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Reenable PriorContext for Optimization #2165

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merged 2 commits into from
Jun 5, 2024
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alyst
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@alyst alyst commented Feb 3, 2024

This PR reenables the support for PriorContext in optimization, which was disabled by #2022.
While it is not directly supported by the current optim_problem() interface (only MLE/MAP are supported, although adding MaxPrior is possible), I think it is useful to support PriorContext for Turing.OptimLogDensity().
In my code I use it for multi-objective Pareto optimization (prior + llh).

@devmotion
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This PR reenables the support for PriorContext in optimization, which was disabled by #2022.

AFAICT support for PriorContext has never existed and has never been tested. The check in the PR was only introduced to communicate this more clearly and provide a better error message.

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alyst commented Feb 4, 2024

AFAICT support for PriorContext has never existed and has never been tested.

I see. It was working before though. Do you think it makes sense to support it for some of the user use cases?

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IMO if we 're allowing both DefaultContext and LikelihoodContext, I feel like allowing PriorContext also seems reasonable (i.e. all the leaf-contexts).

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I had one minor style change to suggest.

I also got some extra peace of mind by, in the test, checking that

            true_prior_logpdf = -Distributions.logpdf(Uniform(0, 2), a[1])
            @test Turing.OptimLogDensity(m1, prictx)(a) ≈ true_prior_logpdf

Could incorporate a more explicit check like that.

Both of these are optional, I'd be okay with the code as is. I'll leave approving for @torfjelde since there might be context (pun unintended) to this that I lack.

src/optimisation/Optimisation.jl Outdated Show resolved Hide resolved
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alyst commented May 30, 2024

@mhauru I have incorporated your suggestions, thank you!

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Would be happy to include this:) But we need to fix the merge conflicts 😕

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coveralls commented Jun 5, 2024

Pull Request Test Coverage Report for Build 9384233247

Details

  • 0 of 5 (0.0%) changed or added relevant lines in 1 file are covered.
  • 89 unchanged lines in 1 file lost coverage.
  • Overall coverage remained the same at 0.0%

Changes Missing Coverage Covered Lines Changed/Added Lines %
src/optimisation/Optimisation.jl 0 5 0.0%
Files with Coverage Reduction New Missed Lines %
src/optimisation/Optimisation.jl 89 0.0%
Totals Coverage Status
Change from base Build 9374257750: 0.0%
Covered Lines: 0
Relevant Lines: 1503

💛 - Coveralls

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Looks good to me

@mhauru mhauru merged commit f135821 into TuringLang:master Jun 5, 2024
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mhauru commented Jun 5, 2024

Thanks @alyst!

@alyst alyst deleted the prior_optctxt branch June 5, 2024 22:21
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Lovely work @alyst :)

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5 participants