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Add JAX implementation for LogNormalRV #1346

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Dec 10, 2022
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Add JAX implementation for LogNormalRV #1346

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15 changes: 15 additions & 0 deletions aesara/link/jax/dispatch/random.py
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Original file line number Diff line number Diff line change
Expand Up @@ -277,3 +277,18 @@ def sample_fn(rng, size, dtype, *parameters):
return (rng, sample)

return sample_fn


@jax_sample_fn.register(aer.LogNormalRV)
def jax_sample_fn_lognormal(op):
"""JAX implementation of `LogNormalRV`."""

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
loc, scale = parameters
sample = loc + jax.random.normal(rng_key, size, dtype) * scale
sample_exp = jax.numpy.exp(sample)
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
return (rng, sample_exp)

return sample_fn
16 changes: 16 additions & 0 deletions tests/link/jax/test_random.py
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Expand Up @@ -165,6 +165,22 @@ def test_random_updates(rng_ctor):
"logistic",
lambda *args: args,
),
(
aer.lognormal,
[
set_test_value(
at.lvector(),
np.array([0, 0], dtype=np.int64),
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@juanitorduz juanitorduz Dec 9, 2022 •
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Seem scipy's implementation does not accept a loc param ? https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.lognorm.html

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It seems to work with something like scipy.stats.lognorm(1, loc=10).rvs().

),
set_test_value(
at.dscalar(),
np.array(1.0, dtype=np.float64),
),
],
(2,),
"lognorm",
lambda *args: args,
),
(
aer.normal,
[
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