Compatibility with DynamicPPL 0.38 + InitContext #2676

penelopeysm · 2025-09-24T18:05:52Z

It should be noted that due to the changes in DynamicPPL's src/sampler.jl, the results of running MCMC sampling on this branch will pretty much always differ from that on the main branch. Thus there is no (easy) way to test full reproducibility of MCMC results (we have to rely instead on statistics for converged chains).

TODO:

pMCMC (it at least runs and gives sensible results on simple models, proper tests will have to wait for CI to run)
Gibbs (same as above)
fix initial_params argument for most samplers to require AbstractInitStrategy
fix tests
changelog

Separate PRs:

use InitStrategy for optimisation as well

Note that the three pre-existing InitStrategies can be used directly with optimisation. However, to handle constraints properly, it seems necessary to introduce a new subtype of AbstractInitStrategy. I think this should be a separate PR because it's a fair bit of work.
fix docs for that argument, wherever it is (there's probably some in AbstractMCMC but it should probably be documented on the main site) EDIT: https://turinglang.org/docs/usage/sampling-options/#specifying-initial-parameters

penelopeysm · 2025-09-24T22:32:28Z

src/mcmc/gibbs.jl

-    # Get the initial values for this component sampler.
-    initial_params_local = if initial_params === nothing
-        nothing
-    else
-        DynamicPPL.subset(vi, varnames)[:]
-    end


I was quite pleased with this discovery. Previously the initial params had to be subsetted to be the correct length for the conditioned model. That's not only a faff, but also I get a bit scared whenever there's direct VarInfo manipulation like this.

Now, if you use InitFromParams with a NamedTuple/Dict that has extra params, the extra params are just ignored. So no need to subset it at all, just pass it through directly!

penelopeysm · 2025-09-24T22:33:47Z

src/mcmc/mh.jl

-# TODO(DPPL0.38/penelopeysm): This function should no longer be needed
-# once InitContext is merged.


unfortunately set_namedtuple! is used elsewhere in this file (though it won't appear in this diff) so we can't delete it (yet)

penelopeysm · 2025-09-24T22:34:53Z

src/mcmc/mh.jl

+function DynamicPPL.tilde_assume!!(
+    context::MHContext, right::Distribution, vn::VarName, vi::AbstractVarInfo
 )
-    # Just defer to `SampleFromPrior`.
-    retval = DynamicPPL.assume(rng, SampleFromPrior(), dist, vn, vi)
-    return retval
+    # Allow MH to sample new variables from the prior if it's not already present in the
+    # VarInfo.
+    dispatch_ctx = if haskey(vi, vn)
+        DynamicPPL.DefaultContext()
+    else
+        DynamicPPL.InitContext(context.rng, DynamicPPL.InitFromPrior())
+    end
+    return DynamicPPL.tilde_assume!!(dispatch_ctx, right, vn, vi)


The behaviour of SampleFromPrior used to be: if the key is present, don't actually sample, and if it was absent, sample. This if/else replicates the old behaviour.

penelopeysm · 2025-09-24T22:39:46Z

src/mcmc/particle_mcmc.jl

-    sampler::S
    varinfo::V
    evaluator::E
+    resample::Bool


For pMCMC, this Boolean field essentially replaces the del flag. Instead of set_all_del and unset_all_del we construct new TracedModel with this set to true and false respectively.

test/mcmc/ess.jl

github-actions · 2025-09-24T23:03:38Z

Turing.jl documentation for PR #2676 is available at:
https://TuringLang.github.io/Turing.jl/previews/PR2676/

codecov · 2025-09-24T23:48:24Z

Codecov Report

❌ Patch coverage is 93.87755% with 12 lines in your changes missing coverage. Please review.
⚠️ Please upload report for BASE (breaking@385f161). Learn more about missing BASE report.

Files with missing lines	Patch %	Lines
src/mcmc/particle_mcmc.jl	86.11%	5 Missing ⚠️
src/mcmc/abstractmcmc.jl	91.42%	3 Missing ⚠️
src/mcmc/ess.jl	66.66%	2 Missing ⚠️
src/mcmc/Inference.jl	50.00%	1 Missing ⚠️
src/mcmc/gibbs.jl	95.00%	1 Missing ⚠️

Additional details and impacted files

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##             breaking    #2676   +/-   ##
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  Misses              ?      192           
  Partials            ?        0

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penelopeysm · 2025-09-25T00:59:49Z

test/stdlib/distributions.jl

+                            seed = if dist isa GeneralizedExtremeValue
+                                # GEV is prone to giving really wacky results that are quite
+                                # seed-dependent.
+                                StableRNG(469)
+                            else
+                                StableRNG(468)
+                            end
+                            chn = sample(seed, m(), HMC(0.05, 20), n_samples)


