Issues when using Turing with DynamicHMC

Specific Domains Probabilistic programming
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1

Hi,

when I try to run the DynamicNUTS example from the documentation upon loading the libraries (and having installed current versions) the below issues occur:

Warning: Error requiring LogDensityProblems from Turing:
UndefVarError: AbstractLogDensityProblem not defined

as well as:

Warning: Error requiring DynamicHMC from Turing:
UndefVarError: NUTS_init_tune_mcmc not defined

This occured on two separate computers (both running windows 10) on a fresh install of julia.

Am I doing something wrong or did something break?

All the best and thanks,
Jakob

2

Tamas updated DynamicHMC a little while ago, and it broke Turing’s interface to it. I thought we had prevented these kinds of errors, though – could you print out the results of ] status so I can see the version of everything?

As a side note, Turing uses the excellent AdvancedHMC as it’s default HMC backend. It provides NUTS, HMCDA, and HMC samplers, which you can use via

chain = sample(model, HMC(0.01, 7), 1000)
chain = sample(model, NUTS(), 1000)
chain = sample(model, HMCDA(200, 0.65, 0.3), 1000)
3

Hi Cameron,

thanks for the quick reply.
I didn’t know about the AdvancedHMC stuff, I think that wasn’t there when I last looked at Turing. I’ll give it a shot right away :slight_smile:

Here’s the status print:

  [c52e3926] Atom v0.11.3
  [bbc10e6e] DynamicHMC v2.1.0        
  [e5e0dc1b] Juno v0.7.2
  [6fdf6af0] LogDensityProblems v0.9.1
  [ce6b1742] RDatasets v0.6.4
  [f3b207a7] StatsPlots v0.12.0
  [fce5fe82] Turing v0.7.2
  [e88e6eb3] Zygote v0.3.4

Best
Jakob

4

All changes to the DynamicHMC API follow SemVer; if there is one that didn’t please open an issue.

5

@Tamas_Papp would you be willing to have a look at the current inference implemented between Turing and DynamicHMC? I’m sure you will be much fast than anyone from the Turing team to figure out what has to be done.

https://github.com/TuringLang/Turing.jl/blob/master/src/contrib/inference/dynamichmc.jl

I think it would be great if we could continue supporting DynamicHMC as a backend.

6

See

https://github.com/TuringLang/Turing.jl/pull/960

but the Turing test suite seems to be broken, so I could not run all the tests. The DynamicHMC part works now.

3 Likes
7

Thanks a lot for the PR.