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Basic rewrite of the package 2023 edition #45

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Closed

Basic rewrite of the package 2023 edition #45

wants to merge 147 commits into from

Commits on Mar 14, 2023

  1. refactor ADVI, change gradient operation interface

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  2. remove unused file, remove unused dependency

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Commits on Mar 15, 2023

  1. fix ADVI elbo computation more efficiently

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  2. fix missing entropy regularization term

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Commits on Mar 18, 2023

  1. add LogDensityProblem interface

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  2. refactor use bijectors directly instead of transformed distributions 

    This is to avoid having to reconstruct transformed distributions all
the time. The direct use of bijectors also avoids going through lots
of abstraction layers that could break.

Instead, transformed distributions could be constructed only once when
returing the VI result.
    @Red-Portal
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Commits on Jun 7, 2023

  1. Merge branch 'master' of https://github.com/TuringLang/AdvancedVI.jl … 

    …into rewriting_advancedvi
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  2. fix type restrictions

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    Red-Portal committed Jun 7, 2023
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  3. remove unused file

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Commits on Jun 8, 2023

  1. fix use of with_logabsdet_jacobian

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  2. restructure project; move the main VI routine to its own file

    @Red-Portal
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  3. remove redundant import

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  4. restructure project into more modular objective estimators

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Commits on Jun 9, 2023

  1. migrate to AbstractDifferentiation

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  2. add location scale pre-packaged variational family, add functors

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Commits on Jun 10, 2023

  1. Revert "migrate to AbstractDifferentiation" 

    This reverts commit 2a4514e.
    @Red-Portal
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  2. fix use optimized MvNormal specialization, add logpdf for Loc.Scale.

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  3. remove dead code

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  4. fix location-scale logpdf 

    - Full Monte Carlo ELBO estimation now works. I checked.
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  5. add sticking-the-landing (STL) estimator

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  6. migrate to Optimisers.jl

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  7. remove execution time measurement (replace later with somethin else)

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Commits on Jun 12, 2023

  1. fix use multiple dispatch for deciding whether to stop entropy grad.

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  2. add termination decision, callback arguments

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  3. add Base.show to modules

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  4. add interface calling restructure, rename rebuild -> restructure

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  5. add estimator state interface, add control variate interface to ADVI

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  6. fix show(advi) to show control variate

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  7. fix simplify show(advi.control_variate)

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  8. fix type piracy by wrapping location-scale bijected distribution

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Commits on Jun 26, 2023

  1. remove old AdvancedVI custom optimizers

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  2. fix Location Scale to not depend on Bijectors

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Commits on Jul 12, 2023

  1. fix RNG namespace

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Commits on Jul 13, 2023

  1. fix location scale logpdf bug

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  2. add Accessors dependency

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  3. Merge branch 'master' of https://github.com/TuringLang/AdvancedVI.jl … 

    …into rewriting_advancedvi
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  4. add location scale, autodiff tests

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  5. add Accessors import statement

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  6. remove optimiser tests

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  7. refactor slightly generalize the distribution tests for the future

    @Red-Portal
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  8. migrate to SimpleUnPack, migrate to ADTypes

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  9. rename vi.jl to optimize.jl

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  10. fix estimate_gradient to use adtypes

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  11. add exact inference tests

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  12. remove Turing dependency in tests

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Commits on Jul 14, 2023

  1. remove unused projection

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  2. remove redundant ADVIEnergy object (now baked into ADVI)

    @Red-Portal
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  3. add more tests, fix rng seed for tests

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  4. add more tests, fix seed for tests

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  5. fix non-determinism bug

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  6. fix test hyperparameters so that tests pass, minor cleanups

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  7. fix minor reorganization

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  8. add missing files

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  9. fix add missing file, rename adbackend argument

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  10. fix errors

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  11. rename test suite

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Commits on Jul 15, 2023

  1. refactor renamed arguments for ADVI to be shorter

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  2. fix compile error in advi test

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  3. add initial doc

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  4. remove unused epsilon argument in location scale

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  5. add project file for documenter

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Commits on Jul 16, 2023

  1. refactor STL gradient calculation to use multiple dispatch

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  2. fix type bugs, relax test threshold for the exact inference tests

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    Red-Portal committed Jul 16, 2023
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Commits on Aug 13, 2023

  1. refactor derivative utils to match NormalizingFlows.jl with extras

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  2. add documentation, refactor optimize

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  3. fix bug missing extension

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  4. remove tracker from tests

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  5. remove export for internal derivative utils

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  6. fix test errors, old interface

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  7. fix wrong derivative interface, add documentation

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  8. update documentation

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  9. add doc build CI

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  10. remove convergence criterion for now

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  11. remove outdated export

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  12. update documentation

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  13. update documentation

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  14. update documentation

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Commits on Aug 16, 2023

  1. fix type error in test

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  2. remove default ADType argument

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Commits on Aug 17, 2023

  1. update README

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  2. update make getting started example actually run Julia

