pull_request.head.repo.fork }} # Disable comments for PRs from forks
+          auto-push: ${{ !github.event.pull_request.head.repo.fork }} # Disable push for PRs from forks

.github/workflows/CI.yml

@@ -19,8 +19,8 @@ jobs:
       fail-fast: false
       matrix:
         version:
-          - '1'
-          - '1.6'
+          - '1.7'
+          - '1.10'
         os:
           - ubuntu-latest
           - macOS-latest

.github/workflows/DocNav.yml

@@ -32,13 +32,16 @@ jobs:
 
           # Define the URL of the navbar to be used
           NAVBAR_URL="https://raw.githubusercontent.com/TuringLang/turinglang.github.io/main/assets/scripts/TuringNavbar.html"
-         
-          # Update all HTML files in the current directory (gh-pages root)
-          ./insert_navbar.sh . $NAVBAR_URL
-         
+          
+          # Define file & folder to exclude (comma-separated list), Un-Comment the below line for excluding anything!
+          EXCLUDE_PATHS="benchmarks"
+          
+          # Update all HTML files in the current directory (gh-pages root), use `--exclude` only if requred!
+          ./insert_navbar.sh . $NAVBAR_URL --exclude "$EXCLUDE_PATHS"
+          
           # Remove the insert_navbar.sh file
           rm insert_navbar.sh
-         
+          
           # Check if there are any changes
           if [[ -n $(git status -s) ]]; then
             git add .

.github/workflows/Format.yml

@@ -0,0 +1,26 @@
+name: Format suggestions
+
+on:
+  pull_request:
+
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
+jobs:
+  format:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
+        with:
+          version: 1
+      - run: |
+          julia  -e 'using Pkg; Pkg.add("JuliaFormatter")'
+          julia  -e 'using JuliaFormatter; format("."; verbose=true)'
+      - uses: reviewdog/action-suggester@v1
+        with:
+          tool_name: JuliaFormatter
+          fail_on_error: true

Project.toml

@@ -25,13 +25,15 @@ Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"
 Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
+Tapir = "07d77754-e150-4737-8c94-cd238a1fb45b"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [extensions]
 AdvancedVIBijectorsExt = "Bijectors"
 AdvancedVIEnzymeExt = "Enzyme"
 AdvancedVIForwardDiffExt = "ForwardDiff"
 AdvancedVIReverseDiffExt = "ReverseDiff"
+AdvancedVITapirExt = "Tapir"
 AdvancedVIZygoteExt = "Zygote"
 
 [compat]
@@ -40,9 +42,9 @@ Accessors = "0.1"
 Bijectors = "0.13"
 ChainRulesCore = "1.16"
 DiffResults = "1"
-Distributions = "0.25.87"
+Distributions = "0.25.111"
 DocStringExtensions = "0.8, 0.9"
-Enzyme = "0.12"
+Enzyme = "0.12.32"
 FillArrays = "1.3"
 ForwardDiff = "0.10.36"
 Functors = "0.4"
@@ -55,15 +57,17 @@ Requires = "1.0"
 ReverseDiff = "1.15.1"
 SimpleUnPack = "1.1.0"
 StatsBase = "0.32, 0.33, 0.34"
+Tapir = "0.2"
 Zygote = "0.6.63"
-julia = "1.6"
+julia = "1.7"
 
 [extras]
 Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"
 Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
+Tapir = "07d77754-e150-4737-8c94-cd238a1fb45b"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 

README.md

@@ -1,7 +1,6 @@
 [![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://turinglang.org/AdvancedVI.jl/stable/)
 [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://turinglang.org/AdvancedVI.jl/dev/)
 [![Build Status](https://github.com/TuringLang/AdvancedVI.jl/actions/workflows/CI.yml/badge.svg?branch=master)](https://github.com/TuringLang/AdvancedVI.jl/actions/workflows/CI.yml?query=branch%3Amaster)
-[![JuliaNightly](https://github.com/TuringLang/AdvancedVI.jl/workflows/JuliaNightly/badge.svg?branch=master)](https://github.com/TuringLang/AdvancedVI.jl/actions?query=workflow%3AJuliaNightly+branch%3Amaster)
 [![Coverage](https://codecov.io/gh/TuringLang/AdvancedVI.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/TuringLang/AdvancedVI.jl)
 
 # AdvancedVI.jl
@@ -99,7 +98,7 @@ q_transformed = Bijectors.TransformedDistribution(q, binv)
 
 # Run inference
 max_iter = 10^3
-q, stats, _ = AdvancedVI.optimize(
+q_avg, _, stats, _ = AdvancedVI.optimize(
     model,
     elbo,
     q_transformed,
@@ -109,7 +108,7 @@ q, stats, _ = AdvancedVI.optimize(
 )
 
 # Evaluate final ELBO with 10^3 Monte Carlo samples
-estimate_objective(elbo, q, model; n_samples=10^4)
+estimate_objective(elbo, q_avg, model; n_samples=10^4)
 ```
 
 For more examples and details, please refer to the documentation.

docs/make.jl

@@ -2,23 +2,24 @@
 using AdvancedVI
 using Documenter
 
-DocMeta.setdocmeta!(
-    AdvancedVI, :DocTestSetup, :(using AdvancedVI); recursive=true
-)
+DocMeta.setdocmeta!(AdvancedVI, :DocTestSetup, :(using AdvancedVI); recursive=true)
 
 makedocs(;
-    modules  = [AdvancedVI],
-    sitename = "AdvancedVI.jl",
-    repo     = "https://github.com/TuringLang/AdvancedVI.jl/blob/{commit}{path}#{line}",
-    format   = Documenter.HTML(; prettyurls = get(ENV, "CI", nothing) == "true"),
-    pages    = ["AdvancedVI"        => "index.md",
-                "General Usage"     => "general.md",
-                "Examples"          => "examples.md",
-                "ELBO Maximization" => [
-                    "Overview"                          => "elbo/overview.md",   
-                    "Reparameterization Gradient Estimator"       => "elbo/repgradelbo.md",   
-                    "Location-Scale Variational Family" => "locscale.md",
-                ]],
+    modules=[AdvancedVI],
+    sitename="AdvancedVI.jl",
+    repo="https://github.com/TuringLang/AdvancedVI.jl/blob/{commit}{path}#{line}",
+    format=Documenter.HTML(; prettyurls=get(ENV, "CI", nothing) == "true"),
+    pages=[
+        "AdvancedVI" => "index.md",
+        "General Usage" => "general.md",
+        "Examples" => "examples.md",
+        "ELBO Maximization" => [
+            "Overview" => "elbo/overview.md",
+            "Reparameterization Gradient Estimator" => "elbo/repgradelbo.md",
+        ],
+        "Variational Families" => "families.md",
+        "Optimization" => "optimization.md",
+    ],
 )
 
 deploydocs(; repo="github.com/TuringLang/AdvancedVI.jl", push_preview=true)