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Update Gamma Distribution to support new pytensor GammaRV reparameterization #6934

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merged 3 commits into from Oct 2, 2023

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tvwenger
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@tvwenger tvwenger commented Sep 27, 2023

What is this PR about?
This PR implements a native GammaRV in pymc, which uses the same parameterization as the Gamma distribution (i.e., beta instead of inv_beta). The updated GammaRV in pytensor is included in this dependent PR. This allows the Truncated wrapper to handle this distribution properly and fixes #6931

Also fixes #6938

Checklist

Major / Breaking Changes

Removes dependency on pytensor's GammaRV.

New features

None

Bugfixes

Fixes parameter mismatch between pytensor's GammaRV and pymc's Gamma distribution.

Documentation

Included

Maintenance

N/A


馃摎 Documentation preview 馃摎: https://pymc--6934.org.readthedocs.build/en/6934/

@tvwenger tvwenger changed the title add native GammaRV Implement a native GammaRV to support Truncated Gamma distribution Sep 27, 2023
@tvwenger tvwenger changed the title Implement a native GammaRV to support Truncated Gamma distribution Update Gamma Distribution to support pytensor GammaRV reparameterization Sep 27, 2023
@tvwenger
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tvwenger commented Sep 27, 2023

I'm updating this PR following the proposed changes to the pytensor PR. While looking at the tests, I stumbled upon

https://github.com/pymc-devs/pymc/blob/e7965fdb8233d564248d925875569f285cc333ce/tests/distributions/test_continuous.py#L2199C1-L2199C45

which I don't think is right!

The logic was right, but the variable names for expected_rv_op_params should have been shape and scale.

@ricardoV94
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We can add a regression test for the TruncatedGamma bug you uncovered, while we wait for the PyTensor PR to be merged and a new release

@ricardoV94 ricardoV94 changed the title Update Gamma Distribution to support pytensor GammaRV reparameterization Update Gamma Distribution to support new pytensor GammaRV reparameterization Oct 2, 2023
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ricardoV94 commented Oct 2, 2023

@tvwenger there's a commit in #6897 that bumps the PyTensor dependency. We can wait to merge that PR and rebase this one afterwards.

We should still add the regression test with TruncatedGamma

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ricardoV94 commented Oct 2, 2023

Actually it seems we need the Gamma fix first :) I'm going to push stuff here

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codecov bot commented Oct 2, 2023

Codecov Report

Merging #6934 (1f8e470) into main (7c0a095) will decrease coverage by 3.63%.
The diff coverage is 100.00%.

Additional details and impacted files

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #6934      +/-   ##
==========================================
- Coverage   92.15%   88.53%   -3.63%     
==========================================
  Files         100      100              
  Lines       16853    16854       +1     
==========================================
- Hits        15531    14921     -610     
- Misses       1322     1933     +611     
Files Coverage 螖
pymc/data.py 89.47% <100.00%> (酶)
pymc/distributions/continuous.py 97.81% <100.00%> (+<0.01%) 猬嗭笍

... and 23 files with indirect coverage changes

@ricardoV94 ricardoV94 merged commit a3ec9a5 into pymc-devs:main Oct 2, 2023
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welcome bot commented Oct 2, 2023

Congratulations Banner
Congrats on merging your first pull request! 馃帀 We here at PyMC are proud of you! 馃挅 Thank you so much for your contribution 馃巵

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CI error: Mypy errors BUG: Truncated gamma distribution has incorrect logp
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