Merge c91bff6 into 6f45c86

.gitmodules

@@ -1,6 +1,3 @@
 [submodule "lib/benchmark"]
 	path = lib/benchmark
 	url = https://github.com/google/benchmark.git
-[submodule "lib/FastAD"]
-	path = lib/FastAD
-	url = https://github.com/JamesYang007/FastAD.git

.travis.yml

@@ -17,12 +17,9 @@ jobs:
           addons:
               apt:
                   sources: ['ubuntu-toolchain-r-test']
-                  packages: ['g++-7', 'cmake', 'ninja-build', 'valgrind', 
-                             'libopenblas-dev', 'liblapack-dev',
-                             'libarpack2-dev']
+                  packages: ['g++-7', 'cmake', 'ninja-build', 'valgrind']
           env:
-              - CXX_COMPILER="g++-7"
-              - CC_COMPILER="gcc-7"
+              - COMPILER="g++-7"
               - CTEST_OPTIONS="-T memcheck"
               - VALGRIND="ON"
 
@@ -32,9 +29,7 @@ jobs:
           addons:
               apt:
                   sources: ['ubuntu-toolchain-r-test']
-                  packages: ['g++-7', 'cmake', 'ninja-build',
-                             'libopenblas-dev', 'liblapack-dev',
-                             'libarpack2-dev']
+                  packages: ['g++-7', 'cmake', 'ninja-build']
           before_install:
               - sudo -H pip install --upgrade requests[security]
               - pip install --user cpp-coveralls
@@ -48,63 +43,48 @@ jobs:
                 --gcov 'gcov-7' 
                 --gcov-options '\-lp'
           env:
-              - CXX_COMPILER="g++-7"
-              - CC_COMPILER="gcc-7"
+              - COMPILER="g++-7"
               - COVERALL="ON"
               - CMAKE_OPTIONS="-DAUTOPPL_ENABLE_TEST_COVERAGE=ON"
 
         # Linux/GCC>=5
 
         - os: linux
           compiler: gcc
-          env:
-              - CXX_COMPILER="g++-7"
-              - CC_COMPILER="gcc-7"
+          env: COMPILER=g++-7
           addons:
             apt:
               sources: ['ubuntu-toolchain-r-test']
-              packages: ['g++-7', 'ninja-build',
-                         'libopenblas-dev', 'liblapack-dev',
-                         'libarpack2-dev']
+              packages: ['g++-7', 'ninja-build']
 
         - os: linux
           compiler: gcc
-          env: 
-              - CXX_COMPILER="g++-8"
-              - CC_COMPILER="gcc-8"
+          env: COMPILER=g++-8
           addons:
             apt:
               sources: ['ubuntu-toolchain-r-test']
-              packages: ['g++-8', 'ninja-build',
-                         'libopenblas-dev', 'liblapack-dev',
-                         'libarpack2-dev']
+              packages: ['g++-8', 'ninja-build']
 
         - os: linux
           compiler: gcc
-          env: 
-              - CXX_COMPILER="g++-9"
-              - CC_COMPILER="gcc-9"
+          env: COMPILER=g++-9
           addons:
             apt:
               sources: ['ubuntu-toolchain-r-test']
-              packages: ['g++-9', 'ninja-build',
-                         'libopenblas-dev', 'liblapack-dev',
-                         'libarpack2-dev']
+              packages: ['g++-9', 'ninja-build']
 
 # Build Script
 
 script:
 
     # set CXX to correct compiler
-    - if [[ "${CXX_COMPILER}" != "" ]]; then
-        export CXX=${CXX_COMPILER};
-        export CC=${CC_COMPILER};
+    - if [[ "${COMPILER}" != "" ]]; then
+        export CXX=${COMPILER};
       fi 
 
     # show OS/compiler/cmake version
     - uname -a
     - ${CXX} --version
-    - ${CC} --version
     - cmake --version
 
     # setup, clean build, and test

CMakeLists.txt

@@ -31,12 +31,6 @@ target_include_directories(${PROJECT_NAME}
 # Set C++17 standard for project target
 target_compile_features(${PROJECT_NAME} INTERFACE cxx_std_17)
 
