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Add an option to the sample function to force using SimpleVarInfo. #2213

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yebai opened this issue May 1, 2024 · 0 comments
Open

Add an option to the sample function to force using SimpleVarInfo. #2213

yebai opened this issue May 1, 2024 · 0 comments

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@yebai
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yebai commented May 1, 2024

Turing, by default, uses VarInfo for sampling. There are a growing number of cases where we want to use SimpleVarInfo, e.g.

compintell/Tapir.jl#95 (comment)

At the moment, one has to hack into the internals to do this. Let's add an option to force using SimpleVarInfo tracing type by passing an additional argument to the sample function.

In addition, let's also allow users to pass adtype to the sample(; adtype=AutoForwardDiff), which would override Turing's default choice of adtype but still takes low precedence over inference algorithms' own autodiff choice via, e.g., NUTS(;adtype=AutoReverseDiff).

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