Fix logpdf_grad
errors in @dist
DSL.
#497
Merged
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This PR addresses #496, including some of the indexing errors identified in that issue, but also by generalizing the backpropagation of gradients from the base distribution to the user-facing / custom-defined
@dist
distribution. Generalizing the backprop code was necessary to ensure that vector-valued arguments have appropriate gradients returned (e.g. the probability vector for a relabeledcategorical
), but also provides support for multivariate distributions (e.g.broadcasted_normal
andmvnormal
). Test cases have been added to check for this functionality.The one additional test case I can think of is to make sure using a
@dist
-defined distribution in a generative function leads to the correct outputs (gradients, score, etc.). I can do this later today!