PriorExtractorContext

[JaimeRZP]

Implements the tool to extract the priors from a model proposed by @torfjelde in #2009. Previously in #2031.

[coveralls]

Pull Request Test Coverage Report for Build 5535103664

• 27 of 27 (100.0%) changed or added relevant lines in 1 file are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage increased (+0.3%) to 76.736%

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Totals
Change from base Build 5358326778:	0.3%
Covered Lines:	1956
Relevant Lines:	2549

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💛 - Coveralls

[codecov]

Codecov Report

Patch coverage: 100.00% and project coverage change: +0.32 🎉

Comparison is base (e6dd4ef) 76.40% compared to head (14891c8) 76.73%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #496      +/-   ##
==========================================
+ Coverage   76.40%   76.73%   +0.32%     
==========================================
  Files          21       22       +1     
  Lines        2522     2549      +27     
==========================================
+ Hits         1927     1956      +29     
+ Misses        595      593       -2     

Impacted Files	Coverage Δ
src/DynamicPPL.jl	100.00% <ø> (ø)
src/extract_priors.jl	100.00% <100.00%> (ø)

... and 1 file with indirect coverage changes

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[JaimeRZP]

Hi @torfjelde & @devmotion!

Do you have any suggestion on how to test the new context?

Many thanks,
Jaime

[devmotion]

Do you have any suggestion on how to test the new context?

I guess the natural thing would be to test it with different models (the set of test models?) and check that the extracted priors are correct.

[yebai]

If I understood this PR corrently, we are extracting the conditional priors of model parameters, i.e., priors conditioning on values of their parent nodes.

Suggested change

	Sometimes it can be useful to extract the priors of a model. This is the possible using [`extract_priors`](@ref).
	Sometimes it can be helpful to to extract the (conditional) priors of a model. This is possible using [`extract_priors`](@ref).

[torfjelde]

If I understood this PR corrently, we are extracting the conditional priors of model parameters, i.e., priors conditioning on values of their parent nodes.

Is this distinction necessary? For example, what is the difference between "the prior" and "the conditional prior" in x ~ Normal(); y ~ Normal(x, 1)? I don't think I completely follow.

[yebai]

My understanding is that we will not preserve the dependency structure of variables. In the example above, we will obtain prior_x=Normal(), prior_y=Normal(value_x, 1), where value_x = rand(Normal()). So the dependency information of y on x is lost.

[torfjelde]

This issue with the docs is very strange. Basically, the doctests pass just fine when run in runtests.jl, but when they're run as part of the documentation process, it fails because now the qualifier is added to the results 🤷

Have you come across this before @devmotion ?

[torfjelde]

Okay so "fixed" the issue by adding also Distributions available in the namespace of the makedocs call (similar to how it is in test/runtests.jl). The fact that this happens is still weird to me though.

EDIT: "weird" in the sense that I haven't before realized whether the qualifier is included or not, despite where the print statement occurs, is based on whether that namespace has been included "globally".