Case in point:

julia> using Turing, StableRNGs julia> dist = GeneralizedExtremeValue(0, 1, 0.5); @model m() = x ~ dist m (generic function with 2 methods) julia> mean(dist) 1.5449077018110322 julia> mean(sample(StableRNG(468), m(), HMC(0.05, 20), 10000; progress=false)) Mean parameters mean Symbol Float64 x 3.9024 julia> mean(sample(StableRNG(469), m(), HMC(0.05, 20), 10000; progress=false)) Mean parameters mean Symbol Float64 x 1.5868

penelopeysm · 2025-09-26T20:51:53Z

For the record, 11 failing CI jobs is the expected number:

8x failing jobs because [sources] is not understood on 1.10
3x failing jobs because Libtask 1.12

There is also the failing job caused by base Julia segfault (#2655), but that's on 1.10 so overlaps with the first category.

penelopeysm · 2025-10-17T16:17:47Z

Okay, I'm quite happy with where CI on this PR has gotten to. There are a handful of residual failures, which are mostly to do with Sampler methods that I removed a bit too early. #2689 properly handles the removal of Sampler so I don't feel inclined to chase them down here.

mhauru

I think we discussed this last time round and IIRC you said you'd prefer to keep breaking 'clean' and mergeable into main at any given time (apologies if I am misremembering). If that's the case, then we should keep this as the base branch for DPPL 0.38 fixes, until 0.38 is released.

You remember correctly, this would be my preference.

src/mcmc/emcee.jl

HISTORY.md

src/mcmc/mh.jl

Co-authored-by: Markus Hauru <[email protected]>

mhauru · 2025-10-20T10:13:48Z

A note, mostly for myself: I'm happy with the code in this PR. We should collect other changes related to 0.38 compat into it before merging, since it still leaves things in a broken state. However, once other PRs have been merged into this so that tests pass, and the above reminder comments have been addressed, I'm happy to merge. No need to read through this PR again.

…, `init_strategy`, and other functions from DynamicPPL to Turing (#2689) * Remove `Sampler` and move its interface to Turing * Test fixes (this is admittedly quite tiring) * Fix a couple of Gibbs tests (no doubt there are more) * actually fix the Gibbs ones * actually fix it this time * fix typo * point to breaking * Improve loadstate implementation * Re-add tests that were removed from DynamicPPL * Fix qualifier in src/mcmc/external_sampler.jl Co-authored-by: Xianda Sun <[email protected]> * Remove the default argument for initial_params * [skip ci] Remove DynamicPPL sources --------- Co-authored-by: Xianda Sun <[email protected]>

penelopeysm · 2025-10-22T10:04:17Z

@mhauru Following on from the meeting just now ... is there anything else you'd like to include in 0.41? If not, I'll fix the remaining todo link in the changelog and then we should be good to go.

Optimisation still doesn't use AbstractInitStrategy, but I'm quite happy to leave that out as part of a near-future refactoring of the optimisation API.

mhauru · 2025-10-22T12:54:07Z

On the contrary, if I we've managed to get all tests to pass on a DPPL version with so many changes, I would advocate for releasing this to have a checkpoint and doing more incremental changes.

penelopeysm · 2025-10-22T14:18:05Z

Ah, yes, that's definitely very wise. I'll update the changelog and do the merges.

* Bump minor version * Do not take an initial step before starting the chain in HMC (#2674) * Do not take an initial step before starting the chain in HMC * Fix some tests * update changelog * Compatibility with DynamicPPL 0.38 + InitContext (#2676) * Import `varname_leaves` etc from AbstractPPL instead * initial updates for InitContext * More fixes * Fix pMCMC * Fix Gibbs * More fixes, reexport InitFrom * Fix a bunch of tests; I'll let CI tell me what's still broken... * Remove comment * Fix more tests * More test fixes * Fix more tests * fix GeneralizedExtremeValue numerical test * fix sample method * fix ESS reproducibility * Fix externalsampler test correctly * Fix everything (I _think_) * Add changelog * Fix remaining tests (for real this time) * Specify default chain type in Turing * fix DPPL revision * Fix changelog to mention unwrapped NT / Dict for initial_params * Remove references to islinked, set_flag, unset_flag * use `setleafcontext(::Model, ::AbstractContext)` * Fix for upstream removal of default_chain_type * Add clarifying comment for IS test * Revert ESS test (and add some numerical accuracy checks) * istrans -> is_transformed * Remove `loadstate` and `resume_from` * Remove a Sampler test * Paper over one crack * fix `resume_from` * remove a `Sampler` test * Update HISTORY.md Co-authored-by: Markus Hauru <[email protected]> * Remove `Sampler`, remove `InferenceAlgorithm`, transfer `initialstep`, `init_strategy`, and other functions from DynamicPPL to Turing (#2689) * Remove `Sampler` and move its interface to Turing * Test fixes (this is admittedly quite tiring) * Fix a couple of Gibbs tests (no doubt there are more) * actually fix the Gibbs ones * actually fix it this time * fix typo * point to breaking * Improve loadstate implementation * Re-add tests that were removed from DynamicPPL * Fix qualifier in src/mcmc/external_sampler.jl Co-authored-by: Xianda Sun <[email protected]> * Remove the default argument for initial_params * Remove DynamicPPL sources --------- Co-authored-by: Xianda Sun <[email protected]> * Fix a word in changelog * Improve changelog * Add PNTDist to changelog --------- Co-authored-by: Markus Hauru <[email protected]> Co-authored-by: Xianda Sun <[email protected]> * Fix all docs warnings --------- Co-authored-by: Markus Hauru <[email protected]> Co-authored-by: Markus Hauru <[email protected]> Co-authored-by: Xianda Sun <[email protected]>

