Change handling of transitions

[devmotion]

I've thought a bit more about transition_type, and how to improve on what I mentioned in #9 (comment).

In this PR I propose the following changes:

• Remove transition_type and instead just obtain the first transition
• Pass the initial transition to transitions_init, whose default implementation just creates a vector for N transitions of the type of the initial transition
• Add a function transitions_save! to which (among others) the transitions container, the current iteration, and the current transition is passed; the default implementation for vector-type containers just saves the current transition in the container
• Remove AbstractTransition
• Do not export anything

The main advantages with this approach are:

• Users/developers do not have to define transition_type - as long as their step! implementation is type stable it just works
• It seems trivial to, e.g., add a wrapper sampler

  struct StreamingSampler{S<:AbstractSampler,I}
      io::I
      sampler::S
  end
  
  stream(io, sampler::AbstractSampler) = StreamingSampler(io, sampler)
  
  AbstractMCMC.sample_init!(rng::AbstractRNG, model::AbstractModel, sampler::StreamingSampler, N::Integer; kwargs...) = sample_init!(rng, model, sampler.sampler, N; kwargs...)
  AbstractMCMC.sample_end!(rng::AbstractRNG, model::AbstractModel, sampler::StreamingSampler, N::Integer, transitions; kwargs...) = sample_end!(rng, model, sampler.sampler, N, transitions; kwargs...)
  AbstractMCMC.bundle_samples!(rng::AbstractRNG, model::AbstractModel, sampler::StreamingSampler, N::Integer, ::Nothing; kwargs...) = nothing
  
  AbstractMCMC.transitions_init!(transition, ::AbstractModel, sampler::StreamingSampler, ::Integer; kwargs...) = nothing
  AbstractMCMC.transitions_save!(::Nothing, ::Integer, transition, ::AbstractModel, ::StreamingSampler, ::Integer) = write(sampler.io, transition)

  as suggested in stream sampler results to disk (or other output) - minor feature suggestion #107
• One does not have to wrap parameter vectors or named tuples inside of a custom AbstractTransition subtype anymore - if step! just returns a parameter vector or a named tuple, the default implementation of sample will just yield a vector of parameter vectors or named tuples
• It does not seem useful to pollute the namespace by exporting methods such as sample_init! or sample_end! (which many people do not want to call directly and have to be imported anyway if implemented for specific types). In general, I think in every concrete implementation of AbstractModel/AbstractSampler one just has to decide which methods of AbstractMCMC to export (probably just sample and psample).

[codecov]

Codecov Report

Merging #12 into master will increase coverage by 3.57%.
The diff coverage is 94.11%.

@@            Coverage Diff             @@
##           master      TuringLang/Turing.jl#12      +/-   ##
==========================================
+ Coverage   77.27%   80.85%   +3.57%     
==========================================
  Files           1        1              
  Lines          44       47       +3     
==========================================
+ Hits           34       38       +4     
+ Misses         10        9       -1

Impacted Files	Coverage Δ
src/AbstractMCMC.jl	80.85% <94.11%> (+3.57%)	⬆️

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[cpfiffer]

I'm a fan! I'll sit down with this sometime this evening and give some more thoughtful comments if I can find anything.

[cpfiffer]

I've got no real comments, looks good to me. If nobody else has any comments, I'll merge this at the end of the day.

Edit: That's about ~12 hours from now in my time zone.

[devmotion]

Should we merge it? 😃

[cpfiffer]

Yeah, sorry. Got caught up in some stuff and it slipped my mind.