Move `DifferentiableDensityModel` out of AHMC

TuringLang / AdvancedHMC.jl

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

https://turinglang.org/AdvancedHMC.jl/

MIT License

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Move `DifferentiableDensityModel` out of AHMC #272

Open torfjelde opened 3 years ago

torfjelde commented 3 years ago

The current implementation of the AbstractMCMC.jl-interface uses the

https://github.com/TuringLang/AdvancedHMC.jl/blob/7cad9f02e6eb4095ad8b2e7ef06d3474dfb19135/src/abstractmcmc.jl#L47-L52

as the AbstractMCMC.AbstractModel type for this package. But such a model is useful elsewhere too, hence it's unfortunate that we tie to AHMC in this way.

Maybe this should go to AbstractMCMC.jl itself?

yebai commented 3 years ago

That sounds good to me. What do you think @cpfiffer @devmotion ?

torfjelde commented 3 years ago

I made an issue for the "Maybe this should go to AbstractMCMC.jl?"-question in the AMCMC repo: https://github.com/TuringLang/AbstractMCMC.jl/issues/81/.