Add plotting via Makie as Extension

[alecloudenback]

Current Status:

A color-blind-friendly color scheme (:tol_vibrant) is used to plot the trance and parameter densities for each parameter in each chain.

Sample plots:

Basic Layout

Large number of parameters

** Large number of chains**

To-do

• Documentation
• Tests (test that plot gets created for a variety of sizes?)
• Extend Makie.plot instead of a new myplot function (not good idea)
• Gracefully handle more than 7 chains for the color scheme

Sample Script

julia> using MCMCChains, CairoMakie
julia> chns = Chains(randn(300, 5, 3), [:A, :B, :C, :D, :E]);
julia> myplot(chns)

[codecov]

Codecov Report

Attention: Patch coverage is 5.12821% with 37 lines in your changes missing coverage. Please review.

Project coverage is 81.90%. Comparing base (5f8e591) to head (20e76a4).

❗ Current head 20e76a4 differs from pull request most recent head 1144212

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Files	Patch %	Lines
ext/MCMCChainsMakieExt.jl	0.00%	37 Missing ⚠️

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##           master     #454      +/-   ##
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- Coverage   84.70%   81.90%   -2.80%     
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  Lines        1072     1111      +39     
==========================================
+ Hits          908      910       +2     
- Misses        164      201      +37     

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[devmotion]

I think this approach is a bit too opinionated and inflexible. Could we instead define convert_arguments (to tell Makie how it should view and use chains) and - if a new type of plots is needed - add a plot recipe (see https://docs.makie.org/dev/explanations/recipes/)?

[alecloudenback]

After talking with the Makie devs on Discord:

• The convert_arguments isn't really a path because all it will do is be able to plot the data into a single plot (no faceting by parameter or chain) or convey metadata (e.g. parameter name or chain number)
• Recipes are for creating a single sub-plot, not defining a figure with multiple sub-plots as desired
• The recommendation was to just define a new function that would plot as desired (e.g. trace(chains)). Adding a new method to plot isn't well defined or supported by Makie.

The latest commit is the recommended approach, including registering an error hint if a Makie-related package isn't yet loaded and trace is called.

[alecloudenback]

@devmotion / @theogf pinging since you had some initial feedback requesting a recipes-based approach, but I don't think that works when wanted to plot multiple chains/parameters (see my last post). If good with the overall approach here, I can knock out the remaining To-Dos.

[theogf]

The plots you are proposing look good, but the problem is that it is too restrictive/opiniated for being in a package like MCMCChains.jl. If convert_arguments is not sufficient, you can use the @recipe macro no?
https://docs.makie.org/stable/explanations/recipes/#full_recipes_with_the_recipe_macro

[theogf]

I don't think trace is an appropriate name, it should be something like traceplot or plot_chains to make it clear this is outputting a figure.

If you decide to go the method dispatch way, it would be good to deconstruct it a bit better:

• Make a mutable function that takes an Axis
• Create separate functions for each subplot.

This way the code is beneficial for anyone who would just like some part of the code.

[alecloudenback]

I don't think trace is an appropriate name, it should be something like traceplot or plot_chains to make it clear this is outputting a figure.

trace follows the convention that plot names in the Julia ecosystem don't have the plot postfix, e.g. scatter or lines instead of scatterplot or linesplot

If convert_arguments is not sufficient, you can use the @recipe macro no?

Recipes are for creating a single sub-plot, not defining a figure with multiple sub-plots. I'm not sure there's a way to use a recipe unless all chains and parameters were plotted into a single sub-plot and not faceted the way MCMC plots tend to be

Make a mutable function that takes an Axis

Edit: I think I understand the desire for this, but I think this goes back to the fact that MCMC-type plots are facets of multiple plots/axes instead. MCMC-type plots are inherently figures not just axes/plots So, e.g. trace!(axis,...) isn't feasible with the facets.

Create separate functions for each subplot.

i.e. where you could get the left side and right sight separately?

[theogf]

As @devmotion this is a bit too opiniated, what if I want to use a different set of colors?

[alecloudenback]

I will explore ways to make more flexible.

[theogf]

Same for this, it is too restrictive...