Fix correctness of submodels that aren't inlined under SMC/PG#2778
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penelopeysm wants to merge 4 commits intomainfrom
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Fix correctness of submodels that aren't inlined under SMC/PG#2778penelopeysm wants to merge 4 commits intomainfrom
penelopeysm wants to merge 4 commits intomainfrom
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…ng Libtask.might_produce
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Turing.jl documentation for PR #2778 is available at: |
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Closed in favour of #2780 |
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This needs a Libtask release and version bump, which I'll handle once JuliaRegistrator does its things. This essentially implements the plan described in TuringLang/Libtask.jl#217. A lot of the issues stemming from Libtask not picking up model evaluators either with keyword arguments, or in submodels, can be fixed by simply declaring that **every** method that dispatches on `DynamicPPL.Model` is produceable. The mechanism for this is implemented in TuringLang/Libtask.jl#218, and this PR makes use of that. **For the end-user, this means that we guarantee correctness where models either have submodels or where models have keyword arguments. The user no longer has to mark models with keyword arguments as `@might_produce`.** I tested performance, and there is no regression — in fact there is a small speedup (although that is probably benchmark noise): ## Submodel case This was the issue #2772 where non-inlined submodels were not correctly picked up. #2778 fixed this with a strategy that was similar to that in this PR, but was slightly more limited (this PR handles both submodels and keyword arguments together). ```julia using Turing, StableRNGs, Test @model function inner(y, x) @noinline y ~ Normal(x) end @model function nested(y) x ~ Normal() a ~ to_submodel(inner(y, x)) end m1 = nested(1.0) @time sample(StableRNG(468), m1, PG(10), 2000; chain_type=Any, progress=false); # 2.585299 seconds on #2778 # 2.523017 seconds on this PR ``` ## Keyword argument case This was the long-standing issue where models with keyword arguments were originally not picked up by Libtask, and since v0.42.5, could be, but relied on the user themselves manually declaring `Libtask.@might_produce`. ```julia @model function withkw(; y=0.0) x ~ Normal() y ~ Normal(x) end m1 = withkw(y=10.0); # Turing.@might_produce(withkw) @time sample(StableRNG(468), m1, PG(10), 2000; chain_type=Any, progress=false); # withkw case # 4.741234 seconds on main (requiring @might_produce) # 4.441797 seconds on this PR (and not requiring @might_produce) ```
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Due to #2772, the following fails (unlike as described in the issue, you don't need to edit DynamicPPL code to trigger this: just putting
@noinlinein the body of the submodel is enough).The reason is because the submodel evaluator function i.e.
inner(model, varinfo, y, x)is not marked as produceable viaLibtask.might_produce. That means that Libtask's IR transformation pass skips over the call toinner(...)completely, and any observations inside the submodel are lost.Consequently, on the current release (v0.42.8), the chain above just samples from the prior, and the mean of
xwill be approximately0.This PR patches it by declaring that ANY function of the form
f(::Model, ::AbstractVarInfo, args...)is produceable. This causes the test above to pass.As described in the comment in the source, this seems overkill: if we mark more methods as produceable than are necessary, this can lead to performance slowdowns since Libtask has to transform more function calls.
The thing that allows us to use this hacky patch, though, is that there is pretty much only one case where anybody is calling a function with the signature
f(::Model, ::AbstractVarInfo, args...)inside a DynamicPPL model -- which is the submodel case. There are other functions that have similar signatures, but none of them are likely to be called inside a model.The other thing to note about this PR is that marking this generic method as produceable is not sufficient to handle submodels with keyword arguments, because for such submodels, extra methods need to be marked as produceable. Furthermore, it is not possible to statically determine this because the exact method that we need to target will depend on the number of keyword arguments (see TuringLang/Libtask.jl#197). In this case, it is therefore still mandatory for the user to use the
Libtask.@might_producemacro themselves (which Turing re-exports).All of this is mentioned in the patch notes.