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@penelopeysm penelopeysm commented Sep 24, 2025

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 penelopeysm marked this pull request as draft September 24, 2025 18:06
Comment on lines -448 to -453
# Get the initial values for this component sampler.
initial_params_local = if initial_params === nothing
nothing
else
DynamicPPL.subset(vi, varnames)[:]
end
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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!

Comment on lines -181 to -182
# TODO(DPPL0.38/penelopeysm): This function should no longer be needed
# once InitContext is merged.
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unfortunately set_namedtuple! is used elsewhere in this file (though it won't appear in this diff) so we can't delete it (yet)

Comment on lines 406 to 416
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)
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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.

sampler::S
varinfo::V
evaluator::E
resample::Bool
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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.

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

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codecov bot commented Sep 24, 2025

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
@@             Coverage Diff             @@
##             breaking    #2676   +/-   ##
===========================================
  Coverage            ?   86.45%           
===========================================
  Files               ?       21           
  Lines               ?     1418           
  Branches            ?        0           
===========================================
  Hits                ?     1226           
  Misses              ?      192           
  Partials            ?        0           

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Comment on lines +133 to +140
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)
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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 penelopeysm marked this pull request as ready for review September 25, 2025 13:24
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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.

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@mhauru, I haven't run CI against the latest revisions like removal of the del flag, but I think this might be meaty enough as it stands and also any adjustments arising from that PR (like renaming islinked) should be quite trivial.

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Good stuff, some minor comments.

I'm wondering about how to merge this. Should be review the code here, but then hold off merging to breaking before all the 0.38 compat fixes are in and a release of 0.38 is out, so all the temporary source stuff etc. can go and we can see tests pass?

return DynamicPPL.init_strategy(spl.sampler)
end

function AbstractMCMC.sample(
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I don't see why these became necessary now. Is it something about the type hierarchy around Sampler?

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Yeah, RepeatSampler is weird, because it doesn't subtype InferenceAlgorithm. So some of the code like default sample methods has to be copied over for it. In the past, the methods used to be written for Union{Sampler{<:InferenceAlgorithm},RepeatSampler}. I think that's worse because it was less flexible, you couldn't change one without affecting the behaviour of the other.

HISTORY.md Outdated
You still need to use the `initial_params` keyword argument to `sample`, but the allowed values are different.
For almost all samplers in Turing.jl (except `Emcee`) this should now be a `DynamicPPL.AbstractInitStrategy`.

TODO LINK TO DPPL DOCS WHEN THIS IS LIVE
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Likewise a reminder comment.

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I'm wondering about how to merge this.

Personally, I'm not too fussed. 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.

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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.

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

Co-authored-by: Markus Hauru <markus@mhauru.org>
@penelopeysm penelopeysm mentioned this pull request Oct 18, 2025
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mhauru commented Oct 20, 2025

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.

penelopeysm and others added 3 commits October 21, 2025 18:36
…, `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 <5433119+sunxd3@users.noreply.github.com>

* Remove the default argument for initial_params

* [skip ci] Remove DynamicPPL sources

---------

Co-authored-by: Xianda Sun <5433119+sunxd3@users.noreply.github.com>
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