Support using `OrderedDict` for initialization, also improve error message

[sunxd3]

ref TuringLang/Turing.jl#2452

Support of using NamedTuple for initial_params input was introduced in #632.

Current implementation of set_values!! , which handles the initialization, does not support initializing variables that are subsumed by a varname provided in the NamedTuple.

For example, if the model contains X[1], it won’t work if initial_params is passed as (; X = ...).

To enable this functionality, we could consider adding support for using OrderedDict.

Additionally, as mentioned in TuringLang/Turing.jl#2452 , the error message can be improved when the provided vector does not conform to AbstractVector{<:Union{Real, Missing}}.

[penelopeysm]

Does it specifically have to be an OrderedDict (as opposed to any ordinary Dict)?

[yebai]

Does it specifically have to be an OrderedDict (as opposed to any ordinary Dict)?

Yes, this is due to some internal design choices of SimpleVarInfo{OrderedDict}, which was motivated to store the parameters in a specific ordering, IIRC.

[sunxd3]

Does it specifically have to be an OrderedDict

For initialization, probably not. But we would need to check for overlapping of VarNames (the keys of the Dict).