Hey so in the merging I am doing, I realized we treat variable filtering quite differently.
In Turkie.jl, the variable dictionary is given as a Dict{Symbol, Vector{OnlineStat}}. So for each variable there can be different stats evaluated. While in TuringCallbacks it is assumed that all variables will show the same stats. I agree that it should be a default behavior but maybe we can allow to have both while having a common smooth constructor interface?