Fix for #2180 (#2181)

* fixed dispatch issue of `propose!!` (ref #2180)

* added test for `filldist` proposal for MH

* bump patch version

* added `demo_dot_assume_observe_index` to models that are allowed to
fail the MLE test, as it should be

* fixed test

* try comparing median instead of mean to avoid outliers completely
ruining the estimate

* try with initial params

* upped the number of samples used for `filldist` proposal test

Author: torfjelde

Project.toml

@@ -1,6 +1,6 @@
 name = "Turing"
 uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
-version = "0.30.6"
+version = "0.30.7"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

src/mcmc/mh.jl

@@ -413,8 +413,8 @@ function propose!!(
     vi::AbstractVarInfo,
     model::Model,
     spl::Sampler{<:MH},
-    proposal::AdvancedMH.RandomWalkProposal{issymmetric,<:MvNormal}
-) where {issymmetric}
+    proposal::AdvancedMH.RandomWalkProposal
+)
     # If this is the case, we can just draw directly from the proposal
     # matrix.
     vals = vi[spl]

test/mcmc/hmc.jl

@@ -226,7 +226,7 @@
         end
         alg = NUTS(1000, 0.8; adtype=adbackend)
         gdemo_default_prior = DynamicPPL.contextualize(demo_hmc_prior(), DynamicPPL.PriorContext())
-        chain = sample(gdemo_default_prior, alg, 10_000)
+        chain = sample(gdemo_default_prior, alg, 10_000; initial_params=[3.0, 0.0])
         check_numerical(chain, [:s, :m], [mean(truncated(Normal(3, 1); lower=0)), 0], atol=0.1)
     end
 

test/mcmc/mh.jl

@@ -234,4 +234,14 @@
         chain = sample(rng, gdemo_default_prior, alg, n; discard_initial = burnin, thinning=10)
         check_numerical(chain, [:s, :m], [mean(InverseGamma(2, 3)), 0], atol=0.3)
     end
+
+    @turing_testset "`filldist` proposal (issue #2180)" begin
+        @model demo_filldist_issue2180() = x ~ MvNormal(zeros(3), I)
+        chain = sample(
+           demo_filldist_issue2180(),
+           MH(AdvancedMH.RandomWalkProposal(filldist(Normal(), 3))),
+           10_000
+        )
+        check_numerical(chain, [Symbol("x[1]"), Symbol("x[2]"), Symbol("x[3]")], [0, 0, 0], atol=0.1)
+    end
 end

test/optimisation/OptimInterface.jl

@@ -156,8 +156,9 @@ end
         DynamicPPL.TestUtils.demo_dot_assume_dot_observe_matrix,
         DynamicPPL.TestUtils.demo_dot_assume_matrix_dot_observe_matrix,
         DynamicPPL.TestUtils.demo_assume_submodel_observe_index_literal,
+        DynamicPPL.TestUtils.demo_dot_assume_observe_index,
         DynamicPPL.TestUtils.demo_dot_assume_observe_index_literal,
-        DynamicPPL.TestUtils.demo_assume_matrix_dot_observe_matrix
+        DynamicPPL.TestUtils.demo_assume_matrix_dot_observe_matrix,
     ]
     @testset "MLE for $(model.f)" for model in DynamicPPL.TestUtils.DEMO_MODELS
         result_true = DynamicPPL.TestUtils.likelihood_optima(model)