failed to run `@setup` block in src/elbo/repgradelbo.md ```@setup repgradelbo using Bijectors using FillArrays using LinearAlgebra using LogDensityProblems using Plots using Random using SimpleUnPack using Optimisers using ADTypes, ForwardDiff using AdvancedVI struct NormalLogNormal{MX,SX,MY,SY} μ_x::MX σ_x::SX μ_y::MY Σ_y::SY end function LogDensityProblems.logdensity(model::NormalLogNormal, θ) @unpack μ_x, σ_x, μ_y, Σ_y = model logpdf(LogNormal(μ_x, σ_x), θ[1]) + logpdf(MvNormal(μ_y, Σ_y), θ[2:end]) end function LogDensityProblems.dimension(model::NormalLogNormal) length(model.μ_y) + 1 end function LogDensityProblems.capabilities(::Type{<:NormalLogNormal}) LogDensityProblems.LogDensityOrder{0}() end n_dims = 10 μ_x = 2.0 σ_x = 0.3 μ_y = Fill(2.0, n_dims) σ_y = Fill(1.0, n_dims) model = NormalLogNormal(μ_x, σ_x, μ_y, Diagonal(σ_y.^2)); d = LogDensityProblems.dimension(model); μ = zeros(d); L = Diagonal(ones(d)); q0 = AdvancedVI.MeanFieldGaussian(μ, L) function Bijectors.bijector(model::NormalLogNormal) @unpack μ_x, σ_x, μ_y, Σ_y = model Bijectors.Stacked( Bijectors.bijector.([LogNormal(μ_x, σ_x), MvNormal(μ_y, Σ_y)]), [1:1, 2:1+length(μ_y)]) end ``` exception = LoadError: ArgumentError: Package SimpleUnPack not found in current path. - Run `import Pkg; Pkg.add("SimpleUnPack")` to install the SimpleUnPack package. in expression starting at string:7

failed to run `@example` block in src/elbo/repgradelbo.md:185-194 ```@example repgradelbo n_montecarlo = 16; b = Bijectors.bijector(model); binv = inverse(b) q0_trans = Bijectors.TransformedDistribution(q0, binv) cfe = AdvancedVI.RepGradELBO(n_montecarlo) nothing ``` value = UndefVarError: `model` not defined

failed to run `@example` block in src/elbo/repgradelbo.md:198-203 ```@example repgradelbo repgradelbo = AdvancedVI.RepGradELBO( n_montecarlo; entropy=AdvancedVI.StickingTheLandingEntropy() ); nothing ``` value = UndefVarError: `AdvancedVI` not defined

failed to run `@setup` block in src/elbo/repgradelbo.md ```@setup repgradelbo max_iter = 3*10^3 function callback(; params, restructure, kwargs...) q = restructure(params).dist dist2 = sum(abs2, q.location - vcat([μ_x], μ_y)) + sum(abs2, diag(q.scale) - vcat(σ_x, σ_y)) (dist = sqrt(dist2),) end _, _, stats_cfe, _ = AdvancedVI.optimize( model, cfe, q0_trans, max_iter; show_progress = false, adtype = AutoForwardDiff(), optimizer = Optimisers.Adam(3e-3), callback = callback, ); _, _, stats_stl, _ = AdvancedVI.optimize( model, repgradelbo, q0_trans, max_iter; show_progress = false, adtype = AutoForwardDiff(), optimizer = Optimisers.Adam(3e-3), callback = callback, ); t = [stat.iteration for stat in stats_cfe] elbo_cfe = [stat.elbo for stat in stats_cfe] elbo_stl = [stat.elbo for stat in stats_stl] dist_cfe = [stat.dist for stat in stats_cfe] dist_stl = [stat.dist for stat in stats_stl] plot( t, elbo_cfe, label="BBVI CFE", xlabel="Iteration", ylabel="ELBO") plot!(t, elbo_stl, label="BBVI STL", xlabel="Iteration", ylabel="ELBO") savefig("advi_stl_elbo.svg") plot( t, dist_cfe, label="BBVI CFE", xlabel="Iteration", ylabel="distance to optimum", yscale=:log10) plot!(t, dist_stl, label="BBVI STL", xlabel="Iteration", ylabel="distance to optimum", yscale=:log10) savefig("advi_stl_dist.svg") nothing ``` exception = LoadError: UndefVarError: `AutoForwardDiff` not defined in expression starting at string:8

