Introduce ValuedVariable

aeppl/__init__.py

@@ -6,7 +6,7 @@
 
 from aeppl.logprob import logprob  # isort: split
 
-from aeppl.joint_logprob import conditional_logprob, joint_logprob
+from aeppl.joint_logprob import DensityNotFound, conditional_logprob, joint_logprob
 from aeppl.printing import latex_pprint, pprint
 
 # isort: off

aeppl/abstract.py

@@ -3,11 +3,14 @@
 from functools import singledispatch
 from typing import Callable, List
 
+import aesara.tensor as at
+from aesara.gradient import grad_undefined
 from aesara.graph.basic import Apply, Variable
 from aesara.graph.op import Op
 from aesara.graph.utils import MetaType
 from aesara.tensor.elemwise import Elemwise
 from aesara.tensor.random.op import RandomVariable
+from aesara.tensor.type import TensorType
 
 
 class MeasurableVariable(abc.ABC):
@@ -124,3 +127,55 @@ class MeasurableElemwise(Elemwise):
 
 
 MeasurableVariable.register(MeasurableElemwise)
+
+
+class ValuedVariable(Op):
+    r"""Represents the association of a measurable variable and its value.
+
+    A `ValuedVariable` node represents the pair :math:`(Y, y)`, where
+    :math:`Y` is a random variable and :math:`y \sim Y`.
+
+    Log-probability (densities) are functions over these pairs, which makes
+    these nodes in a graph an intermediate form that serves to construct a
+    log-probability from a model graph.
+
+    This intermediate form can be used as the target for rewrites that
+    otherwise wouldn't make sense to apply to--say--a random variable node
+    directly.  An example is `BroadcastTo` lifting through `RandomVariable`\s.
+    """
+
+    default_output = 0
+    view_map = {0: [0]}
+
+    def make_node(self, rv, value):
+
+        assert isinstance(rv.type, TensorType)
+        out_rv = rv.type()
+
+        vv = at.as_tensor_variable(value)
+        assert isinstance(vv.type, TensorType)
+
+        # TODO: We should probably check the `Type`s of `out_rv` and `vv`
+        if vv.type.dtype != rv.type.dtype:
+            raise TypeError(
+                f"Value type {vv.type} does not match random variable type {out_rv.type}"
+            )
+
+        return Apply(self, [rv, vv], [out_rv])
+
+    def perform(self, node, inputs, out):
+        out[0][0] = inputs[0]
+
+    def grad(self, inputs, outputs):
+        return [
+            grad_undefined(self, k, inp, "No gradient defined for `ValuedVariable`")
+            for k, inp in enumerate(inputs)
+        ]
+
+    def infer_shape(self, fgraph, node, input_shapes):
+        return [input_shapes[0]]
+
+
+MeasurableVariable.register(ValuedVariable)
+
+valued_variable = ValuedVariable()

aeppl/censoring.py

@@ -15,13 +15,15 @@
 from aeppl.abstract import (
     MeasurableElemwise,
     MeasurableVariable,
+    ValuedVariable,
     assign_custom_measurable_outputs,
 )
 from aeppl.logprob import CheckParameterValue, _logcdf, _logprob, logdiffexp
 from aeppl.rewriting import measurable_ir_rewrites_db
 
 if TYPE_CHECKING:
-    from aesara.graph.basic import Op, Variable
+    from aesara.graph.basic import Variable
+    from aesara.graph.op import Op
 
 
 class MeasurableClip(MeasurableElemwise):
@@ -37,8 +39,7 @@ def find_measurable_clips(
 ) -> Optional[List["Variable"]]:
     # TODO: Canonicalize x[x>ub] = ub -> clip(x, x, ub)
 
-    rv_map_feature = getattr(fgraph, "preserve_rv_mappings", None)
-    if rv_map_feature is None:
+    if isinstance(node.op, MeasurableClip):
         return None  # pragma: no cover
 
     clipped_var = node.outputs[0]
@@ -47,7 +48,7 @@ def find_measurable_clips(
     if not (
         base_var.owner
         and isinstance(base_var.owner.op, MeasurableVariable)
-        and base_var not in rv_map_feature.rv_values
+        and not isinstance(base_var, ValuedVariable)
     ):
         return None
 
@@ -190,8 +191,7 @@ def construct_measurable_rounding(
     fgraph: FunctionGraph, node: Node, rounded_op: "Op"
 ) -> Optional[List["Variable"]]:
 
-    rv_map_feature = getattr(fgraph, "preserve_rv_mappings", None)
-    if rv_map_feature is None:
+    if isinstance(node.op, MeasurableRound):
         return None  # pragma: no cover
 
     (rounded_var,) = node.outputs
@@ -200,7 +200,7 @@ def construct_measurable_rounding(
     if not (
         base_var.owner
         and isinstance(base_var.owner.op, MeasurableVariable)
-        and base_var not in rv_map_feature.rv_values
+        and not isinstance(base_var, ValuedVariable)
         # Rounding only makes sense for continuous variables
         and base_var.dtype.startswith("float")
     ):

aeppl/cumsum.py

@@ -4,9 +4,13 @@
 from aesara.graph.rewriting.basic import node_rewriter
 from aesara.tensor.extra_ops import CumOp
 
-from aeppl.abstract import MeasurableVariable, assign_custom_measurable_outputs
+from aeppl.abstract import (
+    MeasurableVariable,
+    ValuedVariable,
+    assign_custom_measurable_outputs,
+)
 from aeppl.logprob import _logprob, logprob
-from aeppl.rewriting import PreserveRVMappings, measurable_ir_rewrites_db
+from aeppl.rewriting import measurable_ir_rewrites_db
 
 
 class MeasurableCumsum(CumOp):
@@ -50,20 +54,13 @@ def find_measurable_cumsums(fgraph, node) -> Optional[List[MeasurableCumsum]]:
     if isinstance(node.op, MeasurableCumsum):
         return None  # pragma: no cover
 
-    rv_map_feature: Optional[PreserveRVMappings] = getattr(
-        fgraph, "preserve_rv_mappings", None
-    )
-
-    if rv_map_feature is None:
-        return None  # pragma: no cover
-
     rv = node.outputs[0]
 
     base_rv = node.inputs[0]
     if not (
         base_rv.owner
         and isinstance(base_rv.owner.op, MeasurableVariable)
-        and base_rv not in rv_map_feature.rv_values
+        and not isinstance(base_rv, ValuedVariable)
     ):
         return None  # pragma: no cover