Merge branch 'master' into torfjelde/abstractmcmc-initial-step-fix

Project.toml

@@ -1,6 +1,6 @@
 name = "AdvancedHMC"
 uuid = "0bf59076-c3b1-5ca4-86bd-e02cd72cde3d"
-version = "0.6.3"
+version = "0.6.4"
 
 [deps]
 AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"

src/AdvancedHMC.jl

@@ -92,14 +92,11 @@ MassMatrixAdaptor(m::DiagEuclideanMetric{T}) where {T} =
 MassMatrixAdaptor(m::DenseEuclideanMetric{T}) where {T} =
     WelfordCov{T}(size(m); cov = copy(m.M⁻¹))
 
-MassMatrixAdaptor(m::Type{TM}, sz::Tuple{Vararg{Int}} = (2,)) where {TM<:AbstractMetric} =
-    MassMatrixAdaptor(Float64, m, sz)
-
-MassMatrixAdaptor(
-    ::Type{T},
-    ::Type{TM},
-    sz::Tuple{Vararg{Int}} = (2,),
-) where {T,TM<:AbstractMetric} = MassMatrixAdaptor(TM(T, sz))
+MassMatrixAdaptor(::Type{TM}, sz::Dims = (2,)) where {TM<:AbstractMetric} =
+    MassMatrixAdaptor(Float64, TM, sz)
+
+MassMatrixAdaptor(::Type{T}, ::Type{TM}, sz::Dims = (2,)) where {T,TM<:AbstractMetric} =
+    MassMatrixAdaptor(TM(T, sz))
 
 # Deprecations
 

src/abstractmcmc.jl

@@ -311,11 +311,12 @@ function make_initial_params(
     initial_params,
 )
     T = sampler_eltype(spl)
-    if initial_params == nothing
+    if initial_params === nothing
         d = LogDensityProblems.dimension(logdensity)
-        initial_params = randn(rng, d)
+        return randn(rng, T, d)
+    else
+        return T.(initial_params)
     end
-    return T.(initial_params)
 end
 
 #########
@@ -345,10 +346,10 @@ end
 function make_step_size(
     rng::Random.AbstractRNG,
     integrator::AbstractIntegrator,
-    T::Type,
+    ::Type{T},
     hamiltonian::Hamiltonian,
     initial_params,
-)
+) where {T}
     if integrator.ϵ > 0
         ϵ = integrator.ϵ
     else
@@ -361,10 +362,10 @@ end
 function make_step_size(
     rng::Random.AbstractRNG,
     integrator::Symbol,
-    T::Type,
+    ::Type{T},
     hamiltonian::Hamiltonian,
     initial_params,
-)
+) where {T}
     ϵ = find_good_stepsize(rng, hamiltonian, initial_params)
     @info string("Found initial step size ", ϵ)
     return T(ϵ)
@@ -373,21 +374,33 @@ end
 make_integrator(spl::HMCSampler, ϵ::Real) = spl.κ.τ.integrator
 make_integrator(spl::AbstractHMCSampler, ϵ::Real) = make_integrator(spl.integrator, ϵ)
 make_integrator(i::AbstractIntegrator, ϵ::Real) = i
-make_integrator(i::Symbol, ϵ::Real) = make_integrator(Val(i), ϵ)
-make_integrator(@nospecialize(i), ::Real) = error("Integrator $i not supported.")
-make_integrator(i::Val{:leapfrog}, ϵ::Real) = Leapfrog(ϵ)
-make_integrator(i::Val{:jitteredleapfrog}, ϵ::T) where {T<:Real} =
-    JitteredLeapfrog(ϵ, T(0.1ϵ))
-make_integrator(i::Val{:temperedleapfrog}, ϵ::T) where {T<:Real} = TemperedLeapfrog(ϵ, T(1))
+function make_integrator(i::Symbol, ϵ::Real)
+    float_ϵ = AbstractFloat(ϵ)
+    if i === :leapfrog
+        return Leapfrog(float_ϵ)
+    elseif i === :jitteredleapfrog
+        return JitteredLeapfrog(float_ϵ, float_ϵ / 10)
+    elseif i === :temperedleapfrog
+        return TemperedLeapfrog(float_ϵ, oneunit(float_ϵ))
+    else
+        error("Integrator $i not supported.")
+    end
+end
 
 #########
 
-make_metric(@nospecialize(i), T::Type, d::Int) = error("Metric $(typeof(i)) not supported.")
-make_metric(i::Symbol, T::Type, d::Int) = make_metric(Val(i), T, d)
-make_metric(i::AbstractMetric, T::Type, d::Int) = i
-make_metric(i::Val{:diagonal}, T::Type, d::Int) = DiagEuclideanMetric(T, d)
-make_metric(i::Val{:unit}, T::Type, d::Int) = UnitEuclideanMetric(T, d)
-make_metric(i::Val{:dense}, T::Type, d::Int) = DenseEuclideanMetric(T, d)
+make_metric(i::AbstractMetric, ::Type, ::Int) = i
+function make_metric(i::Symbol, ::Type{T}, d::Int) where {T}
+    if i === :diagonal
+        return DiagEuclideanMetric(T, d)
+    elseif i === :unit
+        return UnitEuclideanMetric(T, d)
+    elseif i === :dense
+        return DenseEuclideanMetric(T, d)
+    else
+        error("Metric $i not supported.")
+    end
+end
 
 function make_metric(spl::AbstractHMCSampler, logdensity)
     d = LogDensityProblems.dimension(logdensity)

src/metric.jl

@@ -92,12 +92,6 @@ Base.size(e::DenseEuclideanMetric, dim...) = size(e._temp, dim...)
 Base.show(io::IO, dem::DenseEuclideanMetric) =
     print(io, "DenseEuclideanMetric(diag=$(_string_M⁻¹(dem.M⁻¹)))")
 
-# getname functions
-for T in (UnitEuclideanMetric, DiagEuclideanMetric, DenseEuclideanMetric)
-    @eval getname(::Type{<:$T}) = $T
-end
-getname(m::T) where {T<:AbstractMetric} = getname(T)
-
 # `rand` functions for `metric` types.
 
 function _rand(