stack overflow in ADVI

[hstrey]

I am encountering a stack overflow with ADVI. My model is a simple Ornstein-Uhlenbeck process with added noise. Here is the code.

using DifferentialEquations
Turing.setadbackend(:reversediff)
using Distributions
using Turing: Variational

# create Ornstein-Uhlenbeck process time-series
μ = 0.0 # mean is zero
σ = sqrt(2) # D=1
Θ1 = 1.0
W = OrnsteinUhlenbeckProcess(Θ1,μ,σ,0.0,1.0)
prob = NoiseProblem(W,(0.0,100.0))
sol = solve(prob;dt=0.1)

# Ornstein-Uhlenbeck process
@model ou_noise(rn,T,delta_t,::Type{R}=Vector{Float64}) where {R} = begin
    ampl ~ Uniform(0.0,5.0)
    b ~ Beta(5.0,1.0)
    noise_ampl ~ Uniform(0.0,5.0)

    r = R(undef, T)
    r[1] ~ Normal(0,sqrt(ampl))
    for i=2:T
        r[i] ~ Normal(r[i-1]*b,sqrt(ampl*(1-b^2)))
    end
    rn ~ MvNormal(r,sqrt(noise_ampl))
end

modeloun = ou_noise(sol.u,length(sol.u),0.1)
chn = sample(modeloun, NUTS(0.65), 2000)

advi = ADVI(10, 1000)
q = vi(modeloun, advi)

The MCMC sampling for the model works, but the ADVI gives the following error (if I use a smaller number of data points then it runs):
Internal error: stack overflow in type inference of (::Type{ReverseDiff.GradientTape{F, I, O} where O where I where F})(AdvancedVI.var"#f#26"{AdvancedVI.ELBO, AdvancedVI.ADVI{AdvancedVI.ReverseDiffAD{false}}, Bijectors.TransformedDistribution{DistributionsAD.TuringDiagMvNormal{Array{Float64, 1}, Array{Float64, 1}}, Bijectors.Stacked{Tuple{Bijectors.Inverse{Bijectors.TruncatedBijector{0, Float64, Float64}, 0}, Bijectors.Inverse{Bijectors.Logit{0, Float64}, 0}, Bijectors.Inverse{Bijectors.TruncatedBijector{0, Float64, Float64}, 0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, 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This might be caused by recursion over very long tuples or argument lists.
Internal error: stack overflow in type inference of Any(AdvancedVI.ADVI{AdvancedVI.ReverseDiffAD{false}}, Bijectors.TransformedDistribution{DistributionsAD.TuringDiagMvNormal{ReverseDiff.TrackedArray{Float64, Float64, 1, Array{Float64, 1}, Array{Float64, 1}}, ReverseDiff.TrackedArray{Float64, Float64, 1, Array{Float64, 1}, Array{Float64, 1}}}, Bijectors.Stacked{Tuple{Bijectors.Inverse{Bijectors.TruncatedBijector{0, Float64, Float64}, 0}, Bijectors.Inverse{Bijectors.Logit{0, Float64}, 0}, Bijectors.Inverse{Bijectors.TruncatedBijector{0, Float64, Float64}, 0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, Bijectors.Identity{0}, 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This might be caused by recursion over very long tuples or argument lists.

[Red-Portal]

Seems to have been fixed now!