Added shape_utils doc

docs/source/api.rst

@@ -19,3 +19,4 @@ API Reference
    api/math
    api/data
    api/model
+   api/shape_utils

docs/source/api/shape_utils.rst

@@ -0,0 +1,23 @@
+***********
+shape_utils
+***********
+
+This submodule contains various functions that apply numpy's broadcasting rules to shape tuples, and also to samples drawn from probability distributions.
+
+The main challenge when broadcasting samples drawn from a generative model, is that each random variate has a core shape. When we draw many i.i.d samples from a given RV, for example if we ask for `size_tuple` i.i.d draws, the result usually is a `size_tuple + RV_core_shape`. In the generative model's hierarchy, the downstream RVs that are conditionally dependent on our above sampled values, will get an array with a shape that is incosistent with the core shape they expect to see for their parameters. This is a problem sometimes because it prevents regular broadcasting in complex hierachical models, and thus make prior and posterior predictive sampling difficult.
+
+This module introduces functions that are made aware of the requested `size_tuple` of i.i.d samples, and does the broadcasting on the core shapes, transparently ignoring or moving the i.i.d `size_tuple` prepended axes around.
+
+.. currentmodule:: pymc3.distributions.shape_utils
+
+.. autosummary::
+
+   to_tuple
+   shapes_broadcasting
+   broadcast_dist_samples_shape
+   get_broadcastable_dist_samples
+   broadcast_distribution_samples
+   broadcast_dist_samples_to
+
+.. automodule:: pymc3.distributions.shape_utils
+   :members:

pymc3/distributions/shape_utils.py

@@ -17,7 +17,18 @@
 
 
 def to_tuple(shape):
-    """Convert ints, arrays, and Nones to tuples"""
+    """Convert ints, arrays, and Nones to tuples
+
+    Parameters
+    ----------
+    shape : None, int or array-like
+        Represents the shape to convert to tuple.
+
+    Returns
+    -------
+    If `shape` is None, returns an empty tuple. If it's an int, (shape,) is
+    returned. If it is array-like, tuple(shape) is returned.
+    """
     if shape is None:
         return tuple()
     temp = np.atleast_1d(shape)
@@ -106,6 +117,7 @@ def broadcast_dist_samples_shape(shapes, size=None):
     Examples
     --------
     .. code-block:: python
+
         size = 100
         shape0 = (size,)
         shape1 = (size, 5)
@@ -115,6 +127,7 @@ def broadcast_dist_samples_shape(shapes, size=None):
         assert out == (size, 4, 5)
 
     .. code-block:: python
+
         size = 100
         shape0 = (size,)
         shape1 = (5,)
@@ -124,6 +137,7 @@ def broadcast_dist_samples_shape(shapes, size=None):
         assert out == (size, 4, 5)
 
     .. code-block:: python
+
         size = 100
         shape0 = (1,)
         shape1 = (5,)
@@ -204,6 +218,7 @@ def get_broadcastable_dist_samples(
     Examples
     --------
     .. code-block:: python
+
         must_bcast_with = (3, 1, 5)
         size = 100
         sample0 = np.random.randn(size)
@@ -222,6 +237,7 @@ def get_broadcastable_dist_samples(
         assert np.all(sample2[:, None] == out[2])
 
     .. code-block:: python
+
         size = 100
         must_bcast_with = (3, 1, 5)
         sample0 = np.random.randn(size)
@@ -290,6 +306,7 @@ def broadcast_distribution_samples(samples, size=None):
     Examples
     --------
     .. code-block:: python
+
         size = 100
         sample0 = np.random.randn(size)
         sample1 = np.random.randn(size, 5)
@@ -302,6 +319,7 @@ def broadcast_distribution_samples(samples, size=None):
         assert np.all(sample2 == out[2])
 
     .. code-block:: python
+
         size = 100
         sample0 = np.random.randn(size)
         sample1 = np.random.randn(5)
@@ -335,6 +353,7 @@ def broadcast_dist_samples_to(to_shape, samples, size=None):
     Examples
     --------
     .. code-block:: python
+
         to_shape = (3, 1, 5)
         size = 100
         sample0 = np.random.randn(size)
@@ -351,6 +370,7 @@ def broadcast_dist_samples_to(to_shape, samples, size=None):
         assert np.all(sample2[:, None] == out[2])
 
     .. code-block:: python
+
         size = 100
         to_shape = (3, 1, 5)
         sample0 = np.random.randn(size)