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  3. fix remove Float32 tests for inference tests

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  4. update version

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  5. add documentation publishing url

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  6. fix wrong uuid for ForwardDiff

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  7. Update CI.yml

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  8. refactor use sum and mean instead of abusing mapreduce

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  9. Merge branch 'rewriting_advancedvi' of github.com:Red-Portal/Advanced… 

    …VI.jl into rewriting_advancedvi
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  10. remove tests for FullMonteCarlo

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Commits on Aug 18, 2023

  1. add tests for the optimize interface

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  2. fix turn off Zygote tests for now

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  3. remove unused function

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  4. refactor change bijector field name, simplify STL estimator

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  5. update documentation

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  6. update STL documentation

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  7. update STL documentation

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  8. update location scale documentation

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Commits on Aug 19, 2023

  1. fix README

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  2. fix math in README

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Commits on Aug 20, 2023

  1. add gradient to arguments of callback!, remove gradient_norm info

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Commits on Aug 21, 2023

  1. fix math in README.md 

    Co-authored-by: David Widmann <[email protected]>
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  2. fix type constraint in ZygoteExt 

    Co-authored-by: David Widmann <[email protected]>
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    Red-Portal and devmotion committed Aug 21, 2023
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  3. fix import of Random 

    Co-authored-by: David Widmann <[email protected]>
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    Red-Portal and devmotion committed Aug 21, 2023
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  4. refactor __init__() 

    Co-authored-by: David Widmann <[email protected]>
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    Red-Portal and devmotion committed Aug 21, 2023
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  5. fix type constraint in definition of value_and_gradient! 

    Co-authored-by: David Widmann <[email protected]>
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    Red-Portal and devmotion committed Aug 21, 2023
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  6. refactor ZygoteExt; use only instead of first 

    Co-authored-by: David Widmann <[email protected]>
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  7. refactor type constraint in ReverseDiffExt 

    Co-authored-by: David Widmann <[email protected]>
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    Red-Portal and devmotion committed Aug 21, 2023
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  8. refactor remove outdated debug mode macro

    @Red-Portal
    Red-Portal committed Aug 21, 2023
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  9. fix remove outdated DEBUG mechanism

    @Red-Portal
    Red-Portal committed Aug 21, 2023
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  10. fix LaTeX in README: operatorname is currently broken

    @Red-Portal
    Red-Portal committed Aug 21, 2023
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Commits on Aug 22, 2023

  1. remove SimpleUnPack dependency

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  2. fix LaTeX in docs and README

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  3. add warning about forward-mode AD when using LocationScale

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  4. fix documentation

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  5. fix remove reamining use of @unpack

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  6. Revert "remove SimpleUnPack dependency" 

    This reverts commit 29d7d27.
    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  7. Revert "fix remove reamining use of @unpack" 

    This reverts commit 8173744.
    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  8. fix documentation for optimize

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  9. add specializations of Optimise.destructure for mean-field 

    * This fixes the poor performance of `ForwardDiff`
* This prevents the zero elements of the mean-field scale being extracted
    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  10. add test for Optimisers.destructure specializations

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  11. add specialization of rand for meanfield resulting in faster AD

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  12. add argument checks for VIMeanFieldGaussian, VIFullRankGaussian

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  13. update documentation

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  14. fix type instability, bug in argument check in LocationScale

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  15. add missing import bug

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  16. refactor test, fix type bug in tests for LocationScale

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  17. add missing compat entries

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  18. fix missing package import in test

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  19. add additional tests for sampling LocationScale

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  20. fix bug in batch in-place rand! for LocationScale

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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  21. fix bug in inference test initialization

    @Red-Portal
    Red-Portal committed Aug 22, 2023
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Commits on Aug 23, 2023

  1. add missing file

    @Red-Portal
    Red-Portal committed Aug 23, 2023
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  2. fix remove use of for 1.6

    @Red-Portal
    Red-Portal committed Aug 23, 2023
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  3. refactor adjust inference test hyperparameters to be more robust

    @Red-Portal
    Red-Portal committed Aug 23, 2023
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Commits on Aug 24, 2023

  1. refactor optimize to return obj_state, add warm start kwargs

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  2. refactor make tests more robust, reduce amount of tests

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  3. fix remove a cholesky in test model

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  4. fix compat bounds, remove unused package

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  5. bump compat for ADTypes 0.2

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  6. fix broken LaTeX in README

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  7. remove redundant use of PDMats in docs

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  8. fix use Cholesky signature supported in 1.6

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  9. fix remove redundant cholesky operation in test

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  10. add mean, var, cov to LocationScale

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  11. refactor optimize warm-starting interface, add objargs argument

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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  12. update documentation for optimize

    @Red-Portal
    Red-Portal committed Aug 24, 2023
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Commits on Aug 25, 2023

  1. fix CUDA-compatibility bugs

    @Red-Portal
    Red-Portal committed Aug 25, 2023
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