Re-add almost all integration tests into DPPL test suite proper

Author: penelopeysm

test/ad.jl

@@ -25,4 +25,43 @@
             end
         end
     end
+
+    @testset "Turing#2151: ReverseDiff compilation & eltype(vi, spl)" begin
+        # Failing model
+        t = 1:0.05:8
+        σ = 0.3
+        y = @. rand(sin(t) + Normal(0, σ))
+        @model function state_space(y, TT, ::Type{T}=Float64) where {T}
+            # Priors 
+            α ~ Normal(y[1], 0.001)
+            τ ~ Exponential(1)
+            η ~ filldist(Normal(0, 1), TT - 1)
+            σ ~ Exponential(1)
+            # create latent variable
+            x = Vector{T}(undef, TT)
+            x[1] = α
+            for t in 2:TT
+                x[t] = x[t - 1] + η[t - 1] * τ
+            end
+            # measurement model
+            y ~ MvNormal(x, σ^2 * I)
+            return x
+        end
+        model = state_space(y, length(t))
+
+        # Dummy sampling algorithm for testing. The test case can only be replicated
+        # with a custom sampler, it doesn't work with SampleFromPrior(). We need to
+        # overload assume so that model evaluation doesn't fail due to a lack
+        # of implementation
+        struct MyAlg end
+        DynamicPPL.getspace(::DynamicPPL.Sampler{MyAlg}) = ()
+        DynamicPPL.assume(rng, ::DynamicPPL.Sampler{MyAlg}, dist, vn, vi) =
+            DynamicPPL.assume(dist, vn, vi)
+
+        # Compiling the ReverseDiff tape used to fail here
+        spl = Sampler(MyAlg())
+        vi = VarInfo(model)
+        ldf = DynamicPPL.LogDensityFunction(vi, model, SamplingContext(spl))
+        @test LogDensityProblemsAD.ADgradient(AutoReverseDiff(; compile=true), ldf) isa Any
+    end
 end

test/model.jl

@@ -55,50 +55,8 @@ is_typed_varinfo(varinfo::DynamicPPL.SimpleVarInfo{<:NamedTuple}) = true
         @test ljoint ≈ lp
 
         #### logprior, logjoint, loglikelihood for MCMC chains ####
-        for model in DynamicPPL.TestUtils.DEMO_MODELS # length(DynamicPPL.TestUtils.DEMO_MODELS)=12
-            var_info = VarInfo(model)
-            vns = DynamicPPL.TestUtils.varnames(model)
-            syms = unique(DynamicPPL.getsym.(vns))
-
-            # generate a chain of sample parameter values.
-            N = 200
-            vals_OrderedDict = mapreduce(hcat, 1:N) do _
-                rand(OrderedDict, model)
-            end
-            vals_mat = mapreduce(hcat, 1:N) do i
-                [vals_OrderedDict[i][vn] for vn in vns]
-            end
-            i = 1
-            for col in eachcol(vals_mat)
-                col_flattened = []
-                [push!(col_flattened, x...) for x in col]
-                if i == 1
-                    chain_mat = Matrix(reshape(col_flattened, 1, length(col_flattened)))
-                else
-                    chain_mat = vcat(
-                        chain_mat, reshape(col_flattened, 1, length(col_flattened))
-                    )
-                end
-                i += 1
-            end
-            chain_mat = convert(Matrix{Float64}, chain_mat)
-
-            # devise parameter names for chain
-            sample_values_vec = collect(values(vals_OrderedDict[1]))
-            symbol_names = []
-            chain_sym_map = Dict()
-            for k in 1:length(keys(var_info))
-                vn_parent = keys(var_info)[k]
-                sym = DynamicPPL.getsym(vn_parent)
-                vn_children = DynamicPPL.varname_leaves(vn_parent, sample_values_vec[k]) # `varname_leaves` defined in src/utils.jl
-                for vn_child in vn_children
-                    chain_sym_map[Symbol(vn_child)] = sym
-                    symbol_names = [symbol_names; Symbol(vn_child)]
-                end
-            end
-            chain = Chains(chain_mat, symbol_names)
-
-            # calculate the pointwise loglikelihoods for the whole chain using the newly written functions
+        for model in DynamicPPL.TestUtils.DEMO_MODELS
+            chain = make_chain_from_prior(model, 200)
             logpriors = logprior(model, chain)
             loglikelihoods = loglikelihood(model, chain)
             logjoints = logjoint(model, chain)
@@ -125,6 +83,19 @@ is_typed_varinfo(varinfo::DynamicPPL.SimpleVarInfo{<:NamedTuple}) = true
         end
     end
 
