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Override optimize_marginal! for LogDensityFunctionWrapper #1395

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Merged
yebai merged 1 commit into from
May 18, 2026
+14 −0
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Override optimize_marginal! for LogDensityFunctionWrapper #1395

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14 changes: 14 additions & 0 deletions ext/DynamicPPLMarginalLogDensitiesExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,20 @@ function (lw::LogDensityFunctionWrapper)(x, _)
return LogDensityProblems.logdensity(lw.ldf, x)
end

function MarginalLogDensities.optimize_marginal!(
mld::MarginalLogDensities.MarginalLogDensity{<:LogDensityFunctionWrapper}, p2
)
w0 = mld.u[mld.iw]
# Rebuild the optimization problem so that the current non-marginalized
# parameters are used by Optimization.jl.
prob = MarginalLogDensities.Optimization.OptimizationProblem(mld.f_opt, w0, p2)
sol = MarginalLogDensities.Optimization.solve(prob, mld.method.solver)
wopt = sol.u::typeof(w0)
objective = sol.objective::eltype(w0)
mld.u[mld.iw] .= wopt
return wopt, objective
end

"""
DynamicPPL.marginalize(
model::DynamicPPL.Model,
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