diff --git a/Manifest.toml b/Manifest.toml index c94baf232..52917e768 100644 --- a/Manifest.toml +++ b/Manifest.toml @@ -2,12 +2,12 @@ julia_version = "1.11.6" manifest_format = "2.0" -project_hash = "3c5b0696513a84be8573e377b59e1ab532411868" +project_hash = "296b7e06e398e8898b40f44ed92b4d60c484484c" [[deps.ADTypes]] -git-tree-sha1 = "7927b9af540ee964cc5d1b73293f1eb0b761a3a1" +git-tree-sha1 = "60665b326b75db6517939d0e1875850bc4a54368" uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b" -version = "1.16.0" +version = "1.17.0" weakdeps = ["ChainRulesCore", "ConstructionBase", "EnzymeCore"] [deps.ADTypes.extensions] @@ -86,9 +86,9 @@ weakdeps = ["SparseArrays", "StaticArrays"] [[deps.AdvancedHMC]] deps = ["AbstractMCMC", "ArgCheck", "DocStringExtensions", "LinearAlgebra", "LogDensityProblems", "LogDensityProblemsAD", "ProgressMeter", "Random", "Setfield", "Statistics", "StatsBase", "StatsFuns"] -git-tree-sha1 = "9f75990a04e3ee45d80b19778ba9d2bb7ad4d5ee" +git-tree-sha1 = "22496647c061d00217759e95a18d601c959df0c9" uuid = "0bf59076-c3b1-5ca4-86bd-e02cd72cde3d" -version = "0.8.0" +version = "0.8.1" [deps.AdvancedHMC.extensions] AdvancedHMCADTypesExt = "ADTypes" @@ -223,9 +223,9 @@ version = "1.11.0" [[deps.Atomix]] deps = ["UnsafeAtomics"] -git-tree-sha1 = "b5bb4dc6248fde467be2a863eb8452993e74d402" +git-tree-sha1 = "29bb0eb6f578a587a49da16564705968667f5fa8" uuid = "a9b6321e-bd34-4604-b9c9-b65b8de01458" -version = "1.1.1" +version = "1.1.2" [deps.Atomix.extensions] AtomixCUDAExt = "CUDA" @@ -298,9 +298,9 @@ version = "0.1.1" [[deps.Bijectors]] deps = ["ArgCheck", "ChainRulesCore", "ChangesOfVariables", "Distributions", "DocStringExtensions", "Functors", "InverseFunctions", "IrrationalConstants", "LinearAlgebra", "LogExpFunctions", "MappedArrays", "Random", "Reexport", "Roots", "SparseArrays", "Statistics"] -git-tree-sha1 = "5eb5a58ed34e012d7f8d665cb5198252e128e907" +git-tree-sha1 = "35ba30573d4f83242f1e788c87ca792c83553c9e" uuid = "76274a88-744f-5084-9051-94815aaf08c4" -version = "0.15.8" +version = "0.15.9" weakdeps = ["ChainRules", "DistributionsAD", "EnzymeCore", "ForwardDiff", "LazyArrays", "Mooncake", "ReverseDiff", "Tracker"] [deps.Bijectors.extensions] @@ -395,10 +395,10 @@ uuid = "fa961155-64e5-5f13-b03f-caf6b980ea82" version = "0.5.0" [[deps.CPUSummary]] -deps = ["CpuId", "IfElse", "PrecompileTools", "Static"] -git-tree-sha1 = "5a97e67919535d6841172016c9530fd69494e5ec" +deps = ["CpuId", "IfElse", "PrecompileTools", "Preferences", "Static"] +git-tree-sha1 = "f3a21d7fc84ba618a779d1ed2fcca2e682865bab" uuid = "2a0fbf3d-bb9c-48f3-b0a9-814d99fd7ab9" -version = "0.2.6" +version = "0.2.7" [[deps.CSV]] deps = ["CodecZlib", "Dates", "FilePathsBase", "InlineStrings", "Mmap", "Parsers", "PooledArrays", "PrecompileTools", "SentinelArrays", "Tables", "Unicode", "WeakRefStrings", "WorkerUtilities"] @@ -443,9 +443,9 @@ version = "1.72.5" [[deps.ChainRulesCore]] deps = ["Compat", "LinearAlgebra"] -git-tree-sha1 = "06ee8d1aa558d2833aa799f6f0b31b30cada405f" +git-tree-sha1 = "e4c6a16e77171a5f5e25e9646617ab1c276c5607" uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4" -version = "1.25.2" +version = "1.26.0" weakdeps = ["SparseArrays"] [deps.ChainRulesCore.extensions] @@ -685,9 +685,9 @@ version = "0.1.2" [[deps.DelayDiffEq]] deps = ["ArrayInterface", "DataStructures", "DiffEqBase", "FastBroadcast", "ForwardDiff", "LinearAlgebra", "Logging", "OrdinaryDiffEq", "OrdinaryDiffEqCore", "OrdinaryDiffEqDefault", "OrdinaryDiffEqDifferentiation", "OrdinaryDiffEqFunctionMap", "OrdinaryDiffEqNonlinearSolve", "OrdinaryDiffEqRosenbrock", "Printf", "RecursiveArrayTools", "Reexport", "SciMLBase", "SimpleNonlinearSolve", "SimpleUnPack", "SymbolicIndexingInterface"] -git-tree-sha1 = "484cceb16c5ed95f4a2a405f3579f480ec0dff9a" +git-tree-sha1 = "d9b1e66070ce15bc2b9c3d5af6b94f693fc03ba4" uuid = "bcd4f6db-9728-5f36-b5f7-82caef46ccdb" -version = "5.55.0" +version = "5.58.0" [[deps.DelimitedFiles]] deps = ["Mmap"] @@ -703,9 +703,9 @@ version = "0.4.0" [[deps.DiffEqBase]] deps = ["ArrayInterface", "ConcreteStructs", "DataStructures", "DocStringExtensions", "EnumX", "EnzymeCore", "FastBroadcast", "FastClosures", "FastPower", "FunctionWrappers", "FunctionWrappersWrappers", "LinearAlgebra", "Logging", "Markdown", "MuladdMacro", "Parameters", "PrecompileTools", "Printf", "RecursiveArrayTools", "Reexport", "SciMLBase", "SciMLOperators", "SciMLStructures", "Setfield", "Static", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "TruncatedStacktraces"] -git-tree-sha1 = "6f8f25122389ba34e491bdfe143ae16fda37cad3" +git-tree-sha1 = "1b1e070e57681d1176d99a5ec455717e24686612" uuid = "2b5f629d-d688-5b77-993f-72d75c75574e" -version = "6.180.0" +version = "6.183.2" [deps.DiffEqBase.extensions] DiffEqBaseCUDAExt = "CUDA" @@ -743,9 +743,9 @@ version = "6.180.0" [[deps.DiffEqCallbacks]] deps = ["ConcreteStructs", "DataStructures", "DiffEqBase", "DifferentiationInterface", "Functors", "LinearAlgebra", "Markdown", "RecipesBase", "RecursiveArrayTools", "SciMLBase", "StaticArraysCore"] -git-tree-sha1 = "80a782f3e65d4900dcf5f2cb71f5e19d9459c04a" +git-tree-sha1 = "397ef6fffcf418ba55264ba785b032b8a136903b" uuid = "459566f4-90b8-5000-8ac3-15dfb0a30def" -version = "4.8.0" +version = "4.9.0" [[deps.DiffEqNoiseProcess]] deps = ["DiffEqBase", "Distributions", "GPUArraysCore", "LinearAlgebra", "Markdown", "Optim", "PoissonRandom", "QuadGK", "Random", "Random123", "RandomNumbers", "RecipesBase", "RecursiveArrayTools", "ResettableStacks", "SciMLBase", "StaticArraysCore", "Statistics"] @@ -777,9 +777,9 @@ version = "7.16.1" [[deps.DifferentiationInterface]] deps = ["ADTypes", "LinearAlgebra"] -git-tree-sha1 = "f620da805b82bec64ab4d5f881c7592c82dbc08a" +git-tree-sha1 = "38989b1532a3c6e2341d52b77c5475c42c3318a8" uuid = "a0c0ee7d-e4b9-4e03-894e-1c5f64a51d63" -version = "0.7.3" +version = "0.7.6" [deps.DifferentiationInterface.extensions] DifferentiationInterfaceChainRulesCoreExt = "ChainRulesCore" @@ -929,9 +929,9 @@ version = "1.0.5" [[deps.Enzyme]] deps = ["CEnum", "EnzymeCore", "Enzyme_jll", "GPUCompiler", "InteractiveUtils", "LLVM", "Libdl", "LinearAlgebra", "ObjectFile", "PrecompileTools", "Preferences", "Printf", "Random", "SparseArrays"] -git-tree-sha1 = "e36968f0a43d9a3b627ac94d5346b458ce14066d" +git-tree-sha1 = "7297613272c67cb7f11969679960419c5e463974" uuid = "7da242da-08ed-463a-9acd-ee780be4f1d9" -version = "0.13.65" +version = "0.13.68" [deps.Enzyme.extensions] EnzymeBFloat16sExt = "BFloat16s" @@ -1123,9 +1123,9 @@ weakdeps = ["PDMats", "SparseArrays", "Statistics"] [[deps.FiniteDiff]] deps = ["ArrayInterface", "LinearAlgebra", "Setfield"] -git-tree-sha1 = "f089ab1f834470c525562030c8cfde4025d5e915" +git-tree-sha1 = "31fd32af86234b6b71add76229d53129aa1b87a9" uuid = "6a86dc24-6348-571c-b903-95158fe2bd41" -version = "2.27.0" +version = "2.28.1" [deps.FiniteDiff.extensions] FiniteDiffBandedMatricesExt = "BandedMatrices" @@ -1180,9 +1180,9 @@ version = "1.3.7" [[deps.ForwardDiff]] deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "LogExpFunctions", "NaNMath", "Preferences", "Printf", "Random", "SpecialFunctions"] -git-tree-sha1 = "910febccb28d493032495b7009dce7d7f7aee554" +git-tree-sha1 = "a2df1b776752e3f344e5116c06d75a10436ab853" uuid = "f6369f11-7733-5829-9624-2563aa707210" -version = "1.0.1" +version = "0.10.38" weakdeps = ["StaticArrays"] [deps.ForwardDiff.extensions] @@ -1290,15 +1290,33 @@ version = "1.3.15+0" [[deps.Graphs]] deps = ["ArnoldiMethod", "DataStructures", "Distributed", "Inflate", "LinearAlgebra", "Random", "SharedArrays", "SimpleTraits", "SparseArrays", "Statistics"] -git-tree-sha1 = "c5abfa0ae0aaee162a3fbb053c13ecda39be545b" +git-tree-sha1 = "7a98c6502f4632dbe9fb1973a4244eaa3324e84d" uuid = "86223c79-3864-5bf0-83f7-82e725a168b6" -version = "1.13.0" +version = "1.13.1" [[deps.Grisu]] git-tree-sha1 = "53bb909d1151e57e2484c3d1b53e19552b887fb2" uuid = "42e2da0e-8278-4e71-bc24-59509adca0fe" version = "1.0.2" +[[deps.HDF5]] +deps = ["Compat", "HDF5_jll", "Libdl", "MPIPreferences", "Mmap", "Preferences", "Printf", "Random", "Requires", "UUIDs"] +git-tree-sha1 = "e856eef26cf5bf2b0f95f8f4fc37553c72c8641c" +uuid = "f67ccb44-e63f-5c2f-98bd-6dc0ccc4ba2f" +version = "0.17.2" + + [deps.HDF5.extensions] + MPIExt = "MPI" + + [deps.HDF5.weakdeps] + MPI = "da04e1cc-30fd-572f-bb4f-1f8673147195" + +[[deps.HDF5_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "LazyArtifacts", "LibCURL_jll", "Libdl", "MPICH_jll", "MPIPreferences", "MPItrampoline_jll", "MicrosoftMPI_jll", "OpenMPI_jll", "OpenSSL_jll", "TOML", "Zlib_jll", "libaec_jll"] +git-tree-sha1 = "e94f84da9af7ce9c6be049e9067e511e17ff89ec" +uuid = "0234f1f7-429e-5d53-9886-15a909be8d59" +version = "1.14.6+0" + [[deps.HTTP]] deps = ["Base64", "CodecZlib", "ConcurrentUtilities", "Dates", "ExceptionUnwrapping", "Logging", "LoggingExtras", "MbedTLS", "NetworkOptions", "OpenSSL", "PrecompileTools", "Random", "SimpleBufferStream", "Sockets", "URIs", "UUIDs"] git-tree-sha1 = "ed5e9c58612c4e081aecdb6e1a479e18462e041e" @@ -1326,6 +1344,12 @@ weakdeps = ["Distributions"] [deps.HiddenMarkovModels.extensions] HiddenMarkovModelsDistributionsExt = "Distributions" +[[deps.Hwloc_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "92f65c4d78ce8cdbb6b68daf88889950b0a99d11" +uuid = "e33a78d0-f292-5ffc-b300-72abe9b543c8" +version = "2.12.1+0" + [[deps.HypergeometricFunctions]] deps = ["LinearAlgebra", "OpenLibm_jll", "SpecialFunctions"] git-tree-sha1 = "68c173f4f449de5b438ee67ed0c9c748dc31a2ec" @@ -1466,10 +1490,13 @@ version = "0.2.4" [[deps.JumpProcesses]] deps = ["ArrayInterface", "DataStructures", "DiffEqBase", "DiffEqCallbacks", "DocStringExtensions", "FunctionWrappers", "Graphs", "LinearAlgebra", "Markdown", "PoissonRandom", "Random", "RecursiveArrayTools", "Reexport", "SciMLBase", "Setfield", "StaticArrays", "SymbolicIndexingInterface", "UnPack"] -git-tree-sha1 = "f8da88993c914357031daf0023f18748ff473924" +git-tree-sha1 = "f5b57507a36f05509e72120aa84d5c3747dbd70e" uuid = "ccbc3e58-028d-4f4c-8cd5-9ae44345cda5" -version = "9.16.1" -weakdeps = ["FastBroadcast"] +version = "9.17.0" +weakdeps = ["Adapt", "FastBroadcast", "KernelAbstractions"] + + [deps.JumpProcesses.extensions] + JumpProcessesKernelAbstractionsExt = ["Adapt", "KernelAbstractions"] [[deps.KernelAbstractions]] deps = ["Adapt", "Atomix", "InteractiveUtils", "MacroTools", "PrecompileTools", "Requires", "StaticArrays", "UUIDs"] @@ -1562,9 +1589,9 @@ version = "1.4.0" [[deps.Latexify]] deps = ["Format", "InteractiveUtils", "LaTeXStrings", "MacroTools", "Markdown", "OrderedCollections", "Requires"] -git-tree-sha1 = "4f34eaabe49ecb3fb0d58d6015e32fd31a733199" +git-tree-sha1 = "52e1296ebbde0db845b356abbbe67fb82a0a116c" uuid = "23fbe1c1-3f47-55db-b15f-69d7ec21a316" -version = "0.16.8" +version = "0.16.9" [deps.Latexify.extensions] DataFramesExt = "DataFrames" @@ -1731,15 +1758,19 @@ version = "1.11.0" [[deps.LinearSolve]] deps = ["ArrayInterface", "ChainRulesCore", "ConcreteStructs", "DocStringExtensions", "EnumX", "GPUArraysCore", "InteractiveUtils", "Krylov", "LazyArrays", "Libdl", "LinearAlgebra", "MKL_jll", "Markdown", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "SciMLBase", "SciMLOperators", "Setfield", "StaticArraysCore", "UnPack"] -git-tree-sha1 = "d768ff40cc3fe42581708696b24ee65dccc9c6ba" +git-tree-sha1 = "43ad373b1a9ea03250aba3b02b2d70622c7dc5d2" uuid = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae" -version = "3.24.0" +version = "3.31.0" [deps.LinearSolve.extensions] + LinearSolveAMDGPUExt = "AMDGPU" + LinearSolveBLISExt = ["blis_jll", "LAPACK_jll"] LinearSolveBandedMatricesExt = "BandedMatrices" LinearSolveBlockDiagonalsExt = "BlockDiagonals" LinearSolveCUDAExt = "CUDA" LinearSolveCUDSSExt = "CUDSS" + LinearSolveCUSOLVERRFExt = ["CUSOLVERRF", "SparseArrays"] + LinearSolveCliqueTreesExt = ["CliqueTrees", "SparseArrays"] LinearSolveEnzymeExt = "EnzymeCore" LinearSolveFastAlmostBandedMatricesExt = "FastAlmostBandedMatrices" LinearSolveFastLapackInterfaceExt = "FastLapackInterface" @@ -1755,10 +1786,13 @@ version = "3.24.0" LinearSolveSparspakExt = ["SparseArrays", "Sparspak"] [deps.LinearSolve.weakdeps] + AMDGPU = "21141c5a-9bdb-4563-92ae-f87d6854732e" BandedMatrices = "aae01518-5342-5314-be14-df237901396f" BlockDiagonals = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0" CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba" CUDSS = "45b445bb-4962-46a0-9369-b4df9d0f772e" + CUSOLVERRF = "a8cc9031-bad2-4722-94f5-40deabb4245c" + CliqueTrees = "60701a23-6482-424a-84db-faee86b9b1f8" EnzymeCore = "f151be2c-9106-41f4-ab19-57ee4f262869" FastAlmostBandedMatrices = "9d29842c-ecb8-4973-b1e9-a27b1157504e" FastLapackInterface = "29a986be-02c6-4525-aec4-84b980013641" @@ -1767,11 +1801,13 @@ version = "3.24.0" IterativeSolvers = "42fd0dbc-a981-5370-80f2-aaf504508153" KernelAbstractions = "63c18a36-062a-441e-b654-da1e3ab1ce7c" KrylovKit = "0b1a1467-8014-51b9-945f-bf0ae24f4b77" + LAPACK_jll = "51474c39-65e3-53ba-86ba-03b1b862ec14" Metal = "dde4c033-4e86-420c-a63e-0dd931031962" Pardiso = "46dd5b70-b6fb-5a00-ae2d-e8fea33afaf2" RecursiveFactorization = "f2c3362d-daeb-58d1-803e-2bc74f2840b4" SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf" Sparspak = "e56a9233-b9d6-4f03-8d0f-1825330902ac" + blis_jll = "6136c539-28a5-5bf0-87cc-b183200dce32" [[deps.LogDensityProblems]] deps = ["ArgCheck", "DocStringExtensions", "Random"] @@ -1831,9 +1867,9 @@ version = "1.1.0" [[deps.Lux]] deps = ["ADTypes", "Adapt", "ArgCheck", "ArrayInterface", "ChainRulesCore", "Compat", "ConcreteStructs", "DiffResults", "DispatchDoctor", "EnzymeCore", "FastClosures", "ForwardDiff", "Functors", "GPUArraysCore", "LinearAlgebra", "LuxCore", "LuxLib", "MLDataDevices", "MacroTools", "Markdown", "NNlib", "Optimisers", "Preferences", "Random", "Reexport", "SIMDTypes", "Setfield", "Static", "StaticArraysCore", "Statistics", "WeightInitializers"] -git-tree-sha1 = "c05e5c3dca1810e728429771763b485057322ad2" +git-tree-sha1 = "c01b012bbf84e6d5aab7b75782a73f453d34be87" uuid = "b2108857-7c20-44ae-9111-449ecde12c47" -version = "1.16.0" +version = "1.17.0" [deps.Lux.extensions] LuxComponentArraysExt = "ComponentArrays" @@ -1870,9 +1906,9 @@ version = "1.16.0" [[deps.LuxCore]] deps = ["Compat", "DispatchDoctor", "Random"] -git-tree-sha1 = "48d45736aae190b1b41c1db5242fad955f0eff1d" +git-tree-sha1 = "a72b6b530f39a87d1327b90f5def4bce48eb1a52" uuid = "bb33d45b-7691-41d6-9220-0943567d0623" -version = "1.2.6" +version = "1.3.0" [deps.LuxCore.extensions] LuxCoreArrayInterfaceReverseDiffExt = ["ArrayInterface", "ReverseDiff"] @@ -1898,9 +1934,9 @@ version = "1.2.6" [[deps.LuxLib]] deps = ["ArrayInterface", "CPUSummary", "ChainRulesCore", "Compat", "DispatchDoctor", "EnzymeCore", "FastClosures", "ForwardDiff", "Functors", "KernelAbstractions", "LinearAlgebra", "LuxCore", "MLDataDevices", "Markdown", "NNlib", "Polyester", "Preferences", "Random", "Reexport", "Static", "StaticArraysCore", "Statistics"] -git-tree-sha1 = "bf64921ca8182e3ee34a56b05b9f1ed568141a13" +git-tree-sha1 = "5d1d796c8b2878b5cad2849970c52897ff8c0271" uuid = "82251201-b29d-42c6-8e01-566dec8acb11" -version = "1.10.1" +version = "1.10.2" [deps.LuxLib.extensions] LuxLibAppleAccelerateExt = "AppleAccelerate" @@ -1909,7 +1945,6 @@ version = "1.10.1" LuxLibEnzymeExt = "Enzyme" LuxLibLoopVectorizationExt = "LoopVectorization" LuxLibMKLExt = "MKL" - LuxLibMooncakeExt = "Mooncake" LuxLibOctavianExt = ["Octavian", "LoopVectorization"] LuxLibReactantExt = "Reactant" LuxLibReverseDiffExt = "ReverseDiff" @@ -1926,7 +1961,6 @@ version = "1.10.1" Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9" LoopVectorization = "bdcacae8-1622-11e9-2a5c-532679323890" MKL = "33e6dc65-8f57-5167-99aa-e5a354878fb2" - Mooncake = "da2b9cff-9c12-43a0-ae48-6db2b0edb7d6" Octavian = "6fd5a793-0b7e-452c-907f-f8bfe9c57db4" Reactant = "3c362404-f566-11ee-1572-e11a4b42c853" ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267" @@ -1935,16 +1969,16 @@ version = "1.10.1" cuDNN = "02a925ec-e4fe-4b08-9a7e-0d78e3d38ccd" [[deps.MCMCChains]] -deps = ["AbstractMCMC", "AxisArrays", "DataAPI", "Dates", "Distributions", "IteratorInterfaceExtensions", "KernelDensity", "LinearAlgebra", "MCMCDiagnosticTools", "MLJModelInterface", "NaturalSort", "OrderedCollections", "PrettyTables", "Random", "RecipesBase", "Statistics", "StatsBase", "StatsFuns", "TableTraits", "Tables"] -git-tree-sha1 = "a1b9bf62acb012e4a717562f83f859257c5b6fec" +deps = ["AbstractMCMC", "AxisArrays", "Dates", "Distributions", "IteratorInterfaceExtensions", "KernelDensity", "LinearAlgebra", "MCMCDiagnosticTools", "MLJModelInterface", "NaturalSort", "OrderedCollections", "PrettyTables", "Random", "RecipesBase", "Statistics", "StatsBase", "StatsFuns", "TableTraits", "Tables"] +git-tree-sha1 = "cd7aee22384792c726e19f2a22dc060b886edded" uuid = "c7f686f2-ff18-58e9-bc7b-31028e88f75d" -version = "7.1.0" +version = "6.0.7" [[deps.MCMCDiagnosticTools]] deps = ["AbstractFFTs", "DataAPI", "DataStructures", "Distributions", "LinearAlgebra", "MLJModelInterface", "Random", "SpecialFunctions", "Statistics", "StatsBase", "StatsFuns", "Tables"] -git-tree-sha1 = "a586f05dd16a50c490ed95415b2a829b8cf5d57f" +git-tree-sha1 = "526c98cd41028da22c01cb8a203246799ad853a8" uuid = "be115224-59cd-429b-ad48-344e309966f0" -version = "0.3.14" +version = "0.3.15" [[deps.MKL_jll]] deps = ["Artifacts", "IntelOpenMP_jll", "JLLWrappers", "LazyArtifacts", "Libdl", "oneTBB_jll"] @@ -2039,6 +2073,24 @@ git-tree-sha1 = "a772d8d1987433538a5c226f79393324b55f7846" uuid = "f1d291b0-491e-4a28-83b9-f70985020b54" version = "0.4.8" +[[deps.MPICH_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "Hwloc_jll", "JLLWrappers", "LazyArtifacts", "Libdl", "MPIPreferences", "TOML"] +git-tree-sha1 = "d72d0ecc3f76998aac04e446547259b9ae4c265f" +uuid = "7cb0a576-ebde-5e09-9194-50597f1243b4" +version = "4.3.1+0" + +[[deps.MPIPreferences]] +deps = ["Libdl", "Preferences"] +git-tree-sha1 = "c105fe467859e7f6e9a852cb15cb4301126fac07" +uuid = "3da0fdf6-3ccc-4f1b-acd9-58baa6c99267" +version = "0.1.11" + +[[deps.MPItrampoline_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "LazyArtifacts", "Libdl", "MPIPreferences", "TOML"] +git-tree-sha1 = "e214f2a20bdd64c04cd3e4ff62d3c9be7e969a59" +uuid = "f1f71cc9-e9ae-5b93-9b94-4fe0e1ad3748" +version = "5.5.4+0" + [[deps.MacroTools]] git-tree-sha1 = "1e0228a030642014fe5cfe68c2c0a818f9e3f522" uuid = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09" @@ -2101,12 +2153,24 @@ git-tree-sha1 = "7dbf904fa6c4447bd1f1d316886bfbe29feacf45" uuid = "6fafb56a-5788-4b4e-91ca-c0cea6611c73" version = "0.2.2" +[[deps.MicroCanonicalHMC]] +deps = ["AbstractMCMC", "Adapt", "Distributions", "ForwardDiff", "HDF5", "LinearAlgebra", "LogDensityProblems", "LogDensityProblemsAD", "MCMCChains", "MCMCDiagnosticTools", "Markdown", "ProgressMeter", "Random", "Statistics"] +git-tree-sha1 = "99fd367f8b8fc9d479420d33e8f16f3dab3162f4" +uuid = "234d2aa0-2291-45f7-9047-6fa6f316b0a8" +version = "0.1.6" + [[deps.MicroCollections]] deps = ["Accessors", "BangBang", "InitialValues"] git-tree-sha1 = "44d32db644e84c75dab479f1bc15ee76a1a3618f" uuid = "128add7d-3638-4c79-886c-908ea0c25c34" version = "0.2.0" +[[deps.MicrosoftMPI_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "bc95bf4149bf535c09602e3acdf950d9b4376227" +uuid = "9237b28f-5490-5468-be7b-bb81f5f5e6cf" +version = "10.1.4+3" + [[deps.Missings]] deps = ["DataAPI"] git-tree-sha1 = "ec4f7fbeab05d7747bdf98eb74d130a2a2ed298d" @@ -2114,9 +2178,9 @@ uuid = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28" version = "1.2.0" [[deps.MistyClosures]] -git-tree-sha1 = "1142aefd845c608f3c70e4c202c4aae725cab67b" +git-tree-sha1 = "d1a692e293c2a0dc8fda79c04cad60582f3d4de3" uuid = "dbe65cb8-6be2-42dd-bbc5-4196aaced4f4" -version = "2.0.0" +version = "2.1.0" [[deps.Mmap]] uuid = "a63ad114-7e13-5084-954f-fe012c677804" @@ -2130,9 +2194,9 @@ version = "0.8.1" [[deps.Mooncake]] deps = ["ADTypes", "ChainRules", "ChainRulesCore", "DiffRules", "DispatchDoctor", "ExprTools", "FunctionWrappers", "GPUArraysCore", "Graphs", "InteractiveUtils", "LinearAlgebra", "MistyClosures", "Random", "Test"] -git-tree-sha1 = "88bb6e5054ba4a341c8fb7047af859720669628d" +git-tree-sha1 = "955bad945bc815c4b48fb4d17ce39cf3ba6abcf3" uuid = "da2b9cff-9c12-43a0-ae48-6db2b0edb7d6" -version = "0.4.142" +version = "0.4.150" [deps.Mooncake.extensions] MooncakeAllocCheckExt = "AllocCheck" @@ -2140,7 +2204,7 @@ version = "0.4.142" MooncakeDynamicExpressionsExt = "DynamicExpressions" MooncakeFluxExt = "Flux" MooncakeJETExt = "JET" - MooncakeLuxLibExt = "LuxLib" + MooncakeLuxLibExt = ["LuxLib", "MLDataDevices", "Static"] MooncakeLuxLibSLEEFPiratesExtension = ["LuxLib", "SLEEFPirates"] MooncakeNNlibExt = "NNlib" MooncakeSpecialFunctionsExt = "SpecialFunctions" @@ -2152,9 +2216,11 @@ version = "0.4.142" Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c" JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b" LuxLib = "82251201-b29d-42c6-8e01-566dec8acb11" + MLDataDevices = "7e8f7934-dd98-4c1a-8fe8-92b47a384d40" NNlib = "872c559c-99b0-510c-b3b7-b6c96a88d5cd" SLEEFPirates = "476501e8-09a2-5ece-8869-fb82de89a1fa" SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b" + Static = "aedffcd0-7271-4cad-89d0-dc628f76c6d3" [[deps.Moshi]] deps = ["ExproniconLite", "Jieko"] @@ -2298,9 +2364,9 @@ version = "4.10.0" [[deps.NonlinearSolveBase]] deps = ["ADTypes", "Adapt", "ArrayInterface", "CommonSolve", "Compat", "ConcreteStructs", "DifferentiationInterface", "EnzymeCore", "FastClosures", "LinearAlgebra", "Markdown", "MaybeInplace", "Preferences", "Printf", "RecursiveArrayTools", "SciMLBase", "SciMLJacobianOperators", "SciMLOperators", "StaticArraysCore", "SymbolicIndexingInterface", "TimerOutputs"] -git-tree-sha1 = "ee395563ae6ffaecbdf86d430440fddc779253a4" +git-tree-sha1 = "1d42a315ba627ca0027d49d0efb44e3d88db24aa" uuid = "be0214bd-f91f-a760-ac4e-3421ce2b2da0" -version = "1.13.0" +version = "1.14.0" weakdeps = ["BandedMatrices", "DiffEqBase", "ForwardDiff", "LineSearch", "LinearSolve", "SparseArrays", "SparseMatrixColorings"] [deps.NonlinearSolveBase.extensions] @@ -2314,15 +2380,15 @@ weakdeps = ["BandedMatrices", "DiffEqBase", "ForwardDiff", "LineSearch", "Linear [[deps.NonlinearSolveFirstOrder]] deps = ["ADTypes", "ArrayInterface", "CommonSolve", "ConcreteStructs", "DiffEqBase", "FiniteDiff", "ForwardDiff", "LineSearch", "LinearAlgebra", "LinearSolve", "MaybeInplace", "NonlinearSolveBase", "PrecompileTools", "Reexport", "SciMLBase", "SciMLJacobianOperators", "Setfield", "StaticArraysCore"] -git-tree-sha1 = "65101a20b135616a13625ae6f84b052ef5780363" +git-tree-sha1 = "3f1198ae5cbf21e84b8251a9e62fa1f888f3e4cb" uuid = "5959db7a-ea39-4486-b5fe-2dd0bf03d60d" -version = "1.6.0" +version = "1.7.0" [[deps.NonlinearSolveQuasiNewton]] deps = ["ArrayInterface", "CommonSolve", "ConcreteStructs", "DiffEqBase", "LinearAlgebra", "LinearSolve", "MaybeInplace", "NonlinearSolveBase", "PrecompileTools", "Reexport", "SciMLBase", "SciMLOperators", "StaticArraysCore"] -git-tree-sha1 = "3e04c917d4e3cd48b2a5091b6f76c720bb3f7362" +git-tree-sha1 = "40dfaf1bf74f1f700f81d0002d4dd90999598eb2" uuid = "9a2c21bd-3a47-402d-9113-8faf9a0ee114" -version = "1.7.0" +version = "1.8.0" weakdeps = ["ForwardDiff"] [deps.NonlinearSolveQuasiNewton.extensions] @@ -2330,9 +2396,9 @@ weakdeps = ["ForwardDiff"] [[deps.NonlinearSolveSpectralMethods]] deps = ["CommonSolve", "ConcreteStructs", "DiffEqBase", "LineSearch", "MaybeInplace", "NonlinearSolveBase", "PrecompileTools", "Reexport", "SciMLBase"] -git-tree-sha1 = "3398222199e4b9ca0b5840907fb509f28f1a2fdc" +git-tree-sha1 = "84de5a469e119eb2c22ae07c543dc4e7f7001ee7" uuid = "26075421-4e9a-44e1-8bd1-420ed7ad02b2" -version = "1.2.0" +version = "1.3.0" weakdeps = ["ForwardDiff"] [deps.NonlinearSolveSpectralMethods.extensions] @@ -2340,9 +2406,9 @@ weakdeps = ["ForwardDiff"] [[deps.ObjectFile]] deps = ["Reexport", "StructIO"] -git-tree-sha1 = "09b1fe6ff16e6587fa240c165347474322e77cf1" +git-tree-sha1 = "22faba70c22d2f03e60fbc61da99c4ebfc3eb9ba" uuid = "d8793406-e978-5875-9003-1fc021f44a92" -version = "0.4.4" +version = "0.5.0" [[deps.Observables]] git-tree-sha1 = "7438a59546cf62428fc9d1bc94729146d37a7225" @@ -2380,6 +2446,12 @@ deps = ["Artifacts", "Libdl"] uuid = "05823500-19ac-5b8b-9628-191a04bc5112" version = "0.8.5+0" +[[deps.OpenMPI_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "Hwloc_jll", "JLLWrappers", "LazyArtifacts", "Libdl", "MPIPreferences", "TOML", "Zlib_jll"] +git-tree-sha1 = "ec764453819f802fc1e144bfe750c454181bd66d" +uuid = "fe0851c0-eecd-5654-98d4-656369965a5c" +version = "5.0.8+0" + [[deps.OpenSSL]] deps = ["BitFlags", "Dates", "MozillaCACerts_jll", "OpenSSL_jll", "Sockets"] git-tree-sha1 = "f1a7e086c677df53e064e0fdd2c9d0b0833e3f6e" @@ -2388,9 +2460,9 @@ version = "1.5.0" [[deps.OpenSSL_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl"] -git-tree-sha1 = "87510f7292a2b21aeff97912b0898f9553cc5c2c" +git-tree-sha1 = "2ae7d4ddec2e13ad3bddf5c0796f7547cf682391" uuid = "458c3c95-2e84-50aa-8efc-19380b2a3a95" -version = "3.5.1+0" +version = "3.5.2+0" [[deps.OpenSpecFun_jll]] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl"] @@ -2490,22 +2562,22 @@ uuid = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed" version = "6.101.0" [[deps.OrdinaryDiffEqAdamsBashforthMoulton]] -deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqLowOrderRK", "Polyester", "RecursiveArrayTools", "Reexport", "Static"] -git-tree-sha1 = "82f78099ecf4e0fa53545811318520d87e7fe0b8" +deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqLowOrderRK", "Polyester", "RecursiveArrayTools", "Reexport", "SciMLBase", "Static"] +git-tree-sha1 = "09aae1486c767caa6bce9de892455cbdf5a6fbc8" uuid = "89bda076-bce5-4f1c-845f-551c83cdda9a" -version = "1.2.0" +version = "1.5.0" [[deps.OrdinaryDiffEqBDF]] -deps = ["ADTypes", "ArrayInterface", "DiffEqBase", "FastBroadcast", "LinearAlgebra", "MacroTools", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "OrdinaryDiffEqNonlinearSolve", "OrdinaryDiffEqSDIRK", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "StaticArrays", "TruncatedStacktraces"] -git-tree-sha1 = "b0bbc6541ea4a27974bd67e0a10b26211cb95e58" +deps = ["ADTypes", "ArrayInterface", "DiffEqBase", "FastBroadcast", "LinearAlgebra", "MacroTools", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "OrdinaryDiffEqNonlinearSolve", "OrdinaryDiffEqSDIRK", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "SciMLBase", "StaticArrays", "TruncatedStacktraces"] +git-tree-sha1 = "ce8db53fd1e4e41c020fd53961e7314f75e4c21c" uuid = "6ad6398a-0878-4a85-9266-38940aa047c8" -version = "1.7.0" +version = "1.10.1" [[deps.OrdinaryDiffEqCore]] deps = ["ADTypes", "Accessors", "Adapt", "ArrayInterface", "DataStructures", "DiffEqBase", "DocStringExtensions", "EnumX", "FastBroadcast", "FastClosures", "FastPower", "FillArrays", "FunctionWrappersWrappers", "InteractiveUtils", "LinearAlgebra", "Logging", "MacroTools", "MuladdMacro", "Polyester", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "SciMLBase", "SciMLOperators", "SciMLStructures", "SimpleUnPack", "Static", "StaticArrayInterface", "StaticArraysCore", "SymbolicIndexingInterface", "TruncatedStacktraces"] -git-tree-sha1 = "1bd20b621e8dee5f2d170ae31631bf573ab77eec" +git-tree-sha1 = "e579c9a4f9102e82da3d97c349a74d6bc11cf8dc" uuid = "bbf590c4-e513-4bbe-9b18-05decba2e5d8" -version = "1.26.2" +version = "1.30.0" weakdeps = ["EnzymeCore", "Mooncake"] [deps.OrdinaryDiffEqCore.extensions] @@ -2513,166 +2585,166 @@ weakdeps = ["EnzymeCore", "Mooncake"] OrdinaryDiffEqCoreMooncakeExt = "Mooncake" [[deps.OrdinaryDiffEqDefault]] -deps = ["ADTypes", "DiffEqBase", "EnumX", "LinearAlgebra", "LinearSolve", "OrdinaryDiffEqBDF", "OrdinaryDiffEqCore", "OrdinaryDiffEqRosenbrock", "OrdinaryDiffEqTsit5", "OrdinaryDiffEqVerner", "PrecompileTools", "Preferences", "Reexport"] -git-tree-sha1 = "7e2f4ec76ebac709401064fd2cf73ad993d1e694" +deps = ["ADTypes", "DiffEqBase", "EnumX", "LinearAlgebra", "LinearSolve", "OrdinaryDiffEqBDF", "OrdinaryDiffEqCore", "OrdinaryDiffEqRosenbrock", "OrdinaryDiffEqTsit5", "OrdinaryDiffEqVerner", "PrecompileTools", "Preferences", "Reexport", "SciMLBase"] +git-tree-sha1 = "7d5ddeee97e1bdcc848f1397cbc3d03bd57f33e7" uuid = "50262376-6c5a-4cf5-baba-aaf4f84d72d7" -version = "1.5.0" +version = "1.8.0" [[deps.OrdinaryDiffEqDifferentiation]] deps = ["ADTypes", "ArrayInterface", "ConcreteStructs", "ConstructionBase", "DiffEqBase", "DifferentiationInterface", "FastBroadcast", "FiniteDiff", "ForwardDiff", "FunctionWrappersWrappers", "LinearAlgebra", "LinearSolve", "OrdinaryDiffEqCore", "SciMLBase", "SciMLOperators", "SparseArrays", "SparseMatrixColorings", "StaticArrayInterface", "StaticArrays"] -git-tree-sha1 = "382a4bf7795eee0298221c37099db770be524bab" +git-tree-sha1 = "4c270747152db513dd80bfd5f2f9df48befff28a" uuid = "4302a76b-040a-498a-8c04-15b101fed76b" -version = "1.10.1" +version = "1.14.0" [[deps.OrdinaryDiffEqExplicitRK]] -deps = ["DiffEqBase", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "RecursiveArrayTools", "Reexport", "TruncatedStacktraces"] -git-tree-sha1 = "4dbce3f9e6974567082ce5176e21aab0224a69e9" +deps = ["DiffEqBase", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "RecursiveArrayTools", "Reexport", "SciMLBase", "TruncatedStacktraces"] +git-tree-sha1 = "4c0633f587395d7aaec0679dc649eb03fcc74e73" uuid = "9286f039-9fbf-40e8-bf65-aa933bdc4db0" -version = "1.1.0" +version = "1.4.0" [[deps.OrdinaryDiffEqExponentialRK]] deps = ["ADTypes", "DiffEqBase", "ExponentialUtilities", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "RecursiveArrayTools", "Reexport", "SciMLBase"] -git-tree-sha1 = "585f73f10a1b444654d739853a9328d1bb7fce6b" +git-tree-sha1 = "3b81416ff11e55ea0ae7b449efc818256d9d450b" uuid = "e0540318-69ee-4070-8777-9e2de6de23de" -version = "1.5.0" +version = "1.8.0" [[deps.OrdinaryDiffEqExtrapolation]] -deps = ["ADTypes", "DiffEqBase", "FastBroadcast", "FastPower", "LinearSolve", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "Polyester", "RecursiveArrayTools", "Reexport"] -git-tree-sha1 = "80a636aac325c546b04e3bf20f0c80eaa0173dd4" +deps = ["ADTypes", "DiffEqBase", "FastBroadcast", "FastPower", "LinearSolve", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "Polyester", "RecursiveArrayTools", "Reexport", "SciMLBase"] +git-tree-sha1 = "ee2cba2533e9faf71b09a319a910d4886931e7a6" uuid = "becaefa8-8ca2-5cf9-886d-c06f3d2bd2c4" -version = "1.5.0" +version = "1.8.0" [[deps.OrdinaryDiffEqFIRK]] deps = ["ADTypes", "DiffEqBase", "FastBroadcast", "FastGaussQuadrature", "FastPower", "LinearAlgebra", "LinearSolve", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "OrdinaryDiffEqNonlinearSolve", "Polyester", "RecursiveArrayTools", "Reexport", "SciMLBase", "SciMLOperators"] -git-tree-sha1 = "d7cbd84ba96a91e765fc20d2c3b3b1702c15eeed" +git-tree-sha1 = "b968d66de3de5ffcf18544bc202ca792bad20710" uuid = "5960d6e9-dd7a-4743-88e7-cf307b64f125" -version = "1.13.0" +version = "1.16.0" [[deps.OrdinaryDiffEqFeagin]] -deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "RecursiveArrayTools", "Reexport", "Static"] -git-tree-sha1 = "a7cc74d3433db98e59dc3d58bc28174c6c290adf" +deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "RecursiveArrayTools", "Reexport", "SciMLBase", "Static"] +git-tree-sha1 = "815b54211201ec42b8829e0275ab3c9632d16cbe" uuid = "101fe9f7-ebb6-4678-b671-3a81e7194747" -version = "1.1.0" +version = "1.4.0" [[deps.OrdinaryDiffEqFunctionMap]] deps = ["DiffEqBase", 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-git-tree-sha1 = "f2e7decd8b8b92a13e9d48f87780fdfecbc85708" +deps = ["ADTypes", "DiffEqBase", "FastBroadcast", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "OrdinaryDiffEqNonlinearSolve", "Reexport", "SciMLBase"] +git-tree-sha1 = "a5dcd75959dada0005b1707a5ca9359faa1734ba" uuid = "9f002381-b378-40b7-97a6-27a27c83f129" -version = "1.4.0" +version = "1.7.0" [[deps.OrdinaryDiffEqLinear]] deps = ["DiffEqBase", "ExponentialUtilities", "LinearAlgebra", "OrdinaryDiffEqCore", "RecursiveArrayTools", "Reexport", "SciMLBase", "SciMLOperators"] -git-tree-sha1 = "940cef72ec8799d869ff1ba3dcf47cf7758e51cf" +git-tree-sha1 = "925fc0136e8128fd19abf126e9358ec1f997390f" uuid = "521117fe-8c41-49f8-b3b6-30780b3f0fb5" -version = "1.3.0" +version = "1.6.0" [[deps.OrdinaryDiffEqLowOrderRK]] deps = ["DiffEqBase", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "RecursiveArrayTools", "Reexport", "SciMLBase", "Static"] -git-tree-sha1 = "2b7a3ef765c5e3e9d8eee6031da143a0b1c0805c" 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["ADTypes", "DiffEqBase", "FastBroadcast", "LinearAlgebra", "MacroTools", "MuladdMacro", "OrdinaryDiffEqCore", "OrdinaryDiffEqDifferentiation", "OrdinaryDiffEqNonlinearSolve", "RecursiveArrayTools", "Reexport", "SciMLBase", "TruncatedStacktraces"] -git-tree-sha1 = "62327171ae40737b7874d4bdf70e0a213d60086a" +git-tree-sha1 = "20caa72c004414435fb5769fadb711e96ed5bcd4" uuid = "2d112036-d095-4a1e-ab9a-08536f3ecdbf" -version = "1.4.0" +version = "1.7.0" [[deps.OrdinaryDiffEqSSPRK]] -deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "Static", "StaticArrays"] -git-tree-sha1 = "651756c030df7a1d49ad484288937f8c398e8a08" +deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "SciMLBase", "Static", "StaticArrays"] +git-tree-sha1 = "af955c61407631d281dd4c2e8331cdfea1af49be" uuid = 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["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "RecursiveArrayTools", "Reexport", "SciMLBase", "StaticArrays"] +git-tree-sha1 = "7e94d3d1b3528b4bcf9e0248198ee0a2fd65a697" uuid = "358294b1-0aab-51c3-aafe-ad5ab194a2ad" -version = "1.2.0" +version = "1.4.0" [[deps.OrdinaryDiffEqSymplecticRK]] -deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "RecursiveArrayTools", "Reexport"] -git-tree-sha1 = "0d3e0527149d7ece68850c51de67e99bc4477b1b" +deps = ["DiffEqBase", "FastBroadcast", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "RecursiveArrayTools", "Reexport", "SciMLBase"] +git-tree-sha1 = "e8dd5ab225287947016dc144a5ded1fb83885638" uuid = "fa646aed-7ef9-47eb-84c4-9443fc8cbfa8" -version = "1.4.0" +version = "1.7.0" [[deps.OrdinaryDiffEqTsit5]] -deps = ["DiffEqBase", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "Static", "TruncatedStacktraces"] -git-tree-sha1 = "d0b069075f4a5e54b29e412419e5a733a83e6240" +deps = ["DiffEqBase", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "SciMLBase", "Static", "TruncatedStacktraces"] +git-tree-sha1 = "778c7d379265f17f40dbe9aaa6f6a2a08bc7fa3e" uuid = "b1df2697-797e-41e3-8120-5422d3b24e4a" -version = "1.2.0" +version = "1.5.0" [[deps.OrdinaryDiffEqVerner]] -deps = ["DiffEqBase", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "Static", "TruncatedStacktraces"] -git-tree-sha1 = "91f0a004785791c8c538d34a67c19cf3f7776e85" +deps = ["DiffEqBase", "FastBroadcast", "LinearAlgebra", "MuladdMacro", "OrdinaryDiffEqCore", "Polyester", "PrecompileTools", "Preferences", "RecursiveArrayTools", "Reexport", "SciMLBase", "Static", "TruncatedStacktraces"] +git-tree-sha1 = "185578fa7c38119d4318326f9375f1cba0f0ce53" uuid = "79d7bb75-1356-48c1-b8c0-6832512096c2" -version = "1.3.0" +version = "1.6.0" [[deps.PCRE2_jll]] deps = ["Artifacts", "Libdl"] @@ -2738,9 +2810,9 @@ version = "1.4.3" [[deps.Plots]] deps = ["Base64", "Contour", "Dates", "Downloads", "FFMPEG", "FixedPointNumbers", "GR", "JLFzf", "JSON", "LaTeXStrings", "Latexify", "LinearAlgebra", "Measures", "NaNMath", "Pkg", "PlotThemes", "PlotUtils", "PrecompileTools", "Printf", "REPL", "Random", "RecipesBase", "RecipesPipeline", "Reexport", "RelocatableFolders", "Requires", "Scratch", "Showoff", "SparseArrays", "Statistics", "StatsBase", "TOML", "UUIDs", "UnicodeFun", "UnitfulLatexify", "Unzip"] -git-tree-sha1 = "3db9167c618b290a05d4345ca70de6d95304a32a" +git-tree-sha1 = "9a9216c0cf706cb2cc58fd194878180e3e51e8c0" uuid = "91a5bcdd-55d7-5caf-9e0b-520d859cae80" -version = "1.40.17" +version = "1.40.18" [deps.Plots.extensions] FileIOExt = "FileIO" @@ -2758,9 +2830,9 @@ version = "1.40.17" [[deps.PoissonRandom]] deps = ["LogExpFunctions", "Random"] -git-tree-sha1 = "bb178012780b34046c6d1600a315d8dbee89d83d" +git-tree-sha1 = "c1ea45aa9f209fe97192afa233907bc4e551c8aa" uuid = "e409e4f3-bfea-5376-8464-e040bb5c01ab" -version = "0.4.5" +version = "0.4.6" [[deps.Polyester]] deps = ["ArrayInterface", "BitTwiddlingConvenienceFunctions", "CPUSummary", "IfElse", "ManualMemory", "PolyesterWeave", "Static", "StaticArrayInterface", "StrideArraysCore", "ThreadingUtilities"] @@ -2787,13 +2859,14 @@ uuid = "85a6dd25-e78a-55b7-8502-1745935b8125" version = "0.2.4" [[deps.PreallocationTools]] -deps = ["Adapt", "ArrayInterface", "ForwardDiff"] -git-tree-sha1 = "2cc315bb7f6e4d59081bad744cdb911d6374fc7f" +deps = ["Adapt", "ArrayInterface", "PrecompileTools"] +git-tree-sha1 = "520070df581845686c8c488b6dadce6b2c316856" uuid = "d236fae5-4411-538c-8e31-a6e3d9e00b46" -version = "0.4.29" -weakdeps = ["ReverseDiff", "SparseConnectivityTracer"] +version = "0.4.32" +weakdeps = ["ForwardDiff", "ReverseDiff", "SparseConnectivityTracer"] [deps.PreallocationTools.extensions] + PreallocationToolsForwardDiffExt = "ForwardDiff" PreallocationToolsReverseDiffExt = "ReverseDiff" PreallocationToolsSparseConnectivityTracerExt = "SparseConnectivityTracer" @@ -2805,9 +2878,9 @@ version = "1.2.1" [[deps.Preferences]] deps = ["TOML"] -git-tree-sha1 = "9306f6085165d270f7e3db02af26a400d580f5c6" +git-tree-sha1 = "0f27480397253da18fe2c12a4ba4eb9eb208bf3d" uuid = "21216c6a-2e73-6563-6e65-726566657250" -version = "1.4.3" +version = "1.5.0" [[deps.PrettyPrint]] git-tree-sha1 = "632eb4abab3449ab30c5e1afaa874f0b98b586e4" @@ -2944,10 +3017,10 @@ uuid = "01d81517-befc-4cb6-b9ec-a95719d0359c" version = "0.6.12" [[deps.RecursiveArrayTools]] -deps = ["Adapt", "ArrayInterface", "DocStringExtensions", "GPUArraysCore", "IteratorInterfaceExtensions", "LinearAlgebra", "RecipesBase", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"] -git-tree-sha1 = "f8726bd5a8b7f5f5d3f6c0ce4793454a599b5243" +deps = ["Adapt", "ArrayInterface", "DocStringExtensions", "GPUArraysCore", "LinearAlgebra", "RecipesBase", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface"] +git-tree-sha1 = "96bef5b9ac123fff1b379acf0303cf914aaabdfd" uuid = "731186ca-8d62-57ce-b412-fbd966d074cd" -version = "3.36.0" +version = "3.37.1" [deps.RecursiveArrayTools.extensions] RecursiveArrayToolsFastBroadcastExt = "FastBroadcast" @@ -2958,6 +3031,7 @@ version = "3.36.0" RecursiveArrayToolsReverseDiffExt = ["ReverseDiff", "Zygote"] RecursiveArrayToolsSparseArraysExt = ["SparseArrays"] RecursiveArrayToolsStructArraysExt = "StructArrays" + RecursiveArrayToolsTablesExt = ["Tables"] RecursiveArrayToolsTrackerExt = "Tracker" RecursiveArrayToolsZygoteExt = "Zygote" @@ -2970,6 +3044,7 @@ version = "3.36.0" ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267" SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf" StructArrays = "09ab397b-f2b6-538f-b94a-2f83cf4a842a" + Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c" Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c" Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" @@ -3051,15 +3126,15 @@ version = "0.1.0" [[deps.SSMProblems]] deps = ["AbstractMCMC", "Distributions", "Random"] -git-tree-sha1 = "4fedd69d5a5392cfed4edc647972de5b5b25a90a" +git-tree-sha1 = "b00814e67e8aacda2073865a3832e6cc378ea504" uuid = "26aad666-b158-4e64-9d35-0e672562fa48" -version = "0.5.0" +version = "0.5.1" [[deps.SciMLBase]] -deps = ["ADTypes", "Accessors", "Adapt", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "Moshi", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "SciMLStructures", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface"] -git-tree-sha1 = "1c7fd50df465f0684f04f3a63736eac01999c659" +deps = ["ADTypes", "Accessors", "Adapt", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "Moshi", "PreallocationTools", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "SciMLStructures", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface"] +git-tree-sha1 = "4398bda451c3c7aaca91a8077bcba227fe236d72" uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462" -version = "2.107.0" +version = "2.111.1" [deps.SciMLBase.extensions] SciMLBaseChainRulesCoreExt = "ChainRulesCore" @@ -3090,9 +3165,9 @@ version = "0.1.8" [[deps.SciMLOperators]] deps = ["Accessors", "ArrayInterface", "DocStringExtensions", "LinearAlgebra", "MacroTools"] -git-tree-sha1 = "7d3a1519dc4d433a6b20035eaff20bde8be77c66" +git-tree-sha1 = "aea915a39b547c48a18ee041120db1ae8df5a691" uuid = "c0aeaf25-5076-4817-a8d5-81caf7dfa961" -version = "1.4.0" +version = "1.5.0" weakdeps = ["SparseArrays", "StaticArraysCore"] [deps.SciMLOperators.extensions] @@ -3101,9 +3176,9 @@ weakdeps = ["SparseArrays", "StaticArraysCore"] [[deps.SciMLSensitivity]] deps = ["ADTypes", "Accessors", "Adapt", "ArrayInterface", "ChainRulesCore", "DiffEqBase", "DiffEqCallbacks", "DiffEqNoiseProcess", "Distributions", "Enzyme", "FastBroadcast", "FiniteDiff", "ForwardDiff", "FunctionProperties", "FunctionWrappersWrappers", "Functors", "GPUArraysCore", "LinearAlgebra", "LinearSolve", "Markdown", "OrdinaryDiffEqCore", "PreallocationTools", "QuadGK", "Random", "RandomNumbers", "RecursiveArrayTools", "Reexport", "ReverseDiff", "SciMLBase", "SciMLJacobianOperators", "SciMLStructures", "StaticArrays", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tracker", "Zygote"] -git-tree-sha1 = "a5d3e3ccedbce9c0c07b4ffa60787b58bdc6d360" +git-tree-sha1 = "e1b5f9b3be1452591c40a88de9efb265ebe76030" uuid = "1ed8b502-d754-442c-8d5d-10ac956f44a1" -version = "7.88.0" +version = "7.89.0" weakdeps = ["Mooncake"] [deps.SciMLSensitivity.extensions] @@ -3189,9 +3264,9 @@ weakdeps = ["ChainRulesCore", "DiffEqBase", "ReverseDiff", "Tracker"] [[deps.SimpleTraits]] deps = ["InteractiveUtils", "MacroTools"] -git-tree-sha1 = "5d7e3f4e11935503d3ecaf7186eac40602e7d231" +git-tree-sha1 = "be8eeac05ec97d379347584fa9fe2f5f76795bcb" uuid = "699a6c99-e7fa-54fc-8d76-47d257e15c1d" -version = "0.9.4" +version = "0.9.5" [[deps.SimpleUnPack]] git-tree-sha1 = "58e6353e72cde29b90a69527e56df1b5c3d8c437" @@ -3204,9 +3279,9 @@ version = "1.11.0" [[deps.SortingAlgorithms]] deps = ["DataStructures"] -git-tree-sha1 = "66e0a8e672a0bdfca2c3f5937efb8538b9ddc085" +git-tree-sha1 = "64d974c2e6fdf07f8155b5b2ca2ffa9069b608d9" uuid = "a2af1166-a08f-5f64-846c-94a0d3cef48c" -version = "1.2.1" +version = "1.2.2" [[deps.SparseArrays]] deps = ["Libdl", "LinearAlgebra", "Random", "Serialization", "SuiteSparse_jll"] @@ -3344,9 +3419,9 @@ weakdeps = ["ChainRulesCore", "InverseFunctions"] [[deps.StatsModels]] deps = ["DataAPI", "DataStructures", "LinearAlgebra", "Printf", "REPL", "ShiftedArrays", "SparseArrays", "StatsAPI", "StatsBase", "StatsFuns", "Tables"] -git-tree-sha1 = "9022bcaa2fc1d484f1326eaa4db8db543ca8c66d" +git-tree-sha1 = "728d276a5adc2f1cbb800eec4b63d0a8221024b4" uuid = "3eaba693-59b7-5ba5-a881-562e759f1c8d" -version = "0.7.4" +version = "0.7.5" [[deps.StatsPlots]] deps = ["AbstractFFTs", "Clustering", "DataStructures", "Distributions", "Interpolations", "KernelDensity", "LinearAlgebra", "MultivariateStats", "NaNMath", "Observables", "Plots", "RecipesBase", "RecipesPipeline", "Reexport", "StatsBase", "TableOperations", "Tables", "Widgets"] @@ -3443,10 +3518,14 @@ uuid = "fb77eaff-e24c-56d4-86b1-d163f2edb164" version = "5.2.3+0" [[deps.SymbolicIndexingInterface]] -deps = ["Accessors", "ArrayInterface", "PrettyTables", "RuntimeGeneratedFunctions", "StaticArraysCore"] -git-tree-sha1 = "59ca6eddaaa9849e7de9fd1153b6faf0b1db7b80" +deps = ["Accessors", "ArrayInterface", "RuntimeGeneratedFunctions", "StaticArraysCore"] +git-tree-sha1 = "93104ca226670c0cb92ba8bc6998852ad55a2d4c" uuid = "2efcf032-c050-4f8e-a9bb-153293bab1f5" -version = "0.3.42" +version = "0.3.43" +weakdeps = ["PrettyTables"] + + [deps.SymbolicIndexingInterface.extensions] + SymbolicIndexingInterfacePrettyTablesExt = "PrettyTables" [[deps.TOML]] deps = ["Dates"] @@ -3601,9 +3680,9 @@ version = "1.6.0" [[deps.Turing]] deps = ["ADTypes", "AbstractMCMC", "AbstractPPL", "Accessors", "AdvancedHMC", "AdvancedMH", "AdvancedPS", "AdvancedVI", "BangBang", "Bijectors", "Compat", "DataStructures", "Distributions", "DistributionsAD", "DocStringExtensions", "DynamicPPL", "EllipticalSliceSampling", "ForwardDiff", "Libtask", "LinearAlgebra", "LogDensityProblems", "MCMCChains", "NamedArrays", "Optimization", "OptimizationOptimJL", "OrderedCollections", "Printf", "Random", "Reexport", "SciMLBase", "SpecialFunctions", "Statistics", "StatsAPI", "StatsBase", "StatsFuns"] -git-tree-sha1 = "3fd5118fd33c708bec35d892f86a5455e9402d66" +git-tree-sha1 = "58ad6cfe65311dc4ddc0e13e6747f3fad26f1034" uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0" -version = "0.39.9" +version = "0.39.10" weakdeps = ["DynamicHMC", "Optim"] [deps.Turing.extensions] @@ -3918,6 +3997,12 @@ git-tree-sha1 = "b6a34e0e0960190ac2a4363a1bd003504772d631" uuid = "214eeab7-80f7-51ab-84ad-2988db7cef09" version = "0.61.1+0" +[[deps.libaec_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "f5733a5a9047722470b95a81e1b172383971105c" +uuid = "477f73a3-ac25-53e9-8cc3-50b2fa2566f0" +version = "1.1.3+0" + [[deps.libaom_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl"] git-tree-sha1 = "4bba74fa59ab0755167ad24f98800fe5d727175b" diff --git a/_quarto.yml b/_quarto.yml index 9bab2644c..47ff5ae17 100644 --- a/_quarto.yml +++ b/_quarto.yml @@ -72,6 +72,7 @@ website: collapse-level: 1 contents: - usage/automatic-differentiation/index.qmd + - usage/stochastic-gradient-samplers/index.qmd - usage/submodels/index.qmd - usage/custom-distribution/index.qmd - usage/probability-interface/index.qmd diff --git a/usage/stochastic-gradient-samplers/index.qmd b/usage/stochastic-gradient-samplers/index.qmd new file mode 100644 index 000000000..2b018c8ea --- /dev/null +++ b/usage/stochastic-gradient-samplers/index.qmd @@ -0,0 +1,235 @@ +--- +title: Stochastic Gradient Samplers +engine: julia +--- + +```{julia} +#| echo: false +#| output: false +using Pkg; +Pkg.instantiate(); +``` + +Turing.jl provides stochastic gradient-based MCMC samplers: **Stochastic Gradient Langevin Dynamics (SGLD)** and **Stochastic Gradient Hamiltonian Monte Carlo (SGHMC)**. + +## Current Capabilities + +The current implementation in Turing.jl is primarily useful for: +- **Research purposes**: Studying stochastic gradient MCMC methods +- **Streaming data**: When data arrives continuously +- **Experimental applications**: Testing stochastic sampling approaches + +**Important**: The current implementation computes full gradients with added stochastic noise rather than true mini-batch stochastic gradients. This means these samplers don't currently provide the computational benefits typically associated with stochastic gradient methods for large datasets. They require very careful hyperparameter tuning and often perform slower than standard samplers like HMC or NUTS for most practical applications. + +## Setup + +```{julia} +using Turing +using Distributions +using StatsPlots +using Random +using LinearAlgebra + +Random.seed!(123) + +# Disable progress bars for cleaner output +Turing.setprogress!