-# Find Armadillo C++
-find_package(Armadillo REQUIRED)
-
-# Find FastAD
-find_package(FastAD CONFIG REQUIRED)
-
 # Configure tests
 if (AUTOPPL_ENABLE_TEST)
     include(CTest) # enable memcheck

include/autoppl/algorithm/mh.hpp

@@ -7,15 +7,18 @@
 #include <variant>
 #include <autoppl/util/traits.hpp>
 #include <autoppl/variable.hpp>
-#include <autoppl/algorithm/sampler_tools.hpp>
+
+#define AUTOPPL_MH_UNKNOWN_VALUE_TYPE_ERROR \
+    "Unknown value type: must be convertible to util::disc_param_t " \
+    "such as uint64_t or util::cont_param_t such as double."
 
 /*
  * Assumptions:
  * - every variable referenced in model is of type Variable<double>
  */
 
 namespace ppl {
-namespace alg {
+namespace details {
 
 /*
  * Convert ValueType to either util::cont_param_t if floating point
@@ -108,7 +111,7 @@ inline void mh_posterior__(ModelType& model,
                 }
 
                 // move old value into params
-                using converted_value_t = value_to_param_t<value_t>;
+                using converted_value_t = details::value_to_param_t<value_t>;
                 params_it->next = static_cast<converted_value_t>(curr);
                 ++params_it;
             }
@@ -124,8 +127,8 @@ inline void mh_posterior__(ModelType& model,
                 using value_t = typename util::var_traits<var_t>::value_t;
                 if constexpr (util::param_is_base_of_v<var_t>) {
                     if (n_swaps) {
-                        using converted_value_t = value_to_param_t<value_t>;
-                        var.set_value(*std::get_if<converted_value_t>(&params_it->next));
+                        using converted_value_t = details::value_to_param_t<value_t>;
+                        var.set_value(std::get<converted_value_t>(params_it->next));
                         ++params_it;
                         --n_swaps;
                     }
@@ -152,8 +155,8 @@ inline void mh_posterior__(ModelType& model,
             using value_t = typename util::var_traits<var_t>::value_t;
             if constexpr(util::param_is_base_of_v<var_t>) {
                 if (!accept) {
-                    using converted_value_t = value_to_param_t<value_t>;
-                    var.set_value(*std::get_if<converted_value_t>(&params_it->next));
+                    using converted_value_t = details::value_to_param_t<value_t>;
+                    var.set_value(std::get<converted_value_t>(params_it->next));
                     ++params_it;
                 }
                 auto storage = var.get_storage();
@@ -167,7 +170,7 @@ inline void mh_posterior__(ModelType& model,
     }
 }
 
-} // namespace alg
+} // namespace details
 
 /*
  * Metropolis-Hastings algorithm to sample from posterior distribution.
@@ -190,13 +193,13 @@ inline void mh_posterior(ModelType& model,
                                             ).count()
                         )
 {
-    using data_t = alg::MHData;
+    using data_t = details::MHData;
 
     // set-up auxiliary tools
-    constexpr double initial_radius = 5.;    
     std::mt19937 gen(seed);
     size_t n_params = 0;
     double curr_log_pdf = 0.;  // current log pdf
+    const double initial_radius = 5.;    // arbitrarily chosen radius for initial sampling
 
     // 1. initialize parameters with values in valid range
     // - discrete valued params sampled uniformly within the distribution range
@@ -233,13 +236,13 @@ inline void mh_posterior(ModelType& model,
     model.traverse(init_params);
 
     std::vector<data_t> params(n_params);   // vector of parameter-related data with candidate
-    alg::mh_posterior__(model,
-                        params.begin(),
-                        gen,
-                        n_sample,
-                        curr_log_pdf,
-                        alpha,
-                        stddev);
+    details::mh_posterior__(model,
+                            params.begin(),
+                            gen,
+                            n_sample,
+                            curr_log_pdf,
+                            alpha,
+                            stddev);
 }
 
 } // namespace ppl