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6 changes: 1 addition & 5 deletions ext/DynamicPPLForwardDiffExt.jl
Original file line number Diff line number Diff line change
Expand Up @@ -8,12 +8,8 @@ use_dynamicppl_tag(::ADTypes.AutoForwardDiff{<:Any,Nothing}) = true
use_dynamicppl_tag(::ADTypes.AutoForwardDiff) = false

function DynamicPPL.tweak_adtype(
ad::ADTypes.AutoForwardDiff{chunk_size},
::DynamicPPL.Model,
vi::DynamicPPL.AbstractVarInfo,
ad::ADTypes.AutoForwardDiff{chunk_size}, ::DynamicPPL.Model, params::AbstractVector
) where {chunk_size}
params = vi[:]

# Use DynamicPPL tag to improve stack traces
# https://www.stochasticlifestyle.com/improved-forwarddiff-jl-stacktraces-with-package-tags/
# NOTE: DifferentiationInterface disables tag checking if the
Expand Down
8 changes: 5 additions & 3 deletions src/chains.jl
Original file line number Diff line number Diff line change
Expand Up @@ -156,13 +156,15 @@ via `unflatten` plus re-evaluation. It is faster for two reasons:
"""
function ParamsWithStats(
param_vector::AbstractVector,
ldf::DynamicPPL.LogDensityFunction,
ldf::DynamicPPL.LogDensityFunction{Tlink},
stats::NamedTuple=NamedTuple();
include_colon_eq::Bool=true,
include_log_probs::Bool=true,
)
) where {Tlink}
strategy = InitFromParams(
VectorWithRanges(ldf._iden_varname_ranges, ldf._varname_ranges, param_vector),
VectorWithRanges{Tlink}(
ldf._iden_varname_ranges, ldf._varname_ranges, param_vector
),
nothing,
)
accs = if include_log_probs
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20 changes: 15 additions & 5 deletions src/contexts/init.jl
Original file line number Diff line number Diff line change
Expand Up @@ -214,7 +214,7 @@ struct RangeAndLinked
end

"""
VectorWithRanges(
VectorWithRanges{Tlink}(
iden_varname_ranges::NamedTuple,
varname_ranges::Dict{VarName,RangeAndLinked},
vect::AbstractVector{<:Real},
Expand All @@ -231,13 +231,19 @@ non-identity-optic VarNames are stored in the `varname_ranges` Dict.
It would be nice to improve the NamedTuple and Dict approach. See, e.g.
https://github.com/TuringLang/DynamicPPL.jl/issues/1116.
"""
struct VectorWithRanges{N<:NamedTuple,T<:AbstractVector{<:Real}}
struct VectorWithRanges{Tlink,N<:NamedTuple,T<:AbstractVector{<:Real}}
# This NamedTuple stores the ranges for identity VarNames
iden_varname_ranges::N
# This Dict stores the ranges for all other VarNames
varname_ranges::Dict{VarName,RangeAndLinked}
# The full parameter vector which we index into to get variable values
vect::T

function VectorWithRanges{Tlink}(
iden_varname_ranges::N, varname_ranges::Dict{VarName,RangeAndLinked}, vect::T
) where {Tlink,N,T}
return new{Tlink,N,T}(iden_varname_ranges, varname_ranges, vect)
end
end

function _get_range_and_linked(
Expand All @@ -252,11 +258,15 @@ function init(
::Random.AbstractRNG,
vn::VarName,
dist::Distribution,
p::InitFromParams{<:VectorWithRanges},
)
p::InitFromParams{<:VectorWithRanges{T}},
) where {T}
vr = p.params
range_and_linked = _get_range_and_linked(vr, vn)
transform = if range_and_linked.is_linked
# T can either be `nothing` (i.e., link status is mixed, in which
# case we use the stored link status), or `true` / `false`, which
# indicates that all variables are linked / unlinked.
linked = isnothing(T) ? range_and_linked.is_linked : T
transform = if linked
from_linked_vec_transform(dist)
else
from_vec_transform(dist)
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