+    @testset "DynamicPPL#684: threadsafe evaluation with multiple types" begin
+        @model function multiple_types(x)
+            ns ~ filldist(Normal(0, 2.0), 3)
+            m ~ Uniform(0, 1)
+            return x ~ Normal(m, 1)
+        end
+        model = multiple_types(1)
+        chain = make_chain_from_prior(model, 10)
+        loglikelihood(model, chain)
+        logprior(model, chain)
+        logjoint(model, chain)
+    end
+
     @testset "rng" begin
         model = gdemo_default
 

test/model_utils.jl

@@ -0,0 +1,16 @@
+@testset "model_utils.jl" begin
+    @testset "value_iterator_from_chain" begin
+        @testset "$model" for model in DynamicPPL.TestUtils.DEMO_MODELS
+            chain = make_chain_from_prior(model, 10)
+            for (i, d) in enumerate(value_iterator_from_chain(model, chain))
+                for vn in keys(d)
+                    val = DynamicPPL.getvalue(d, vn)
+                    for vn_leaf in DynamicPPL.varname_leaves(vn, val)
+                        val_leaf = DynamicPPL.getvalue(d, vn_leaf)
+                        @test val_leaf == chain[i, Symbol(vn_leaf), 1]
+                    end
+                end
+            end
+        end
+    end
+end

test/runtests.jl

@@ -26,6 +26,7 @@ using Distributions
 using LinearAlgebra # Diagonal
 
 using Combinatorics: combinations
+using OrderedCollections: OrderedSet
 
 using DynamicPPL: getargs_dottilde, getargs_tilde, Selector
 
@@ -48,15 +49,10 @@ include("test_util.jl")
         include("context_implementations.jl")
         include("logdensityfunction.jl")
         include("linking.jl")
-
         include("threadsafe.jl")
-
         include("serialization.jl")
-
         include("pointwise_logdensities.jl")
-
         include("lkj.jl")
-
         include("debug_utils.jl")
     end
 

test/test_util.jl

@@ -43,40 +43,6 @@ function test_model_ad(model, logp_manual)
     @test back(1)[1] ≈ grad
 end
 
-"""
-    test_setval!(model, chain; sample_idx = 1, chain_idx = 1)
-
-Test `setval!` on `model` and `chain`.
-
-Worth noting that this only supports models containing symbols of the forms
-`m`, `m[1]`, `m[1, 2]`, not `m[1][1]`, etc.
-"""
-function test_setval!(model, chain; sample_idx=1, chain_idx=1)
-    var_info = VarInfo(model)
-    spl = SampleFromPrior()
-    θ_old = var_info[spl]
-    DynamicPPL.setval!(var_info, chain, sample_idx, chain_idx)
-    θ_new = var_info[spl]
-    @test θ_old != θ_new
-    vals = DynamicPPL.values_as(var_info, OrderedDict)
-    iters = map(DynamicPPL.varname_and_value_leaves, keys(vals), values(vals))
-    for (n, v) in mapreduce(collect, vcat, iters)
-        n = string(n)
-        if Symbol(n) ∉ keys(chain)
-            # Assume it's a group
-            chain_val = vec(
-                MCMCChains.group(chain, Symbol(n)).value[sample_idx, :, chain_idx]
-            )
-            v_true = vec(v)
-        else
-            chain_val = chain[sample_idx, n, chain_idx]
-            v_true = v
-        end
-
-        @test v_true == chain_val
-    end
-end
-
 """
     short_varinfo_name(vi::AbstractVarInfo)