Massive update

[theogf]

This:

• update the compats
• make Julia minimum version 1.6
• Update docs/Manifest
• Replace ZygoteRules by ChainRulesCore.rrule
• Update the Github workflows

This PR does not solve the type instabilities and allocations arising from the updates of other packages. These performance problems will be moved into issues of their own to be tackled separately while the rest of the package can be updated and improved.

News!

This ended up being bigger than all of us.

So updated things were:

• Partially replacing adjoint_test with test_rrule (with some additional syntax wrappers)
• Replacing all @adjoint with rrules
• Adapting to the new AbstractGPs interface (mostly change of order of parameters)
• Some cleaning up and unification of test interfaces.
  The bad things were:
• Some of the type inference checks are ignored (right now controlled with global flags in runtests.jl
• Some tests are just failing and I don't know how to fix them, they are tagged with TODO and I plan to open Github issues to resolve them
• Not everything is under a unified interface yet (in the tests). This would take a lot of time, that I don't currently have

[willtebbutt]

@theogf I'm basically happy with this PR. Is there much else that you want to do, or are you keen to get it merged?

[theogf]

@theogf I'm basically happy with this PR. Is there much else that you want to do, or are you keen to get it merged?

There is still one issue I am trying to resolve (notice that test models-lgssm is failing).
It seems that the tangent for the marginals on Reverse mode are not working..

[EDIT:] It should be fixed now.

[theogf]

@theogf I'm basically happy with this PR. Is there much else that you want to do, or are you keen to get it merged?

There is still one issue I am trying to resolve (notice that test models-lgssm is failing). It seems that the tangent for the marginals on Reverse mode are not working..

[EDIT:] It should be fixed now.

Nevermind my fix was not a fix... The problem is that a NoTangent is received when it should not be there...
I will try to check this later this week.

[simsurace]

Maybe we could merge the CompatHelper PRs as well before tagging the release?

[theogf]

Maybe we could merge the CompatHelper PRs as well before tagging the release?

I already updated the bounds in this MR. The CompatHelper PRs can be closed once this is in.

[theogf]

Ok I found the issue.
When using the interface like rand, logpdf or marginals, we get rid of the state from scan_emit. test_rrule just builds a NoTangent which creates errors downstream.

I partially fixed it by calling scan_emit explicitely. However rand is still a problem as ChainRulesTestUtils has some issues with AbstractRNG objects it seems.

[theogf]

The new error comes from a change in FillArrays, I will try to figure out what's happening.

[theogf]

The new error comes from a change in FillArrays, I will try to figure out what's happening.

This is an issue that has to do with FillArrays, opened one here and fixed the compat for now

[theogf]

I had to remove the tests for the invariant LGSSM, I will add an issue to add them back.

[coveralls]

Pull Request Test Coverage Report for Build 4480292273

Warning: This coverage report may be inaccurate.

We've detected an issue with your CI configuration that might affect the accuracy of this pull request's coverage report.
To ensure accuracy in future PRs, please see these guidelines.
A quick fix for this PR: rebase it; your next report should be accurate.

• 241 of 354 (68.08%) changed or added relevant lines in 14 files are covered.
• No unchanged relevant lines lost coverage.
• Overall first build on tgf/clean-up at 87.394%

---

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
src/models/linear_gaussian_conditionals.jl	6	7	85.71%
src/models/missings.jl	9	10	90.0%
src/util/scan.jl	29	33	87.88%
src/util/chainrules.jl	104	211	49.29%

Totals
Change from base Build 2238706956:	87.4%
Covered Lines:	1241
Relevant Lines:	1420

---

💛 - Coveralls

[willtebbutt]

I'm approving in order to get out of your way @theogf , as it looks like this is in a good place now