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Fix interface guide #1018

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Dec 9, 2019
Merged

Fix interface guide #1018

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13 changes: 5 additions & 8 deletions docs/src/using-turing/interface.md
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Original file line number Diff line number Diff line change
Expand Up @@ -100,9 +100,6 @@ Note that we only have to do this because we are not yet integrating the sampler
struct DensityModel{F<:Function} <: AbstractModel
ℓπ :: F
end

# Default density constructor.
DensityModel(π::Function, data::T) where T = DensityModel{VariateForm, ValueSupport, T}(π, data)
```

### Transition
Expand All @@ -118,7 +115,7 @@ struct Transition{T<:Union{Vector{<:Real}, <:Real}, L<:Real} <: AbstractTransiti
end

# Store the new draw and its log density.
Transition(model::M, θ::T) where {M<:DensityModel, T} = Transition(θ, ℓπ(model, θ))
Transition(model::DensityModel, θ) = Transition(θ, ℓπ(model, θ))
```

`Transition` can now store any type of parameter, whether it's a vector of draws from multiple parameters or a single univariate draw. We should also tell the interface what specific subtype of `AbstractTransition` we're going to use, so we can just define a new method on `transition_type`:
Expand Down Expand Up @@ -198,7 +195,7 @@ q(spl::MetropolisHastings, θ::Vector{<:Real}, θcond::Vector{<:Real}) = logpdf(
q(spl::MetropolisHastings, t1::Transition, t2::Transition) = q(spl, t1.θ, t2.θ)

# Calculate the density of the model given some parameterization.
ℓπ(model::DensityModel, θ::T) where T = model.ℓπ(θ)
ℓπ(model::DensityModel, θ) = model.ℓπ(θ)
ℓπ(model::DensityModel, t::Transition) = t.lp

# Define the other step function. Returns a Transition containing
Expand Down Expand Up @@ -235,13 +232,13 @@ The last piece in our puzzle is a `bundle_samples` function, which accepts a `Ve
# A basic chains constructor that works with the Transition struct we defined.
function bundle_samples(
rng::AbstractRNG,
ℓ::DensityModel,
ℓ::AbstractModel,
s::MetropolisHastings,
N::Integer,
ts::Vector{T};
ts::Vector{<:AbstractTransition};
param_names=missing,
kwargs...
) where {ModelType<:AbstractModel, T<:AbstractTransition}
)
# Turn all the transitions into a vector-of-vectors.
vals = copy(reduce(hcat,[vcat(t.θ, t.lp) for t in ts])')

Expand Down