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Fix AutoGaussian and tests #2948

Merged
merged 20 commits into from
Oct 27, 2021
Merged

Fix AutoGaussian and tests #2948

merged 20 commits into from
Oct 27, 2021

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fritzo
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@fritzo fritzo commented Oct 22, 2021

Addresses #2813
Blocking #2946
Blocked by #2952

This fixes a number of bugs in AugoGaussian and two bugs in tests that were silencing the bugs in AutoGaussian.

Fixes & tests

  • Fixed a bug in backend dispatch and added a regression test test_backend_dispatch
  • Fixed tests.autoguide.test_gaussian.check_structure().
    Hand mutation-tested that check_structure() is now strict.
    Fixed a number of expected sparsity structure matrices and manually verified changes.
  • Fixed prototype_trace missing observation nodes and added regression tests checking guide.dependencies
  • Fixed numerical instability around the initial point and and resurrected pyrocov_model_relaxed from Update to use funsor's SRIF Gaussian #2943 which had been failing due to singular gradient.

Remaining errors

  • incorrect posterior variance in funsor backend
    pytest tests/infer/test_autoguide.py -k exact --stage=funsor
  • bad ELBO gradients in funsor backend
    pytest tests/infer/autoguide/test_gaussian.py -k structure

@fritzo fritzo marked this pull request as ready for review October 27, 2021 15:17
@fritzo fritzo requested a review from eb8680 October 27, 2021 15:18
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Looks good per zoom review

@eb8680 eb8680 removed the Blocked label Oct 27, 2021
@eb8680 eb8680 merged commit 6547505 into dev Oct 27, 2021
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fritzo commented Oct 27, 2021

Thanks for reviewing @eb8680 !

@fritzo fritzo deleted the fix-auto-gaussian branch February 24, 2022 14:19
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