Path to FastLDF #1120
Description
FastLDF works with most things and #1113 includes tests to make sure that it behaves the same way as LogDensityFunction, which is reassuring. But there are still some outstanding things.
| Done | TL;DR | Issue | PR |
|---|---|---|---|
| ✅ | Make InitContext fast too | - | #1125 |
| ✅ | Construct ParamsWithStats from vector + FastLDF |
#1119 | #1129 |
| ✅ | Provide a way to opt out of TSVI | #1086 | #1128 |
| ✅ | Figure out why FastLDF is slow with untyped VarInfo | #1113 (comment) | Done in #1113 (86d8a73) |
| ✅ | Use Fast InitContext for logjoint, returned, predict, etc. |
- | #1130 |
| ✅ | Allocation tests | #1126 | Done in #1113 (4b324b0) |
| ❌ | Correctness tests for thread-safe evaluation | - | - |
| ❌ | Maybe unify FastEvalVectorContext and InitFromParams. This is doable but a bit of a faff because the former handles both linked and unlinked values, whereas the latter only handles unlinked values (we also need to figure out logjac for all four possibilities). Personally, I think this is not mandatory for v0.39 as long as we keep FastEvalVectorContext internal. | - | - |