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CompatHelper: bump compat for "AdvancedPS" to "0.2" #1610

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merged 8 commits into from
May 15, 2021
Merged

CompatHelper: bump compat for "AdvancedPS" to "0.2" #1610

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0fa6eaa
CompatHelper: bump compat for "AdvancedPS" to "0.2"
github-actions[bot] May 14, 2021
f732988
CompatHelper: bump compat for "AdvancedPS" to "0.2" for package test …
github-actions[bot] May 14, 2021
c3a5d94
Add missing argument
devmotion May 14, 2021
f620580
Not compatible with 0.1 anymore
devmotion May 14, 2021
59d5278
Fix `randcat`
devmotion May 14, 2021
2c18ea5
Not compatible with 0.1 anymore
devmotion May 14, 2021
96532aa
Fix resample
devmotion May 14, 2021
89e5bfb
Merge branch 'master' into compathelper/new_version/2021-05-14-00-05-…
devmotion May 15, 2021
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4 changes: 2 additions & 2 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "Turing"
uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
version = "0.15.22"
version = "0.15.23"

[deps]
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
Expand Down Expand Up @@ -36,7 +36,7 @@ ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
AbstractMCMC = "3.2"
AdvancedHMC = "0.2.24"
AdvancedMH = "0.6"
AdvancedPS = "0.1"
AdvancedPS = "0.2"
AdvancedVI = "0.1"
BangBang = "0.3"
Bijectors = "0.8, 0.9"
Expand Down
22 changes: 11 additions & 11 deletions src/inference/AdvancedSMC.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -22,7 +22,7 @@ end
"""
SMC(space...)
SMC([resampler = AdvancedPS.ResampleWithESSThreshold(), space = ()])
SMC([resampler = AdvancedPS.resample, ]threshold[, space = ()])
SMC([resampler = AdvancedPS.resample_systematic, ]threshold[, space = ()])

Create a sequential Monte Carlo sampler of type [`SMC`](@ref) for the variables in `space`.

Expand All @@ -37,7 +37,7 @@ end
function SMC(resampler, threshold::Real, space::Tuple = ())
return SMC(AdvancedPS.ResampleWithESSThreshold(resampler, threshold), space)
end
SMC(threshold::Real, space::Tuple = ()) = SMC(AdvancedPS.resample, threshold, space)
SMC(threshold::Real, space::Tuple = ()) = SMC(AdvancedPS.resample_systematic, threshold, space)

# If only the space is defined
SMC(space::Symbol...) = SMC(space)
Expand Down Expand Up @@ -100,7 +100,7 @@ function AbstractMCMC.sample(
end

function DynamicPPL.initialstep(
::AbstractRNG,
rng::AbstractRNG,
model::AbstractModel,
spl::Sampler{<:SMC},
vi::AbstractVarInfo;
Expand All @@ -119,7 +119,7 @@ function DynamicPPL.initialstep(
)

# Perform particle sweep.
logevidence = AdvancedPS.sweep!(particles, spl.alg.resampler)
logevidence = AdvancedPS.sweep!(rng, particles, spl.alg.resampler)

# Extract the first particle and its weight.
particle = particles.vals[1]
Expand Down Expand Up @@ -180,7 +180,7 @@ end
"""
PG(n, space...)
PG(n, [resampler = AdvancedPS.ResampleWithESSThreshold(), space = ()])
PG(n, [resampler = AdvancedPS.resample, ]threshold[, space = ()])
PG(n, [resampler = AdvancedPS.resample_systematic, ]threshold[, space = ()])

Create a Particle Gibbs sampler of type [`PG`](@ref) with `n` particles for the variables
in `space`.
Expand All @@ -201,7 +201,7 @@ function PG(nparticles::Int, resampler, threshold::Real, space::Tuple = ())
return PG(nparticles, AdvancedPS.ResampleWithESSThreshold(resampler, threshold), space)
end
function PG(nparticles::Int, threshold::Real, space::Tuple = ())
return PG(nparticles, AdvancedPS.resample, threshold, space)
return PG(nparticles, AdvancedPS.resample_systematic, threshold, space)
end

# If only the number of particles and the space is defined
Expand Down Expand Up @@ -258,11 +258,11 @@ function DynamicPPL.initialstep(
)

# Perform a particle sweep.
logevidence = AdvancedPS.sweep!(particles, spl.alg.resampler)
logevidence = AdvancedPS.sweep!(rng, particles, spl.alg.resampler)

# Pick a particle to be retained.
Ws = AdvancedPS.getweights(particles)
indx = AdvancedPS.randcat(Ws)
indx = AdvancedPS.randcat(rng, Ws)
reference = particles.vals[indx]

# Compute the first transition.
Expand All @@ -273,7 +273,7 @@ function DynamicPPL.initialstep(
end

function AbstractMCMC.step(
::AbstractRNG,
rng::AbstractRNG,
model::AbstractModel,
spl::Sampler{<:PG},
vi::AbstractVarInfo;
Expand Down Expand Up @@ -301,11 +301,11 @@ function AbstractMCMC.step(
particles = AdvancedPS.ParticleContainer(x)

# Perform a particle sweep.
logevidence = AdvancedPS.sweep!(particles, spl.alg.resampler)
logevidence = AdvancedPS.sweep!(rng, particles, spl.alg.resampler)

# Pick a particle to be retained.
Ws = AdvancedPS.getweights(particles)
indx = AdvancedPS.randcat(Ws)
indx = AdvancedPS.randcat(rng, Ws)
newreference = particles.vals[indx]

# Compute the transition.
Expand Down
2 changes: 1 addition & 1 deletion test/Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@ Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
[compat]
AbstractMCMC = "3.2"
AdvancedMH = "0.6"
AdvancedPS = "0.1"
AdvancedPS = "0.2"
AdvancedVI = "0.1"
Clustering = "0.14"
CmdStan = "6.0.8"
Expand Down