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Update ADVI interface to match AdvancedVI.jl #2068

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@Red-Portal Red-Portal commented Aug 26, 2023

This PR updates the internals of Turing to match the rebooted AdvancedVI.jl.

Breaking? Changes

The only change from the previous interface is that I propose to move the number of iterations from ADVI to vi.
That is, change

vi(model, ADVI(n_iter, n_mc), q)

to

vi(model, ADVI(n_mc), q, n_iter)

This is more consistent with the MCMC interface sample where the number of samples is supplied to sample not NUTS.

Dependencies

This currently depends on

  • the purported reboot PR for AdvancedVI and
  • the migration of Turing to the ADTypes interface in this PR.

@Red-Portal Red-Portal marked this pull request as draft August 26, 2023 21:50
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