Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Fix Dirichlet.logp #4454

Merged
merged 5 commits into from
Feb 6, 2021
Merged

Fix Dirichlet.logp #4454

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
5 commits
Select commit Hold shift + click to select a range
e6335e1
Fix Dirichlet.logp by checking number of categories > 1 only at event…
Sayam753 Feb 1, 2021
18fd1f5
Update test_distributions.py
Sayam753 Feb 2, 2021
a6a08bb
Removed the shape validation check to even work for last dimensional …
Sayam753 Feb 2, 2021
4d7c192
Added a test to check Dirichlet.logp with different batch shapes.
Sayam753 Feb 4, 2021
1333c23
Tested exact Dirichlet.logp values againt scipy implementation
Sayam753 Feb 4, 2021
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions RELEASE-NOTES.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@
- `math.log1mexp_numpy` no longer raises RuntimeWarning when given very small inputs. These were commonly observed during NUTS sampling (see [#4428](https://github.com/pymc-devs/pymc3/pull/4428)).
- `ScalarSharedVariable` can now be used as an input to other RVs directly (see [#4445](https://github.com/pymc-devs/pymc3/pull/4445)).
- `pm.sample` and `pm.find_MAP` no longer change the `start` argument (see [#4458](https://github.com/pymc-devs/pymc3/pull/4458)).
- Fixed `Dirichlet.logp` method to work with unit batch or event shapes (see [#4454](https://github.com/pymc-devs/pymc3/pull/4454)).

## PyMC3 3.11.0 (21 January 2021)

Expand Down
1 change: 0 additions & 1 deletion pymc3/distributions/multivariate.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -522,7 +522,6 @@ def logp(self, value):
tt.sum(logpow(value, a - 1) - gammaln(a), axis=-1) + gammaln(tt.sum(a, axis=-1)),
tt.all(value >= 0),
tt.all(value <= 1),
np.logical_not(a.broadcastable),
Sayam753 marked this conversation as resolved.
Show resolved Hide resolved
tt.all(a > 0),
broadcast_conditions=False,
)
Expand Down
13 changes: 12 additions & 1 deletion pymc3/tests/test_distributions.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -1692,10 +1692,21 @@ def test_lkj(self, x, eta, n, lp):
decimals = select_by_precision(float64=6, float32=4)
assert_almost_equal(model.fastlogp(pt), lp, decimal=decimals, err_msg=str(pt))

@pytest.mark.parametrize("n", [2, 3])
@pytest.mark.parametrize("n", [1, 2, 3])
brandonwillard marked this conversation as resolved.
Show resolved Hide resolved
def test_dirichlet(self, n):
self.pymc3_matches_scipy(Dirichlet, Simplex(n), {"a": Vector(Rplus, n)}, dirichlet_logpdf)

@pytest.mark.parametrize("dist_shape", [1, (2, 1), (1, 2), (2, 4, 3)])
def test_dirichlet_with_batch_shapes(self, dist_shape):
a = np.ones(dist_shape)
with pm.Model() as model:
d = pm.Dirichlet("a", a=a)

pymc3_res = d.distribution.logp(d.tag.test_value).eval()
for idx in np.ndindex(a.shape[:-1]):
scipy_res = scipy.stats.dirichlet(a[idx]).logpdf(d.tag.test_value[idx])
assert_almost_equal(pymc3_res[idx], scipy_res)

def test_dirichlet_shape(self):
a = tt.as_tensor_variable(np.r_[1, 2])
with pytest.warns(DeprecationWarning):
Expand Down