Fix for issue #1352 (#1357)

* transitions_from_chain now compatible with upstream updates

* transitions_from_chain compatible with MCMCChains v4

* removed dot from copy

* added test for predict with model containing multivariate variable

Author: torfjelde

src/inference/Inference.jl

@@ -753,13 +753,23 @@ function transitions_from_chain(
         md = vi.metadata
         for v in keys(md)
             for vn in md[v].vns
-                vn_symbol = Symbol(vn)
-                if vn_symbol ∈ c.name_map.parameters
-                    val = c[vn_symbol]
+                vn_sym = Symbol(vn)
+
+                # Cannot use `vn_sym` to index in the chain
+                # so we have to extract the corresponding "linear"
+                # indices and use those.
+                # `ks` is empty if `vn_sym` not in `c`.
+                ks = MCMCChains.namesingroup(c, vn_sym)
+
+                if !isempty(ks)
+                    # 1st dimension is of size 1 since `c`
+                    # only contains a single sample, and the
+                    # last dimension is of size 1 since
+                    # we're assuming we're working with a single chain.
+                    val = copy(vec(c[ks].value))
                     DynamicPPL.setval!(vi, val, vn)
                     DynamicPPL.settrans!(vi, false, vn)
                 else
-                    # delete so we can sample from prior
                     DynamicPPL.set_flag!(vi, vn, "del")
                 end
             end

test/inference/utilities.jl

@@ -11,6 +11,11 @@ using Random
         end
     end
 
+    @model function linear_reg_vec(x, y, σ = 0.1)
+        β ~ Normal(0, 1)
+        y ~ MvNormal(β .* x, σ)
+    end
+
     f(x) = 2 * x + 0.1 * randn()
 
     Δ = 0.1
@@ -28,4 +33,11 @@ using Random
     ys_pred = vec(mean(Array(group(predictions, :y)); dims = 1))
 
     @test sum(abs2, ys_test - ys_pred) ≤ 0.1
+
+    # Predict on two last indices for vectorized
+    m_lin_reg_test = linear_reg_vec(xs_test, missing);
+    predictions_vec = Turing.Inference.predict(m_lin_reg_test, chain_lin_reg)
+    ys_pred_vec = vec(mean(Array(group(predictions_vec, :y)); dims = 1))
+
+    @test sum(abs2, ys_test - ys_pred_vec) ≤ 0.1
 end