Calculate sparse Hessians using DifferentiationInterface #25
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Preparing to let DifferentiationInterface handle it all. Not running yet.
Add arguments to MarginalLogDensity outer constructor to set the SecondOrder automatic sparsity detection and coloring algorithms.
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Will fix #13. |
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FYI @ElOceanografo failures on nightly were caused by SparseMatrixColorings.jl, they should disappear once JuliaRegistries/General#108523 is merged. Or at least they will no longer be my fault |
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This PR factors out previous custom sparsity and AD code to take advantage of the new second-order AD implementations in DifferentiationInterface.jl, as well as the sparsity-detection interface from SparseConnectivityTracer.jl. This should make these options more general, flexible, easier to maintain, and more performant.