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Basic rewrite of the package 2023 edition Part I: ADVI #49

Merged
merged 213 commits into from
Dec 8, 2023
Merged

Basic rewrite of the package 2023 edition Part I: ADVI #49

merged 213 commits into from
Dec 8, 2023

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.
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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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  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.
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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

    @Red-Portal
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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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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

    @Red-Portal
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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

    @Red-Portal
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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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  8. refactor remove outdated debug mode macro

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  9. fix remove outdated DEBUG mechanism

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  10. fix LaTeX in README: operatorname is currently broken

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Commits on Aug 22, 2023

  1. remove SimpleUnPack dependency

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  2. fix LaTeX in docs and README

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  3. add warning about forward-mode AD when using LocationScale

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  4. fix documentation

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  5. fix remove reamining use of @unpack

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  6. Revert "remove SimpleUnPack dependency" 

    This reverts commit 29d7d27.
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  7. Revert "fix remove reamining use of @unpack" 

    This reverts commit 8173744.
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  8. fix documentation for optimize

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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
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  10. add test for Optimisers.destructure specializations

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  11. add specialization of rand for meanfield resulting in faster AD

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  12. add argument checks for VIMeanFieldGaussian, VIFullRankGaussian

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  13. update documentation

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  14. fix type instability, bug in argument check in LocationScale

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  15. add missing import bug

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  16. refactor test, fix type bug in tests for LocationScale

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  17. add missing compat entries

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  18. fix missing package import in test

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  19. add additional tests for sampling LocationScale

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  20. fix bug in batch in-place rand! for LocationScale

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  21. fix bug in inference test initialization

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Commits on Aug 23, 2023

  1. add missing file

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  2. fix remove use of for 1.6

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  3. refactor adjust inference test hyperparameters to be more robust

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Commits on Aug 24, 2023

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

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  2. refactor make tests more robust, reduce amount of tests

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  3. fix remove a cholesky in test model

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  4. fix compat bounds, remove unused package

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  5. bump compat for ADTypes 0.2

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  6. fix broken LaTeX in README

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  7. remove redundant use of PDMats in docs

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  8. fix use Cholesky signature supported in 1.6

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  9. revert custom variational families and docs

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  10. remove doc action for now

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  11. revert README for now

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Commits on Aug 25, 2023

  1. refactor remove redundant rng argument to ADVI, improve docs

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  2. fix wrong whitespace in tests

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  3. refactor estimate_gradient to estimate_gradient!, add docs

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  4. refactor add default init impl, update docs

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Commits on Aug 26, 2023

  1. merge (manually) commit ff32ac6

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  2. fix test for new interface, change interface for optimize, advi

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Commits on Sep 1, 2023

  1. fix integer subtype error in documentation of advi 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  2. fix remove redundant argument for advi

    @Red-Portal
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  3. Merge branch 'rewriting_advancedvi_optimize' of github.com:Red-Portal… 

    …/AdvancedVI.jl into rewriting_advancedvi_optimize
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  4. remove manifest

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  5. refactor remove imports and use fully qualified names

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  6. update documentation for AbstractVariationalObjective 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  7. refactor use StableRNG instead of Random123

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  8. refactor migrate to Test, re-enable x86 tests

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Commits on Sep 5, 2023

  1. refactor remove inner constructor for ADVI

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Commits on Sep 7, 2023

  1. fix swap exports and includes 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  2. fix doscs for ADVI 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  3. fix use FillArrays in the test problems 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  4. fix optimize docs 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  5. fix improve argument names and docs for optimize

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  6. fix tests to match new interface of optimize

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  7. refactor move utility functions to new file

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  8. fix docs for optimize 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  9. refactor advi internal objective 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  10. refactor move rng to be an optional first argument

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  11. Merge branch 'rewriting_advancedvi_optimize' of github.com:Red-Portal… 

    …/AdvancedVI.jl into rewriting_advancedvi_optimize
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  12. fix docs for optimize

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Commits on Sep 8, 2023

  1. add compat bounds to test dependencies

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  2. update compat bound for Optimisers

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  3. fix test compat

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Commits on Oct 23, 2023

  1. fix remove ! in callback 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  2. fix rng argument position in advi

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  3. fix callback signature in optimize

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  4. refactor reorganize test files and naming

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  5. fix simplify description for optimize 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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  6. fix remove redundant Nothing type signature for maybe_init

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  7. fix remove "internal use" warning in documentation

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  8. refactor change estimate_gradient! signature to be type stable

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  9. Merge branch 'rewriting_advancedvi_optimize' of github.com:Red-Portal… 

    …/AdvancedVI.jl into rewriting_advancedvi_optimize
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  10. add signature for computing advi over a fixed set of samples

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  11. fix change test tolerance

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  12. fix update documentation for estimate_gradient!

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  13. refactor remove type constraint for variational parameters

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  14. fix remove dead code

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  15. add compat entry for stdlib

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  16. add compat entry for stdlib in test/

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Commits on Oct 24, 2023

  1. fix rng argument position in tests

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  2. refactor change name of inference test

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  3. fix documentation for optimize

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  4. refactor rewrite the documentation for the global interfaces

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  5. fix compat error

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  6. fix documentation for optimize to be single line

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  7. refactor remove begin end for one-liner

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Commits on Nov 10, 2023

  1. refactor create unified interface for estimating objectives

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  2. refactor unify interface for entropy estimator, fix advi docs

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  3. fix STL estimator to use manually stopped gradients instead

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  4. add inference test for a non-bijector model

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Commits on Nov 11, 2023

  1. refactor add indirections to handle STL and bijectors in ADVI

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  2. refactor split inference tests for advi+distributionsad

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Commits on Nov 21, 2023

  1. refactor rename advi to repgradelbo and not use bijectors directly

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Commits on Nov 23, 2023

  1. fix documentation for estimate_objective

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  2. refactor add indirection in repgradelbo for interacting with q

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  3. add TransformedDistribution support as extension

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Commits on Dec 8, 2023

  1. Update src/objectives/elbo/repgradelbo.jl 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
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    Red-Portal and torfjelde committed Dec 8, 2023
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  2. fix docstring for entropy estimator

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  3. fix reparam_with_entropy specialization for bijectors

    @Red-Portal
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  4. Merge branch 'rewriting_advancedvi_optimize' of github.com:Red-Portal… 

    …/AdvancedVI.jl into rewriting_advancedvi_optimize
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  5. enable Zygote for non-bijector tests

    @Red-Portal
    Red-Portal committed Dec 8, 2023
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