Fix hessian bug

[cpfiffer]

Fixes #1231, which is necessary for #1230. Adds a test to make sure the Hessian is being correctly calculated with ReverseDiff and ForwardDiff.

[yebai]

@cpfiffer It seems some tests are broken with this PR

[cpfiffer]

Yeah, it requires TuringLang/DynamicPPL.jl#83 to be merged & released before it should work, though I'm not sure what stuff is in the air over there. @mohamed82008 could TuringLang/DynamicPPL.jl#83 be merged and released without too much issue at DynamicPPL?

[codecov]

Codecov Report

Merging #1232 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #1232   +/-   ##
=======================================
  Coverage   67.11%   67.11%           
=======================================
  Files          25       25           
  Lines        1341     1341           
=======================================
  Hits          900      900           
  Misses        441      441           

Impacted Files	Coverage Δ
src/inference/Inference.jl	90.19% <ø> (ø)

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 9e75144...0568fda. Read the comment docs.

[cpfiffer]

The test failures here seem unrelated.

[devmotion]

I think they're not actually. Using .~ inside a model will lead to parsing errors on Julia 1.0. Alternatively, you could use @. and escape non-broadcasted parts with $, or use some function like syntax (~.(LHS, RHS) IIRC).

[devmotion]

See, e.g., https://github.com/TuringLang/DynamicPPL.jl/blob/c3d430c774628e1d7f5f8ee0167c0704a84df265/test/compiler.jl#L365 and TuringLang/DynamicPPL.jl@43e8eee#diff-692d6d33d7ed80773e898f56e60b88ab (for the functional alternative (.~)(LHS, RHS)).

[cpfiffer]

Oh, I see what you mean. I hadn't noticed that this syntax didn't work for Julia 1.0. Let me try this and see what happens.

[cpfiffer]

Alright, looks like tests are passing.