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Allowing using NamedTuple as initial_params #632

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merged 12 commits into from
Jul 23, 2024

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torfjelde
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@torfjelde torfjelde commented Jul 15, 2024

Ref: TuringLang/Turing.jl#2286

Quick and dirty implementation, but does the trick.

I probably shouldn't spend much time on this (have other PRs that I need to complete), but figured I'd just add this here in case someone else wants to complete it (maybe @sunxd3 or @mhauru has time) :)

Basically, it's just missing:

  • Testing

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sunxd3 commented Jul 15, 2024

Looks reasonable, maybe we can just move update_values!! to out into utils.jl.
Regardless, I can write some tests for this.

Can I get your permission to just commit to this PR? @torfjelde

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
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Looks reasonable, maybe we can just move update_values!! to out into utils.jl.

Indeed:)

Can I get your permission to just commit to this PR? @torfjelde

Yep, go for it!

sunxd3 and others added 4 commits July 15, 2024 15:54
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
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coveralls commented Jul 15, 2024

Pull Request Test Coverage Report for Build 10038614257

Details

  • 20 of 24 (83.33%) changed or added relevant lines in 3 files are covered.
  • 13 unchanged lines in 2 files lost coverage.
  • Overall coverage decreased (-0.05%) to 81.36%

Changes Missing Coverage Covered Lines Changed/Added Lines %
src/sampler.jl 16 17 94.12%
src/varinfo.jl 0 3 0.0%
Files with Coverage Reduction New Missed Lines %
src/model.jl 1 87.0%
src/threadsafe.jl 12 45.19%
Totals Coverage Status
Change from base Build 10038508405: -0.05%
Covered Lines: 2811
Relevant Lines: 3455

💛 - Coveralls

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@torfjelde I changed several lines of your code, could you give a quick look? The rationales are in the code review comments.

vi::AbstractVarInfo, initial_params, spl::Sampler, model::Model
function set_values!!(
varinfo::AbstractVarInfo,
initial_params::AbstractVector{<:Union{Real,Missing}},
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I changed the array element type from Real to Union{Real, Missing} because we allow initialization vector with missing in it.

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Really? In what scenario would this be used?

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chain = sample(model, sampler, 1; initial_params=[missing, -1], progress=false)

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Hmm, not sure how I feel about that. I guess it means to sample that parameter from the prior? But that's so simple to do by hand anyways these days.

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I suppose so, although it made sense to me because the initialization vector need to be the same dimension as the model, so it makes sense for someone to say "I don't care about these" by setting them to missing

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Sure, but you can also just do

rand(Vector, model)

and alter those values 😕

Basically, it's a question of whether we want to maintain this or just leave it up to the user when it is a simple one-liner.

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Got your argument, 👍
But in this case it's not really a one-liner, as user also need to set individual values.
For models with small dimensions, current syntax can still be useful. I am for keeping this option.

src/sampler.jl Outdated
end

# if initialize with scalar, convert to vector
function set_values!!(varinfo::AbstractVarInfo, initial_params::Real, spl::AbstractSampler)
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The reason of adding this method is that, before this PR, initial_params can be a scalar.

Real is not concrete, but probably okay given this likely is not on the critical path.

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Was not aware we allowed this either 🤷 Are we testing this?

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Yeah

chain = sample(model, sampler, 1; initial_params=0.2, progress=false)

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Honestly, I say we drop this. Seems unnecessarily complicated when it's just a difference between 1 and [1].

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I see @torfjelde's point of simplicity of interface, but it is a breaking change, which makes me wonder if the small effort of keeping it supported is worth it. If we do change it, maybe bundle it with some other breaking changes?

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Though it's technically breaking, I highly doubt this piece of code exists anywhere else, i.e. it would be a matter of bumping compat bounds 🤔

function set_values!!(
varinfo::AbstractVarInfo, initial_params::NamedTuple, spl::AbstractSampler
)
initial_params = NamedTuple(k => v for (k, v) in pairs(initial_params) if v !== missing)
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Not sure this is good, but changed to support a more uniform interface: allowing NamedTuple with missing values.

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Same as in last comment: when are we initializing using missing?

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see reply above

@sunxd3 sunxd3 requested review from yebai and mhauru July 19, 2024 10:13
@sunxd3 sunxd3 marked this pull request as ready for review July 19, 2024 10:55
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Mostly looks great, I had a few questions I raised in local comments.

src/sampler.jl Outdated Show resolved Hide resolved
src/sampler.jl Outdated
end

# if initialize with scalar, convert to vector
function set_values!!(varinfo::AbstractVarInfo, initial_params::Real, spl::AbstractSampler)
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I see @torfjelde's point of simplicity of interface, but it is a breaking change, which makes me wonder if the small effort of keeping it supported is worth it. If we do change it, maybe bundle it with some other breaking changes?

src/sampler.jl Outdated Show resolved Hide resolved
end

function set_values!!(
varinfo::AbstractVarInfo, initial_params::NamedTuple, spl::AbstractSampler
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Are we happy with spl not doing anything in this function? I get that we need to leave it there to keep a uniform interface, but could this end up being called with varinfo that has not been sampled with spl, which would then produce unexpected results?

@@ -892,6 +892,12 @@ Base.keys(vi::TypedVarInfo{<:NamedTuple{()}}) = VarName[]
return expr
end

# FIXME(torfjelde): Don't use `_getvns`.
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Is this still relevant? Don't know why _getvns should be shunned.

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It's just unnecessary; Base.keys should just be it + IIRC _getvns is overly complicated.

@sunxd3 sunxd3 changed the title [DRAFT] Proof-of-concept for initial_params with NamedTuple Allowing using NamedTuple as initial_params Jul 22, 2024
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LGTM:) Unfortunately I seems I can't approve because I'm the creator of the PR 🙃

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sunxd3 commented Jul 22, 2024

wait till #626 to merge, then I'll fix the versioning and potential errors

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sunxd3 commented Jul 22, 2024

Do we need to make this breaking?
If not, we can combine the release with #626

@yebai yebai enabled auto-merge July 23, 2024 12:25
@yebai yebai added this pull request to the merge queue Jul 23, 2024
Merged via the queue into master with commit 142f753 Jul 23, 2024
11 of 12 checks passed
@yebai yebai deleted the torfjelde/namedtuple-initial-params branch July 23, 2024 14:50
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5 participants