v0.39.0

Turing v0.39.0

Diff since v0.38.6

Breaking changes:

Update to the AdvancedVI interface

Turing's variational inference interface was updated to match version 0.4 version of AdvancedVI.jl.

AdvancedVI v0.4 introduces various new features:

• location-scale families with dense scale matrices,
• parameter-free stochastic optimization algorithms like DoG and DoWG,
• proximal operators for stable optimization,
• the sticking-the-landing control variate for faster convergence, and
• the score gradient estimator for non-differentiable targets.

Please see the Turing API documentation, and AdvancedVI's documentation, for more details.

Removal of Turing.Essential

The Turing.Essential module has been removed.
Anything exported from there can be imported from either Turing or DynamicPPL.

@addlogprob!

The @addlogprob! macro is now exported from Turing, making it officially part of the public interface.

Merged pull requests:

• Release: [email protected] (#2517) (@penelopeysm)