v0.37.0

Turing v0.37.0

Diff since v0.36.3

Breaking changes

Gibbs constructors

0.37 removes the old Gibbs constructors deprecated in 0.36.

Remove Zygote support

Zygote is no longer officially supported as an automatic differentiation backend, and AutoZygote is no longer exported. You can continue to use Zygote by importing AutoZygote from ADTypes and it may well continue to work, but it is no longer tested and no effort will be expended to fix it if something breaks.

Mooncake is the recommended replacement for Zygote.

DynamicPPL 0.35

Turing.jl v0.37 uses DynamicPPL v0.35, which brings with it several breaking changes:

• The right hand side of .~ must from now on be a univariate distribution.
• Indexing VarInfo objects by samplers has been removed completely.
• The order in which nested submodel prefixes are applied has been reversed.
• The arguments for the constructor of LogDensityFunction have changed. LogDensityFunction also now satisfies the LogDensityProblems interface, without needing a wrapper object.

For more details about all of the above, see the changelog of DynamicPPL here.

Export list

Turing.jl's export list has been cleaned up a fair bit. This affects what is imported into your namespace when you do an unqualified using Turing. You may need to import things more explicitly than before.

• The DynamicPPL and AbstractMCMC modules are no longer exported. You will need to import DynamicPPL or using DynamicPPL: DynamicPPL (likewise AbstractMCMC) yourself, which in turn means that they have to be made available in your project environment.

• @logprob_str and @prob_str have been removed following a long deprecation period.

• We no longer re-export everything from Bijectors and Libtask. To get around this, add using Bijectors or using Libtask at the top of your script (but we recommend using more selective imports).

  • We no longer export Bijectors.ordered. If you were using ordered, even Bijectors does not (currently) export this. You will have to manually import it with using Bijectors: ordered.

On the other hand, we have added a few more exports:

• DynamicPPL.returned and DynamicPPL.prefix are exported (for use with submodels).
• LinearAlgebra.I is exported for convenience.

Merged pull requests:

• Clean up exports (#2474) (@penelopeysm)
• Release v0.37 (#2487) (@mhauru)
• Support for DynamicPPL v0.35 (#2488) (@mhauru)
• More fixes for DynamicPPL 0.35 (#2494) (@penelopeysm)
• CompatHelper: bump compat for AdvancedHMC to 0.7, (keep existing compat) (#2503) (@github-actions[bot])
• Remove Zygote (#2505) (@yebai)

Closed issues:

• Improper initial values when supports of the prior distribution are themselves random (#1270)
• Specify which variables to track (#1444)
• Calibration Example of Complex Model (#1516)
• Errors in Sampling When Parameter Bounds Depend on Parameters (#1558)
• Gibbs gives different sampling results with fixed rng (#1731)
• Performance regression for BernoulliLogit (#1934)
• Create a package extension for JuliaBUGS (#2104)
• Setup continuous benchmarking for Tuirng/DynamicPPL (#2238)
• Using @distributed to accelerate but getting wrong results (#2265)
• AD with Tracker.jl versus Zygote.jl and Mooncake.jl. For BNN. (#2454)
• Remove Zygote from tests and docs (#2504)