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BAT.jl v3.0.0-DEV Release Notes

Note: Subject to change before the BAT.jl v3.0.0 release.

New features

  • Support for DensityInterface: BAT will now accept any object that implements the DensityInterface API (specifically DensityInterface.densitykind and DensityInterface.logdensityof) as likelihoods. In return, all BAT priors and posteriors support the DensityInterface API as well.

  • Support for InverseFunctions and ChangesOfVariables: Parameter transformations in BAT now implement the DensityInterface API. Any function that supports

    • InverseFunctions.inverse
    • ChangesOfVariables.with_logabsdet_jacobian
    • output_shape = f(input_shape::ValueShapes.AbstractValueShape)::AbstractValueShape

can now be used as a parameter transformation in BAT.

Breaking changes

  • AbstractVariateTransform and the function ladjof have been removed, BAT parameter transformation do not need to have a specific supertype any longer (see above).

  • Pending: LogDVal will deprecated soon and removed before the BAT.jl v3.0.0 release. Instead of

    likelihood = let data = mydata
    function(v)
        log_likelihood_value = ...
        return LogDVal(log_likelihood_value)
    end
end

    use the DensityInterface API (see above):

    likelihood = let data = mydata
    logfuncdensity(function(v)
        log_likelihood_value = ...
        return log_likelihood_value
    end)
end

    or

    struct MyLikeLihood{D}
    data::D
end

@inline DensityInterface.DensityKind(::MyLikeLihood) = IsDensity()

function DensityInterface.logdensityof(likelihood::MyLikeLihood, v)
    log_likelihood_value = ...
    return log_likelihood_value
end

likelihood = MyLikeLihood(mydata)

    This allows for defining likelihoods without depending on BAT. Avoid creating custom subtypes of BAT.AbstractMeasureOrDensity.

  • New behavior of ValueShapes.NamedTupleShape and ValueShapes.NamedTupleDist: Due to changes in ValueShapes v0.10, NamedTupleShape and NamedTupleDist now either (by default) use NamedTuple or (optionally) ValueShapes.ShapedAsNT, but no longer a mix of them. As a result, the behavior of BAT has changed as well when using a NamedTupleDist as a prior. For example, mode(samples).result returns a NamedTuple now directly.

  • Use the new function bat_report to generate a sampling output report instead of show(BAT.SampledDensity(samples)).

New experimental features

  • bat_rng[@ref]
  • BAT.EvalException[@ref]
  • BAT.DistributionTransform[@ref]
  • BAT.enable_error_log[@ref]
  • BAT.error_log[@ref]
  • BAT.LogUniform[@ref]
  • BAT.MultimodalStudentT[@ref]
  • BridgeSampling[@ref]
  • DifferentiationAlgorithm[@ref]
  • EllipsoidalNestedSampling[@ref]
  • ForwardDiffAD[@ref]
  • ReactiveNestedSampling[@ref]
  • renormalize_density[@ref]
  • truncate_density[@ref]
  • valgradof[@ref]
  • ZygoteAD[@ref]