penelopeysm marked this pull request as draft September 24, 2025 18:06

penelopeysm force-pushed the py/dppl-0.38 branch from 9658a3e to ed43a02 Compare September 24, 2025 18:12

Import varname_leaves etc from AbstractPPL instead

10f960e

penelopeysm force-pushed the py/dppl-0.38 branch from ed43a02 to bf18516 Compare September 24, 2025 18:12

[no ci] initial updates for InitContext

3a04643

penelopeysm force-pushed the py/dppl-0.38 branch from bf18516 to 3a04643 Compare September 24, 2025 18:16

penelopeysm added 6 commits September 24, 2025 20:58

[no ci] More fixes

7e522a6

[no ci] Fix pMCMC

9bc58c8

[no ci] Fix Gibbs

02d1d0e

[no ci] More fixes, reexport InitFrom

27b0096

Fix a bunch of tests; I'll let CI tell me what's still broken...

7f12c3e

Remove comment

ed197f9

penelopeysm commented Sep 24, 2025

View reviewed changes

Fix more tests

c09c2a5

penelopeysm added 3 commits September 25, 2025 00:57

More test fixes

20f9e97

Fix more tests

ba4da83

fix GeneralizedExtremeValue numerical test

4b143ad

penelopeysm commented Sep 25, 2025

View reviewed changes

penelopeysm added 6 commits September 25, 2025 02:05

fix sample method

b5d82c9

fix ESS reproducibility

c315993

Fix externalsampler test correctly

3afd807

Fix everything (I _think_)

25c6513

Add changelog

d4aaa18

Fix remaining tests (for real this time)

aa3cfcf

penelopeysm mentioned this pull request Sep 25, 2025

Fixes for Turing 0.41 TuringLang/DynamicPPL.jl#1057

Merged

3 tasks

penelopeysm marked this pull request as ready for review September 25, 2025 13:24

Specify default chain type in Turing

c0ea6e0

penelopeysm added 8 commits October 16, 2025 16:02

Remove references to islinked, set_flag, unset_flag

14d3c14

Merge branch 'breaking' into py/dppl-0.38

ae7e1e2

use setleafcontext(::Model, ::AbstractContext)

3a13c63

Fix for upstream removal of default_chain_type

5ed1230

Add clarifying comment for IS test

2a585fc

Revert ESS test (and add some numerical accuracy checks)

16198fa

istrans -> is_transformed

89a61af

Remove loadstate and resume_from

6af6330

penelopeysm force-pushed the py/dppl-0.38 branch from 6aed11b to 6af6330 Compare October 16, 2025 20:46

penelopeysm added 4 commits October 16, 2025 22:58

Remove a Sampler test

85a25b4

Paper over one crack

55e465b

fix resume_from

9c34014

remove a Sampler test

deff3fd

penelopeysm requested a review from mhauru October 17, 2025 16:17

mhauru reviewed Oct 17, 2025

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Update HISTORY.md

bbbde35

Co-authored-by: Markus Hauru <[email protected]>

penelopeysm mentioned this pull request Oct 18, 2025

Gibbs soapbox #2540

Open

mhauru mentioned this pull request Oct 20, 2025

added requested docstrings #2692

Open

penelopeysm and others added 3 commits October 21, 2025 18:36

Fix a word in changelog

0566edb

Improve changelog

43a30a2

Add PNTDist to changelog

750418a

penelopeysm merged commit f5ad214 into breaking Oct 22, 2025
2 of 26 checks passed

penelopeysm deleted the py/dppl-0.38 branch October 22, 2025 14:19

		# TODO(DPPL0.38/penelopeysm): This function should no longer be needed
		# once InitContext is merged.

Compatibility with DynamicPPL 0.38 + InitContext #2676

Compatibility with DynamicPPL 0.38 + InitContext #2676

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