Add check_model argument to optimisation (#2518)

Author: penelopeysm

HISTORY.md

@@ -1,3 +1,8 @@
+# Release 0.37.1
+
+`maximum_a_posteriori` and `maximum_likelihood` now perform sanity checks on the model before running the optimisation.
+To disable this, set the keyword argument `check_model=false`.
+
 # Release 0.37.0
 
 ## Breaking changes

Project.toml

@@ -1,6 +1,6 @@
 name = "Turing"
 uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
-version = "0.37.0"
+version = "0.37.1"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

src/optimisation/Optimisation.jl

@@ -525,6 +525,8 @@ Under the hood this function calls `Optimization.solve`.
     if non-box constraints are present.
 
 # Keyword arguments
+- `check_model::Bool=true`: If true, the model is checked for errors before
+    optimisation begins.
 - `initial_params::Union{AbstractVector,Nothing}=nothing`: Initial value for the
     optimization. Optional, unless non-box constraints are specified. If omitted it is
     generated by either sampling from the prior distribution or uniformly from the box
@@ -538,6 +540,7 @@ function estimate_mode(
     model::DynamicPPL.Model,
     estimator::ModeEstimator,
     solver=nothing;
+    check_model::Bool=true,
     initial_params=nothing,
     adtype=ADTypes.AutoForwardDiff(),
     cons=nothing,
@@ -547,6 +550,8 @@ function estimate_mode(
     ub=nothing,
     kwargs...,
 )
+    check_model && DynamicPPL.check_model(model; error_on_failure=true)
+
     constraints = ModeEstimationConstraints(lb, ub, cons, lcons, ucons)
     initial_params = generate_initial_params(model, initial_params, constraints)
     if solver === nothing

test/optimisation/Optimisation.jl

@@ -115,6 +115,16 @@ using Turing
         end
     end
 
+    @testset "errors on invalid model" begin
+        @model function invalid_model()
+            x ~ Normal()
+            return x ~ Beta()
+        end
+        m = invalid_model()
+        @test_throws ErrorException maximum_likelihood(m)
+        @test_throws ErrorException maximum_a_posteriori(m)
+    end
+
     @testset "gdemo" begin
         """
             check_success(result, true_value, true_logp, check_retcode=true)