failed to run `@example` block in src/elbo/repgradelbo.md:289-306 ```@example repgradelbo using QuasiMonteCarlo using StatsFuns qmcrng = SobolSample(; R=OwenScramble(; base=2, pad=32)) function Distributions.rand( rng::AbstractRNG, q::MvLocationScale{<:Diagonal,D,L}, num_samples::Int ) where {L,D} @unpack location, scale, dist = q n_dims = length(location) scale_diag = diag(scale) unif_samples = QuasiMonteCarlo.sample(num_samples, length(q), qmcrng) std_samples = norminvcdf.(unif_samples) return scale_diag .* std_samples .+ location end nothing ``` value = LoadError: UndefVarError: `@unpack` not defined in expression starting at repgradelbo.md:298

failed to run `@setup` block in src/elbo/repgradelbo.md ```@setup repgradelbo repgradelbo = AdvancedVI.RepGradELBO(n_montecarlo); _, _, stats_qmc, _ = AdvancedVI.optimize( model, repgradelbo, q0_trans, max_iter; show_progress = false, adtype = AutoForwardDiff(), optimizer = Optimisers.Adam(3e-3), callback = callback, ); t = [stat.iteration for stat in stats_qmc] elbo_qmc = [stat.elbo for stat in stats_qmc] dist_qmc = [stat.dist for stat in stats_qmc] plot( t, elbo_cfe, label="BBVI CFE", xlabel="Iteration", ylabel="ELBO") plot!(t, elbo_qmc, label="BBVI CFE QMC", xlabel="Iteration", ylabel="ELBO") savefig("advi_qmc_elbo.svg") plot( t, dist_cfe, label="BBVI CFE", xlabel="Iteration", ylabel="distance to optimum", yscale=:log10) plot!(t, dist_qmc, label="BBVI CFE QMC", xlabel="Iteration", ylabel="distance to optimum", yscale=:log10) savefig("advi_qmc_dist.svg") # The following definition is necessary to revert the behavior of `rand` so that # the example in example.md works with the regular non-QMC estimator. function Distributions.rand( rng::AbstractRNG, q::MvLocationScale{<:Diagonal, D, L}, num_samples::Int ) where {L, D} @unpack location, scale, dist = q n_dims = length(location) scale_diag = diag(scale) scale_diag.*rand(rng, dist, n_dims, num_samples) .+ location end nothing ``` exception = LoadError: UndefVarError: `AdvancedVI` not defined in expression starting at string:1

8 docstrings not included in the manual: AdvancedVI.value_and_gradient! :: Tuple{ADTypes.AbstractADType, Any, Any, Any, DiffResults.MutableDiffResult} AdvancedVI.ClosedFormEntropy AdvancedVI.value :: Tuple{AdvancedVI.AbstractAverager, Any} AdvancedVI.estimate_entropy AdvancedVI.restructure_ad_forward :: Tuple{ADTypes.AbstractADType, Any, Any} AdvancedVI.apply :: Tuple{AdvancedVI.AbstractAverager, Any, Any} AdvancedVI.update_variational_params! AdvancedVI.ScoreGradELBO These are docstrings in the checked modules (configured with the modules keyword) that are not included in @docs or @autodocs blocks.

invalid local image: unresolved path in elbo/repgradelbo.md link = "advi_stl_elbo.svg"

invalid local image: unresolved path in elbo/repgradelbo.md link = "advi_stl_dist.svg"