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Keep broadcasting information in make_shared_replacements #4492

Merged
merged 1 commit into from
Mar 10, 2021
Merged

Keep broadcasting information in make_shared_replacements #4492

merged 1 commit into from
Mar 10, 2021

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ExpectationMax
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@ExpectationMax ExpectationMax commented Feb 27, 2021

It seems like broadcasting information gets lost when applying
pm.make_shared_replacements, leading to problems with the metropolis
sampler. Potentially related issues below:

This fix was previously suggested in the following issue:

It could be that further adaptations are necessary as indicated in the
issue. Strangely, this does not seem to lead to problems when using
NUTS.

This fixes issue #4491 and #3337

TODOs:

  • are the changes—especially new features—covered by tests and docstrings? (should add test)
  • linting/style checks have been run
  • right before it's ready to merge, mention the PR in the RELEASE-NOTES.md

@twiecki
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twiecki commented Feb 27, 2021

Nice, that's an easy fix. Can you add a test that fails before and passes now with this?

@ExpectationMax
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Sure! I'll take care of it in the next days :)

@michaelosthege
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Hi @ExpectationMax !
We just merged the rename of our backend dependency (#4471).
You'll have to rebase your branch..

@ExpectationMax
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@twiecki I think everything should be ready from my side :)

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@michaelosthege michaelosthege left a comment

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I added two small suggestions - @ExpectationMax @twiecki please consider them before merging :)

RELEASE-NOTES.md Outdated Show resolved Hide resolved
pymc3/tests/test_broadcasting.py Outdated Show resolved Hide resolved
pymc3/tests/test_broadcasting.py Outdated Show resolved Hide resolved
It seems like broadcasting information gets lost when applying
`pm.make_shared_replacements`, leading to problems with the metropolis
sampler. Potentially related issues below:
 - #1083
 - #1304
 - #1983

This fix was previously suggested in the following issue:
 - #3337

It could be that further adaptations are necessary as indicated in the
issue. Strangely, this does not seem to lead to problems when using
NUTS.
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@ricardoV94 ricardoV94 left a comment

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LGTM, I don't expect the changes to have any meaningful side-effects and seems to solve the known issues.

@ricardoV94
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Thanks @ExpectationMax

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4 participants