Remove test_ad calls from interface tests

Author: penelopeysm

test/ad/corr.jl

@@ -1,35 +1,37 @@
 @testset "AD for VecCorrBijector" begin
-    d = 4
-    dist = LKJ(d, 2.0)
-    b = bijector(dist)
-    binv = inverse(b)
+    @testset "d = $d" for d in (1, 2, 4)
+        dist = LKJ(d, 2.0)
+        b = bijector(dist)
+        binv = inverse(b)
 
-    x = rand(dist)
-    y = b(x)
+        x = rand(dist)
+        y = b(x)
 
-    test_ad(y) do x
-        sum(transform(b, binv(x)))
-    end
-
-    test_ad(y) do y
-        sum(transform(binv, y))
+        # roundtrip
+        test_ad(y -> sum(transform(b, binv(y))), y)
+        # inverse only
+        test_ad(y -> sum(transform(binv, y)), y)
     end
 end
 
 @testset "AD for VecCholeskyBijector" begin
-    d = 4
-    dist = LKJCholesky(d, 2.0)
-    b = bijector(dist)
-    binv = inverse(b)
+    @testset "d = $d, uplo = $uplo" for d in (1, 2, 4), uplo in ('U', 'L')
+        dist = LKJCholesky(d, 2.0, uplo)
+        b = bijector(dist)
+        binv = inverse(b)
 
-    x = rand(dist)
-    y = b(x)
-
-    test_ad(y) do y
-        sum(transform(b, binv(y)))
-    end
+        x = rand(dist)
+        y = b(x)
 
-    test_ad(y) do y
-        sum(Bijectors.cholesky_upper(transform(binv, y)))
+        # roundtrip
+        test_ad(y -> sum(transform(b, binv(y))), y)
+        # inverse only
+        test_ad(y -> sum(transform(binv, y)), y)
+        # additionally check that cholesky_{upper,lower} is differentiable
+        if uplo == 'U'
+            test_ad(y -> sum(Bijectors.cholesky_upper(transform(b, y))), y)
+        else
+            test_ad(y -> sum(Bijectors.cholesky_lower(transform(b, y))), y)
+        end
     end
 end

test/ad/utils.jl

@@ -1,6 +1,3 @@
-# Figure out which AD backend to test
-const AD = get(ENV, "AD", "All")
-
 function test_ad(f, x, broken=(); rtol=1e-6, atol=1e-6)
     for b in broken
         if !(

test/bijectors/corr.jl

@@ -32,8 +32,6 @@ using Bijectors: VecCorrBijector, VecCholeskyBijector, CorrBijector
         test_bijector(b, x; test_not_identity=d != 1, changes_of_variables_test=false)
         test_bijector(bvec, x; test_not_identity=d != 1, changes_of_variables_test=false)
 
-        test_ad(x -> sum(bvec(bvecinv(x))), yvec)
-
         # Check that output sizes are computed correctly.
         tdist = transformed(dist)
         @test length(tdist) == length(yvec)
@@ -64,8 +62,6 @@ end
 
             @test xinv.U ≈ cholesky(xinv_lkj).U
 
-            test_ad(x -> sum(b(binv(x))), y)
-
             # test_bijector is commented out for now, 
             # as isapprox is not defined for ::Cholesky types (the domain of LKJCholesky)
             # test_bijector(b, x; test_not_identity=d != 1, changes_of_variables_test=false)