Fix for #3210 without computing the Bayes network #3273
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…istently with scipy.stats. Added test and updated example code.
…at py27 joblib does not make tests fail
…n PR pymc-devs#3214. It uses a context manager inside `draw_values` that makes all the values drawn from `TensorVariables` or `MultiObservedRV`s available to nested calls of the original call to `draw_values`. It is partly inspired by how Edward2 approaches the problem of forward sampling. Ed2 tensors fix a `_values` attribute after they first call `sample` and then only return that. They can do it because of their functional scheme, where the entire graph is recreated each time the generative function is called. Our object oriented paradigm cannot set a fixed _values, it has to know it is in the context of a single `draw_values` call. That is why I opted for context managers to store the drawn values.
junpenglao
reviewed
Nov 27, 2018
pymc3/distributions/distribution.py
Outdated
| return func(*values) | ||
| output = func(*values) | ||
| return output | ||
| print(param, |
|
I am in favor of merging this, any comment? @twiecki @aseyboldt |
|
@junpenglao, I noticed that I still have to write to the release notes and do some minor changes in distributions that call |
…ultivariate distributions that make many calls to draw_values or other distributions random methods within their own random.
|
Great, this looks waaay better and simpler than before. I think we should merge this after merge conflicts are fixed. |
|
Great work @lucianopaz ;-) |
|
Indeed, if this doesn't demonstrate tenacity I don't know what would :). Great job! |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Fix for #3210 which uses a completely different approach than PR #3214. It uses a context manager inside
draw_valuesthat makes all the values drawn fromTensorVariablesorMultiObservedRV's available to nested calls of the original call todraw_values.It is partly inspired by how Edward2 approaches the problem of forward sampling. Ed2 tensors fix a
_valueattribute after they first callsampleand then only return that. They can do it because of their functional scheme, where the entire graph is recreated each time the generative function is called. Our object oriented paradigm cannot set a fixed_valueattribute because we would want two independent calls to an RV'srandom,sample_prior_predictiveorsample_posterior_predictivemethods to give different results. This means thatdraw_valueshas to know the context on which it was used.The original implementation of
draw_valuesis almost entirely preserved. The lines that do thewhile missing_inputloop, which could potentially slow down forward sampling, could be removed if we did a topological sort ofparams. Maybe we could consider doing that in a separate PR.