Merge pull request #39 from axelparmentier/fix_ci

Clean up tests to diagnose Frank-Wolfe linear solver error:
- Revert specification of test dependencies to the more robust version (see this issue)
- Adjust default parameters for Frank-Wolfe (increase precision and switch step size selection) because a recent release or FrankWolfe.jl broke our tests (see Broken tests #40)
- Deactivate test verbosity to make CI logs easier to read
- Switch data to Float32 to suppress Flux.jl warning
- Try to parallelize tests but they no longer show up in the test set so I gave up (see this discourse thread, it seems like an open problem)

Project.toml

@@ -28,7 +28,22 @@ ThreadsX = "0.1.11"
 julia = "1.7"
 
 [extras]
+Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
+Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
+Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
+FrankWolfe = "f55ce6ea-fdc5-4628-88c5-0087fe54bd30"
+Graphs = "86223c79-3864-5bf0-83f7-82e725a168b6"
+GridGraphs = "dd2b58c7-5af7-4f17-9e46-57c68ac813fb"
+JuliaFormatter = "98e50ef6-434e-11e9-1051-2b60c6c9e899"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Literate = "98b081ad-f1c9-55d3-8b20-4c87d4299306"
+ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+UnicodePlots = "b8865327-cd53-5732-bb35-84acbb429228"
+Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [targets]
-test = ["Test"]
+test = ["Aqua", "Documenter", "Flux", "FrankWolfe", "Graphs", "GridGraphs", "JuliaFormatter", "LinearAlgebra", "Literate", "ProgressMeter", "Random", "Revise", "Statistics", "Test", "UnicodePlots", "Zygote"]

src/InferOpt.jl

@@ -2,7 +2,7 @@ module InferOpt
 
 using ChainRulesCore
 using FrankWolfe: FrankWolfe
-using FrankWolfe: ActiveSet, Adaptive, LinearMinimizationOracle
+using FrankWolfe: ActiveSet, Agnostic, LinearMinimizationOracle
 using FrankWolfe: away_frank_wolfe, compute_extreme_point
 using Krylov: gmres
 using LinearAlgebra

src/frank_wolfe/differentiable_frank_wolfe.jl

@@ -28,6 +28,15 @@ function DifferentiableFrankWolfe(f, f_grad1, lmo, linear_solver=gmres)
     return DifferentiableFrankWolfe(f, f_grad1, lmo, linear_solver)
 end
 
+struct SolverFailureException{S} <: Exception
+    msg::String
+    stats::S
+end
+
+function Base.show(io::IO, sfe::SolverFailureException)
+    return println(io, "SolverFailureException: $(sfe.msg)\nSolver stats: $(sfe.stats)")
+end
+
 ## Forward pass
 
 """
@@ -117,7 +126,9 @@ function ChainRulesCore.rrule(
         weights_tangent = probadist_tangent.weights
         dp = convert(Vector{R}, unthunk(weights_tangent))
         u, stats = linear_solver(Aᵀ, dp)
-        stats.solved || error("Linear solver failed to converge")
+        if !stats.solved
+            throw(SolverFailureException("Linear solver failed to converge", stats))
+        end
         dθ_vec = Bᵀ * u
         dθ = reshape(dθ_vec, size(θ))
         return (NoTangent(), NoTangent(), dθ, NoTangent())

src/frank_wolfe/frank_wolfe_utils.jl

@@ -7,7 +7,7 @@ Default configuration for the Frank-Wolfe wrapper.
 - `away_steps=true`: activate away steps to avoid zig-zagging
 - `epsilon=1e-4`: precision
 - `lazy=true`: caching strategy
-- `line_search=FrankWolfe.Adaptive()`: step size selection
+- `line_search=FrankWolfe.Agnostic()`: step size selection
 - `max_iteration=10`: number of iterations
 - `timeout=1.0`: maximum time in seconds
 - `verbose=false`: console output
@@ -16,7 +16,7 @@ const DEFAULT_FRANK_WOLFE_KWARGS = (
     away_steps=true,
     epsilon=1e-4,
     lazy=true,
-    line_search=Adaptive(),
+    line_search=Agnostic(),
     max_iteration=10,
     timeout=1.0,
     verbose=false,