Adopting DensityInterface

[phipsgabler]

Implements #340

TODO:

• Upgrade to AbstractPPL 0.4 as soon as released
• Require Distributions 0.25.25
• Rename logdensity to logdensityof (deprecating the former), check interface compliance
• Switch Distribution subtype check in compiler to use hasdensity trait
• Add IIDDensity (Support DensityInterface API JuliaStats/Distributions.jl#1416 (comment))
• Switch from loglikelihood to logdensityof with IIDDensity
• Wait for preparations in Bijectors/ChangesOfVariables (cf. Road to DensityInterface? Bijectors.jl#210) and implement whatever changes happen to Bijectors.logpdf_with_trans

[phipsgabler]

Distributions 0.25.25 is the release where DensityInterface is introduced there. I guess we don't want to explicitely restrict on that; instead, should be able to just specialize distributions for now, and

The bigger "problem" is that logdensity and logpdf are nowhere used. Instead, it is Bijectors that hard-depends on distributions:

$ grep -rn 'logpdf' src 
src/submodel_macro.jl:42:julia> getlogp(vi) ≈ logpdf(Normal(), x) + logpdf(Uniform(0, 1 + abs(x)), 0.4)
src/submodel_macro.jl:107:julia> logprior = logpdf(Normal(), sub1_x) + logpdf(Normal(), sub2_x);
src/submodel_macro.jl:109:julia> loglikelihood = logpdf(Uniform(-1 - abs(sub1_x), 1 + abs(sub2_x)), 0.4);
src/context_implementations.jl:198:    return r, Bijectors.logpdf_with_trans(dist, r, istrans(vi, vn))
src/context_implementations.jl:226:    return r, Bijectors.logpdf_with_trans(dist, r, istrans(vi, vn))
src/context_implementations.jl:393:        return Bijectors.logpdf_with_trans(dist, ri, istrans(vi, vn))
src/context_implementations.jl:408:    lp = sum(Bijectors.logpdf_with_trans(dist, r, istrans(vi, vns[1])))
src/context_implementations.jl:425:    lp = sum(Bijectors.logpdf_with_trans.(dists, r, istrans(vi, vns[1])))
src/context_implementations.jl:439:    lp = sum(Bijectors.logpdf_with_trans.(dists, r, istrans(vi, vns[1])))
src/distribution_wrappers.jl:23:Distributions.logpdf(d::NoDist{<:Univariate}, ::Real) = 0
src/distribution_wrappers.jl:24:Distributions.logpdf(d::NoDist{<:Multivariate}, ::AbstractVector{<:Real}) = 0
src/distribution_wrappers.jl:25:function Distributions.logpdf(d::NoDist{<:Multivariate}, x::AbstractMatrix{<:Real})
src/distribution_wrappers.jl:28:Distributions.logpdf(d::NoDist{<:Matrixvariate}, ::AbstractMatrix{<:Real}) = 0
src/distribution_wrappers.jl:32:Bijectors.logpdf_with_trans(d::NoDist{<:Univariate}, ::Real) = 0
src/distribution_wrappers.jl:33:Bijectors.logpdf_with_trans(d::NoDist{<:Multivariate}, ::AbstractVector{<:Real}) = 0
src/distribution_wrappers.jl:34:function Bijectors.logpdf_with_trans(d::NoDist{<:Multivariate}, x::AbstractMatrix{<:Real})
src/distribution_wrappers.jl:37:Bijectors.logpdf_with_trans(d::NoDist{<:Matrixvariate}, ::AbstractMatrix{<:Real}) = 0

Technically this shifts the burden to implementors of DensityInterface to also implement logpdf_with_trans, then, and of course doesn't change anything wrt. Distributions. But the nomenclature gets inconsistent (pdf vs. densityof). Not sure what to do about that.

@torfjelde were there any big hurdles other than the bijetors when you tried to make DPPL work with Soss?

For comparison:

$ grep -rn 'loglikelihood(' src
src/model.jl:515:    loglikelihood(model::Model, varinfo::AbstractVarInfo)
src/model.jl:521:function Distributions.loglikelihood(model::Model, varinfo::AbstractVarInfo)
src/context_implementations.jl:233:    return Distributions.loglikelihood(right, left)
src/context_implementations.jl:604:    return Distributions.loglikelihood(dist, value)
src/context_implementations.jl:608:    return Distributions.loglikelihood(dists, value)
src/prob_macro.jl:29:        return loglikelihood(ex1, ex2, model, vi)
src/prob_macro.jl:188:function Distributions.loglikelihood(

[devmotion]

I guess this could be simplified and generalized to

Suggested change

	check_tilde_rhs(x) = check_tilde_rhs(x, DensityInterface.DensityKind(x))
	check_tilde_rhs(x::Distribution) = x
	check_tilde_rhs(x::AbstractArray{<:Distribution}) = x
	check_tilde_rhs(x) = check_tilde_rhs(x, DensityInterface.DensityKind(x))
	check_tilde_rhs(x::AbstractArray) = check_tilde_rhs(x, DensityInterface.DensityKind(first(x)))

or, if DensityKind works with types, to

Suggested change

	check_tilde_rhs(x) = check_tilde_rhs(x, DensityInterface.DensityKind(x))
	check_tilde_rhs(x::Distribution) = x
	check_tilde_rhs(x::AbstractArray{<:Distribution}) = x
	check_tilde_rhs(x) = check_tilde_rhs(x, DensityInterface.DensityKind(x))
	check_tilde_rhs(x::AbstractArray) = check_tilde_rhs(x, DensityInterface.DensityKind(eltype(x)))

[phipsgabler]

So @torfjelde should logpdf_with_trans just be kept for now, or what will the replacement in Bijecctors be?

[torfjelde]

So @torfjelde should logpdf_with_trans just be kept for now, or what will the replacement in Bijecctors be?

It'll be the same for now: TuringLang/Bijectors.jl#212

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Pull Request Test Coverage Report for Build 8974831544

Details

• 4 of 5 (80.0%) changed or added relevant lines in 1 file are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage increased (+0.01%) to 81.512%

---

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
src/compiler.jl	4	5	80.0%

Totals
Change from base Build 8974235232:	0.01%
Covered Lines:	2879
Relevant Lines:	3532

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Files	Patch %	Lines
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