Fixed some adaption issues in HMC/NUTS.

Merge pull request #610 from TuringLang/ChrisRackauckas-patch-1

Update REQUIRE

Fixed an issue with broadcasting in VarInfo.

v0.5.1

Merge branch 'master' of https://github.com/TuringLang/Turing.jl

v0.5.0

Update REQUIRE

v0.4.4: Use Requires.jl to remove the dependency of Stan (#459)

* remove unused test file

* use Requires.jl to remove the dependency of Stan

* link explanations to PR

Improved stability through internal refactoring of HMC APIs

Refactoring HMC API (#436)

* move gmm overwrite out core source code

* refactor find_H

* refactor sample momentum

* refactor lf step

* hmc step abstraction v1.0 done

* make hmcda using _hmc_step

* add a note

* add bayes lr

* add things to runtests

* add sv turing

* add Turing-free nuts

* bug free Turing-free nuts

* update reference

* add grad check unit test

* add gdemo

* add gdemo nuts

* restructure hmc_core tests

* NUTS works

* Change rand seed for test

* fix adapation condition bug

* add test REQUIRE

* Remove all benchmarks

* change test nuts file name

* rearrange hmc codes

* add unit test for leapfrog

* clean nuts test

* Remove obsolete dependence on deps.jl

* fix typo

* add new lines to the end of files

* rename file

* add new lines to the end of files

* use macros to gen functions with the same pattern

* resolve indentation

* add explict return

* resolve indentation

* more stable mh accept

* Remove unrelated notebook

* Unify the use of mh_accept

* replace macro by closure to gen local funcs

* improve doc

Add support for BinaryProvider

Delete building file if exist (#443)

* del building file if exist

* add BinaryProvider to REQUIRE

0.6 Compatible

• 0.6 Compatible
• Support of Stan interface for HMC

This is the same version as v0.3.1. Due to the tagging requirement that version support update need to be major release.

Better/Faster HMC/NUTS implementations; Support truncated distributions; Many refactoring/bugfixes.

• NUTS implementation #188
• HMC: Transforms of ϵ for each variable #67 (replace with introducing mass matrix)
• Finish: Sampler (internal) interface design #107
• Substantially improve performance of HMC and Gibbs #7
  • vectorising likelihood computations #117 #255
• Remove obsolete randoc, randc? #156
• Support truncated distribution. #87
• Refactoring code: Unify VarInfo, Trace, TaskLocalStorage #96
• Refactoring code: Better gradient interface #97

Initial support for Gibbs sampling: Gibbs = PG + HMC

• Gibbs sampler ([#73])
• HMC for constrained variables ([#66]; no support for varying dimensions)
• Added support for Mamba.Chain ([#90]): describe, plot etc.
• New interface degign ([#55]), ([#104])
• Bugfixes and general improvements (e.g. VarInfo [#96])

Hamiltonian Monte Carlo (no support for constrained variables)

• Initial support for Hamiltonian Monte Carlo (no support for discrete/constrained variables; no support for varying dimensions)
• Require Julia 0.5
• Bugfixes and general improvements