Check if log density supports LogDensityProblems (#111)

* Check if log density supports LogDensityProblems

* Load LogDensityProblems

* Update Project.toml

* Update src/logdensityproblems.jl

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

* Add AdvancedHMC to downstream tests

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

.github/workflows/IntegrationTest.yml

@@ -14,6 +14,7 @@ jobs:
       fail-fast: false
       matrix:
         package:
+          - {user: TuringLang, repo: AdvancedHMC.jl}
           - {user: TuringLang, repo: AdvancedMH.jl}
           - {user: TuringLang, repo: EllipticalSliceSampling.jl}
           - {user: TuringLang, repo: MCMCChains.jl}

Project.toml

@@ -3,12 +3,13 @@ uuid = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
 keywords = ["markov chain monte carlo", "probablistic programming"]
 license = "MIT"
 desc = "A lightweight interface for common MCMC methods."
-version = "4.2"
+version = "4.2.1"
 
 [deps]
 BangBang = "198e06fe-97b7-11e9-32a5-e1d131e6ad66"
 ConsoleProgressMonitor = "88cd18e8-d9cc-4ea6-8889-5259c0d15c8b"
 Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
+LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 LoggingExtras = "e6f89c97-d47a-5376-807f-9c37f3926c36"
 ProgressLogging = "33c8b6b6-d38a-422a-b730-caa89a2f386c"
@@ -20,6 +21,7 @@ Transducers = "28d57a85-8fef-5791-bfe6-a80928e7c999"
 [compat]
 BangBang = "0.3.19"
 ConsoleProgressMonitor = "0.1"
+LogDensityProblems = "2"
 LoggingExtras = "0.4, 0.5"
 ProgressLogging = "0.1"
 StatsBase = "0.32, 0.33"

src/AbstractMCMC.jl

@@ -2,6 +2,7 @@ module AbstractMCMC
 
 using BangBang: BangBang
 using ConsoleProgressMonitor: ConsoleProgressMonitor
+using LogDensityProblems: LogDensityProblems
 using LoggingExtras: LoggingExtras
 using ProgressLogging: ProgressLogging
 using StatsBase: StatsBase

src/logdensityproblems.jl

@@ -12,4 +12,16 @@ that the wrapped object implements the LogDensityProblems.jl interface.
 """
 struct LogDensityModel{L} <: AbstractModel
     logdensity::L
+    function LogDensityModel{L}(logdensity::L) where {L}
+        if LogDensityProblems.capabilities(logdensity) === nothing
+            throw(
+                ArgumentError(
+                    "The log density function does not support the LogDensityProblems.jl interface",
+                ),
+            )
+        end
+        return new{L}(logdensity)
+    end
 end
+
+LogDensityModel(logdensity::L) where {L} = LogDensityModel{L}(logdensity)