(false) +``` + +## SGLD (Stochastic Gradient Langevin Dynamics) + +SGLD adds properly scaled noise to gradient descent steps to enable MCMC sampling. The key insight is that the right amount of noise transforms optimization into sampling from the posterior distribution. + +Let's start with a simple Gaussian model: + +```{julia} +# Generate synthetic data +true_μ = 2.0 +true_σ = 1.5 +N = 100 +data = rand(Normal(true_μ, true_σ), N) + +# Define a simple Gaussian model +@model function gaussian_model(x) + μ ~ Normal(0, 10) + σ ~ truncated(Normal(0, 5); lower=0) + + for i in 1:length(x) + x[i] ~ Normal(μ, σ) + end +end + +model = gaussian_model(data) +``` + +SGLD requires very small step sizes to ensure stability. We use a `PolynomialStepsize` that decreases over time. Note: Currently, `PolynomialStepsize` is the primary stepsize schedule available in Turing for SGLD: + +```{julia} +# SGLD with polynomial stepsize schedule +# stepsize(t) = a / (b + t)^γ +sgld_stepsize = Turing.PolynomialStepsize(0.0001, 10000, 0.55) +chain_sgld = sample(model, SGLD(stepsize=sgld_stepsize), 5000) + +summarystats(chain_sgld) +``` + + +```{julia} +plot(chain_sgld) +``` + +## SGHMC (Stochastic Gradient Hamiltonian Monte Carlo) + +SGHMC extends HMC to the stochastic gradient setting by incorporating friction to counteract the noise from stochastic gradients: + +```{julia} +# SGHMC with very small learning rate +chain_sghmc = sample(model, SGHMC(learning_rate=0.00001, momentum_decay=0.1), 5000) + +summarystats(chain_sghmc) +``` + +```{julia} +plot(chain_sghmc) +``` + +## Comparison with Standard HMC + +For comparison, let's sample the same model using standard HMC: + +```{julia} +chain_hmc = sample(model, HMC(0.01, 10), 1000) + +println("True values: μ = ", true_μ, ", σ = ", true_σ) +summarystats(chain_hmc) +``` + +Compare the trace plots to see how the different samplers explore the posterior: + +```{julia} +p1 = plot(chain_sgld[:μ], label="SGLD", title="μ parameter traces") +hline!([true_μ], label="True value", linestyle=:dash, color=:red) + +p2 = plot(chain_sghmc[:μ], label="SGHMC") +hline!([true_μ], label="True value", linestyle=:dash, color=:red) + +p3 = plot(chain_hmc[:μ], label="HMC") +hline!([true_μ], label="True value", linestyle=:dash, color=:red) + +plot(p1, p2, p3, layout=(3,1), size=(800,600)) +``` + +The comparison shows that: +- **SGLD** exhibits slower convergence and higher variance due to the injected noise, requiring longer chains to achieve stable estimates +- **SGHMC** shows slightly better mixing than SGLD due to the momentum term, but still requires careful tuning +- **HMC** converges quickly and efficiently explores the posterior, demonstrating why it's preferred for small to medium-sized problems + +## Bayesian Linear Regression Example + +Here's a more complex example using Bayesian linear regression: + +```{julia} +# Generate regression data +n_features = 3 +n_samples = 100 +X = randn(n_samples, n_features) +true_β = [0.5, -1.2, 2.1] +true_σ_noise = 0.3 +y = X * true_β + true_σ_noise * randn(n_samples) + +@model function linear_regression(X, y) + n_features = size(X, 2) + + # Priors + β ~ MvNormal(zeros(n_features), 3 * I) + σ ~ truncated(Normal(0, 1); lower=0) + + # Likelihood + y ~ MvNormal(X * β, σ^2 * I) +end + +lr_model = linear_regression(X, y) +``` + +Sample using the stochastic gradient methods: + +```{julia} +# Very conservative parameters for stability +sgld_lr_stepsize = Turing.PolynomialStepsize(0.00005, 10000, 0.55) +chain_lr_sgld = sample(lr_model, SGLD(stepsize=sgld_lr_stepsize), 5000) + +chain_lr_sghmc = sample(lr_model, SGHMC(learning_rate=0.00005, momentum_decay=0.1), 5000) + +chain_lr_hmc = sample(lr_model, HMC(0.01, 10), 1000) +``` + +Compare the results to evaluate the performance of stochastic gradient samplers on a more complex model: + +```{julia} +println("True β values: ", true_β) +println("True σ value: ", true_σ_noise) +println() + +println("SGLD estimates:") +summarystats(chain_lr_sgld) +``` + +The linear regression example demonstrates that stochastic gradient samplers can recover the true parameters, but: +- They require significantly longer chains (5000 vs 1000 for HMC) +- The estimates may have higher variance +- Convergence diagnostics should be carefully examined before trusting the results + +## Automatic Differentiation Backends + +Both samplers support different AD backends. For more information about automatic differentiation in Turing, see the [Automatic Differentiation](../automatic-differentiation/) documentation. + +```{julia} +using ADTypes + +# ForwardDiff (default) - good for few parameters +sgld_forward = SGLD(stepsize=sgld_stepsize, adtype=AutoForwardDiff()) + +# ReverseDiff - better for many parameters +sgld_reverse = SGLD(stepsize=sgld_stepsize, adtype=AutoReverseDiff()) + +# Zygote - good for complex models +sgld_zygote = SGLD(stepsize=sgld_stepsize, adtype=AutoZygote()) +``` + +## Best Practices and Recommendations + +### When to Consider Stochastic Gradient Samplers + +- **Streaming data**: When data arrives continuously and you need online inference +- **Research**: For studying stochastic gradient MCMC methods +- **Educational purposes**: For understanding stochastic gradient MCMC algorithms + +### Critical Hyperparameters + +**For SGLD:** +- Use `PolynomialStepsize` with very small initial values (≤ 0.0001) +- Larger `b` values in `PolynomialStepsize(a, b, γ)` provide more stability +- The stepsize decreases as `a / (b + t)^γ` + +**For SGHMC:** +- Use extremely small learning rates (≤ 0.00001) +- Momentum decay (friction) typically between 0.1-0.5 +- Higher momentum decay improves stability but slows convergence + +### Current Limitations + +1. **No mini-batching**: Full gradients are computed despite "stochastic" name +2. **Hyperparameter sensitivity**: Requires extensive tuning +3. **Computational overhead**: Often slower than HMC/NUTS for small-medium datasets +4. **Convergence**: Typically requires longer chains + +### General Recommendations + +- **Start conservatively**: Use very small step sizes initially +- **Monitor convergence**: Check trace plots and diagnostics carefully +- **Compare with HMC/NUTS**: Validate results when possible +- **Consider alternatives**: For most applications, HMC or NUTS will be more efficient + +## Summary + +Stochastic gradient samplers in Turing.jl provide an interface to gradient-based MCMC methods with added stochasticity. While designed for large-scale problems, the current implementation uses full gradients, making them primarily useful for research or specialized applications. For most practical Bayesian inference tasks, standard samplers like HMC or NUTS will be more efficient and easier to tune. \ No newline at end of file