Gibbs sampler does not carry through log-prob from an external sampler #2583
Description
Minimal working example
@model function test_model(y)
a ~ Normal(0, 1)
y ~ Normal(a, 1)
end
y = rand(Normal(0.5, 1), 100)
model = test_model(y)
using AdvancedMH
rwmh = AdvancedMH.RWMH(1)
chain_1 = sample(model, externalsampler(rwmh), 100);
chain_2 = sample(model, Gibbs(:a => MH()), 100);
chain_3 = sample(model, Gibbs(:a => externalsampler(rwmh)), 100);
plot(chain_1, [:a, :lp], seriestype = :traceplot)
plot(chain_2, [:a, :lp], seriestype = :traceplot)
plot(chain_3, [:a, :lp], seriestype = :traceplot)Description
I have noticed that the Gibbs sampler does not seem to carry through the log-probability when used with an ExternalSampler.
In the MWE, both chains 1 and 2 have valid (varying) lp values across each chain, while chain 3 has a constant lp value across the chain.
I can make get chain_3 to work with the following hack, though this is dependent on my transition type having an lp field:
function Turing.Inference.varinfo(state::Turing.Inference.TuringState)
θ = Turing.Inference.getparams(state.ldf.model, state.state)
vi = DynamicPPL.unflatten(state.ldf.varinfo, θ)
vi = setlogp!!(vi, state.state.transition.lp)
return vi
end
Julia version info
versioninfo()
Julia Version 1.11.4
Commit 8561cc3d68d (2025-03-10 11:36 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: 32 × AMD EPYC 7702 64-Core Processor
WORD_SIZE: 64
LLVM: libLLVM-16.0.6 (ORCJIT, znver2)
Threads: 64 default, 0 interactive, 32 GC (on 32 virtual cores)
Environment:
JULIA_VSCODE_REPL = 1
JULIA_EDITOR = code
JULIA_NUM_THREADS = 64
Manifest
]st --manifest
(seromix) pkg> st --manifest
Status `/pvol/source/seromix/Manifest.toml`
[47edcb42] ADTypes v1.14.0
[621f4979] AbstractFFTs v1.5.0
[80f14c24] AbstractMCMC v5.6.2
[7a57a42e] AbstractPPL v0.11.0
[1520ce14] AbstractTrees v0.4.5
[7d9f7c33] Accessors v0.1.42
[79e6a3ab] Adapt v4.3.0
⌅ [0bf59076] AdvancedHMC v0.7.1
[5b7e9947] AdvancedMH v0.8.7
[576499cb] AdvancedPS v0.6.2
⌅ [b5ca4192] AdvancedVI v0.2.12
[66dad0bd] AliasTables v1.1.3
[dce04be8] ArgCheck v2.5.0
[ec485272] ArnoldiMethod v0.4.0
[7d9fca2a] Arpack v0.5.4
[4fba245c] ArrayInterface v7.19.0
[a9b6321e] Atomix v1.1.1
[13072b0f] AxisAlgorithms v1.1.0
[39de3d68] AxisArrays v0.4.7
[198e06fe] BangBang v0.4.4
[9718e550] Baselet v0.1.1
[6e4b80f9] BenchmarkTools v1.6.0
[76274a88] Bijectors v0.15.7
[d1d4a3ce] BitFlags v0.1.9
[c3b6d118] BitIntegers v0.3.5
[fa961155] CEnum v0.5.0
[324d7699] CategoricalArrays v0.10.8
⌃ [082447d4] ChainRules v1.72.3
[d360d2e6] ChainRulesCore v1.25.1
[0ca39b1e] Chairmarks v1.3.1
[9e997f8a] ChangesOfVariables v0.1.10
[aaaa29a8] Clustering v0.15.8
[944b1d66] CodecZlib v0.7.8
[6b39b394] CodecZstd v0.8.6
[35d6a980] ColorSchemes v3.29.0
[3da002f7] ColorTypes v0.12.1
[c3611d14] ColorVectorSpace v0.11.0
[5ae59095] Colors v0.13.1
[861a8166] Combinatorics v1.0.3
[38540f10] CommonSolve v0.2.4
[bbf7d656] CommonSubexpressions v0.3.1
[34da2185] Compat v4.16.0
[a33af91c] CompositionsBase v0.1.2
[f0e56b4a] ConcurrentUtilities v2.5.0
[88cd18e8] ConsoleProgressMonitor v0.1.2
[187b0558] ConstructionBase v1.5.8
[d38c429a] Contour v0.6.3
[a8cc5b0e] Crayons v4.1.1
[a10d1c49] DBInterface v2.6.1
[9a962f9c] DataAPI v1.16.0
[a93c6f00] DataFrames v1.7.0
[864edb3b] DataStructures v0.18.22
[e2d170a0] DataValueInterfaces v1.0.0
