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Partial fix for #2095 #2096

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Merged
merged 8 commits into from
Mar 4, 2024
Merged

Partial fix for #2095 #2096

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ae14890
use immutable link in the initialstep for HMC
torfjelde Oct 3, 2023
ed03952
bump patch version
torfjelde Oct 3, 2023
9423bf3
added test
torfjelde Oct 3, 2023
6c6f3ea
Merge branch 'master' into torfjelde/lkj-fix
torfjelde Oct 7, 2023
b8d5f73
Merge branch 'master' into torfjelde/lkj-fix
torfjelde Oct 20, 2023
e3cf4eb
Merge branch 'master' into torfjelde/lkj-fix
yebai Dec 7, 2023
9131821
Merge branch 'master' into torfjelde/lkj-fix
yebai Feb 26, 2024
0aa9b8a
Update hmc.jl
yebai Feb 26, 2024
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4 changes: 2 additions & 2 deletions src/mcmc/hmc.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -131,13 +131,13 @@ function DynamicPPL.initialstep(
rng::AbstractRNG,
model::AbstractModel,
spl::Sampler{<:Hamiltonian},
vi::AbstractVarInfo;
vi_original::AbstractVarInfo;
initial_params=nothing,
nadapts=0,
kwargs...
)
# Transform the samples to unconstrained space and compute the joint log probability.
vi = link!!(vi, spl, model)
vi = DynamicPPL.link(vi_original, spl, model)

# Extract parameters.
theta = vi[spl]
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11 changes: 11 additions & 0 deletions test/mcmc/hmc.jl
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Expand Up @@ -246,4 +246,15 @@
sample(demo_warn_initial_params(), NUTS(; adtype=adbackend), 5)
end
end

@turing_testset "(partially) issue: #2095" begin
@model function vector_of_dirichlet(::Type{TV}=Vector{Float64}) where {TV}
xs = Vector{TV}(undef, 2)
xs[1] ~ Dirichlet(ones(5))
xs[2] ~ Dirichlet(ones(5))
end
model = vector_of_dirichlet()
chain = sample(model, NUTS(), 1000)
@test mean(Array(chain)) ≈ 0.2
end
end