using Turing, Setfield
alg = NUTS(0.65)
@set! alg.max_depth = 4
ERROR: MethodError: Cannot `convert` an object of type Int64 to an object of type Symbol
Closest candidates are:
convert(::Type{T}, ::T) where T at essentials.jl:205
Symbol(::Any...) at strings/basic.jl:229
So overloading ConstructionBase.setproperties can do what I want. But I was not able get it right.