⌅ [abce61dc] Decimals v0.4.1
[244e2a9f] DefineSingletons v0.1.2
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[b429d917] DensityInterface v0.4.0
[163ba53b] DiffResults v1.1.0
[b552c78f] DiffRules v1.15.1
⌅ [a0c0ee7d] DifferentiationInterface v0.6.54
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[ffbed154] DocStringExtensions v0.9.4
[d2f5444f] DuckDB v1.3.0
[366bfd00] DynamicPPL v0.36.10
[cad2338a] EllipticalSliceSampling v2.0.0
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⌃ [7a1cc6ca] FFTW v1.8.1
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[fb4d412d] FixedPointDecimals v0.6.3
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⌅ [f6369f11] ForwardDiff v0.10.38
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[1019f520] JLFzf v0.1.11
[692b3bcd] JLLWrappers v1.7.0
[682c06a0] JSON v0.21.4
[ae98c720] Jieko v0.2.1
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⌅ [6f1fad26] Libtask v0.8.8
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⌅ [aea7be01] PrecompileTools v1.2.1
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[43287f4e] PtrArrays v1.3.0
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⌃ [c0aeaf25] SciMLOperators v0.4.0
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[ab02a1b2] TableOperations v1.2.0
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⌃ [bd369af6] Tables v1.12.0
[62fd8b95] TensorCore v0.1.1
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⌃ [fce5fe82] Turing v0.38.3
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[1986cc42] Unitful v1.22.1
⌃ [45397f5d] UnitfulLatexify v1.6.4
[013be700] UnsafeAtomics v0.3.0
[41fe7b60] Unzip v0.2.0
[ea10d353] WeakRefStrings v1.4.2
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⌅ [68821587] Arpack_jll v3.5.1+1
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⌅ [b22a6f82] FFMPEG_jll v4.4.4+1
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[f1f71cc9] MPItrampoline_jll v5.5.3+0
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[fe0851c0] OpenMPI_jll v5.0.7+2
[458c3c95] OpenSSL_jll v3.5.0+0
[efe28fd5] OpenSpecFun_jll v0.5.6+0
[91d4177d] Opus_jll v1.3.3+0
[36c8627f] Pango_jll v1.56.3+0
⌅ [30392449] Pixman_jll v0.44.2+0
[c0090381] Qt6Base_jll v6.8.2+1
[629bc702] Qt6Declarative_jll v6.8.2+1
[ce943373] Qt6ShaderTools_jll v6.8.2+1
[e99dba38] Qt6Wayland_jll v6.8.2+0
[f50d1b31] Rmath_jll v0.5.1+0
[815b9798] ThriftJuliaCompiler_jll v0.12.1+0
[a44049a8] Vulkan_Loader_jll v1.3.243+0
[a2964d1f] Wayland_jll v1.23.1+0
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⌅ [02c8fc9c] XML2_jll v2.13.6+1
[ffd25f8a] XZ_jll v5.8.1+0
[f67eecfb] Xorg_libICE_jll v1.1.2+0
[c834827a] Xorg_libSM_jll v1.2.6+0
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[0c0b7dd1] Xorg_libXau_jll v1.0.13+0
[935fb764] Xorg_libXcursor_jll v1.2.4+0
[a3789734] Xorg_libXdmcp_jll v1.1.6+0
[1082639a] Xorg_libXext_jll v1.3.7+0
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[c7cfdc94] Xorg_libxcb_jll v1.17.1+0
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[e920d4aa] Xorg_xcb_util_cursor_jll v0.1.4+0
[12413925] Xorg_xcb_util_image_jll v0.4.0+1
[2def613f] Xorg_xcb_util_jll v0.4.0+1
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[0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
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