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Fix failing default transform for LKJCorr #7065

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merged 11 commits into from
Dec 13, 2023
Merged

Fix failing default transform for LKJCorr #7065

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e67a317
change default transform LKJCOrr
juanitorduz Dec 13, 2023
301b159
add test
juanitorduz Dec 13, 2023
bc0d8f5
Update tests/distributions/test_multivariate.py
juanitorduz Dec 13, 2023
9b4bf2a
fix import
juanitorduz Dec 13, 2023
21948a4
error handling
juanitorduz Dec 13, 2023
8e76b84
Update tests/distributions/test_multivariate.py
juanitorduz Dec 13, 2023
6f03ec5
remove expected shapre argument
juanitorduz Dec 13, 2023
aa7810c
add notimplemented error for logp
juanitorduz Dec 13, 2023
bee4144
make standalone test
juanitorduz Dec 13, 2023
67954c7
Update tests/distributions/test_multivariate.py
juanitorduz Dec 13, 2023
67b80c6
patch test
juanitorduz Dec 13, 2023
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9 changes: 8 additions & 1 deletion pymc/distributions/multivariate.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1524,6 +1524,13 @@
lkjcorr = LKJCorrRV()


class MultivariateIntervalTransform(Interval):
name = "interval"

def log_jac_det(self, *args):
return super().log_jac_det(*args).sum(-1)

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class LKJCorr(BoundedContinuous):
r"""
The LKJ (Lewandowski, Kurowicka and Joe) log-likelihood.
Expand Down Expand Up @@ -1623,7 +1630,7 @@

@_default_transform.register(LKJCorr)
def lkjcorr_default_transform(op, rv):
return Interval(floatX(-1.0), floatX(1.0))
return MultivariateIntervalTransform(floatX(-1.0), floatX(1.0))

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class MatrixNormalRV(RandomVariable):
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6 changes: 6 additions & 0 deletions tests/distributions/test_multivariate.py
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Expand Up @@ -2121,6 +2121,12 @@ def ref_rand(size, n, eta):
size=1000,
)

def test_default_transform(self):
with pm.Model() as m:
x = pm.LKJCorr("x", n=2, eta=1, shape=(3, 2))
assert isinstance(m.rvs_to_transforms[x], MultivariateIntervalTransform)
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assert m.logp(sum=False)[0].shape == (3,)


class TestLKJCholeskyCov(BaseTestDistributionRandom):
pymc_dist = _LKJCholeskyCov
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