Added extension for MCMCChains

[torfjelde]

There is some functionality in DPPL that dispatches on chain::AbstractChains while we are in fact assuming the behavior of chain::MCMCChains.Chains.

This PR adds an extension for MCMCChains.jl so that we can specialize further when it makes sense.

In particular, in the case of generated_quantities(model, chain) we warn the user if some variables are present in chain but not in model. This makes sense if all the variables present in chain are parameters, but less so when we are also working with internal parameters; in such a scenario, the user end up seeing tons of warnings regarding unused variables (which are in fact internal variables of the sampler). In this scenario, it makes sense to specialize further on MCMCChains.Chains and call get_sections(chain, :parameters) before calling setval_and_resample!; this we can now do in the extension.

Note that this I'm not adding Requires.jl or a new dependency in this PR; the change mentioned above is just something that users on Julia 1.9 gets for free without any cost to the ones on Julia 1.8. We can discuss whether we should also add Requires.jl, etc. but I think for now this is an okay thing to do 🤷

EDIT: Other methods that should eventually be moved is

• Turing.predict: https://github.com/TuringLang/Turing.jl/blob/78b543847a4e8791ea06569de47a92c2b9a43151/src/inference/Inference.jl#L564-L596

[yebai]

We could also support Julia 1.6 via Requires. It will also fix failing CIs for Julia 1.6.

[devmotion]

Alternatively, we could make MCMCChains a regular dependency on Julia < 1.9.

[torfjelde]

Alternatively, we could make MCMCChains a regular dependency on Julia < 1.9.

Is this trivial to do? Not completely obvious to me how the Project.toml looks in this scenario.

[torfjelde]

But I'll make this "merge when ready", and then we can discuss how to deal with < 1.9

[codecov]

Codecov Report

Patch coverage: 100.00% and project coverage change: +0.13% 🎉

Comparison is base (1ebe8bc) 76.22% compared to head (edcac39) 76.35%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #514      +/-   ##
==========================================
+ Coverage   76.22%   76.35%   +0.13%     
==========================================
  Files          23       24       +1     
  Lines        2763     2770       +7     
==========================================
+ Hits         2106     2115       +9     
+ Misses        657      655       -2     

Files Changed	Coverage Δ
ext/DynamicPPLMCMCChainsExt.jl	100.00% <100.00%> (ø)

... and 1 file with indirect coverage changes

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[devmotion]

Is this trivial to do? Not completely obvious to me how the Project.toml looks in this scenario.

You just add it also to the [deps] section 🙂

[torfjelde]

You just add it also to the [deps] section slightly_smiling_face

But doesn't this also make it a dep rather than a weakdep on Julia 1.9?

[devmotion]

No.

[torfjelde]

Ah, I had completely missed this part of the docs; https://pkgdocs.julialang.org/dev/creating-packages/#Transition-from-normal-dependency-to-extension

[torfjelde]

Btw, what's up with the CI now? Didn't we fix this issue of being able to auto-merge at some point? o.O

[torfjelde]

Oh, it seems that removing and re-adding to the merge queue finally triggered the integration tests 👍