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Make Multinomial robust against batches #4169

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merged 4 commits into from
Oct 14, 2020

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lucianopaz
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At the moment, our Multinomial distribution mangles the n parameter's shape. This makes it very difficult to work with batches that have more than 2 dimensions. This PR addresses the problem and adds a test for it.

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@twiecki
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twiecki commented Oct 13, 2020

Seems like there are legit test errors.

@lucianopaz
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Yeah, I'll go through those tomorrow.

@@ -597,14 +597,10 @@ def __init__(self, n, p, *args, **kwargs):
super().__init__(*args, **kwargs)

p = p / tt.sum(p, axis=-1, keepdims=True)
n = np.squeeze(n) # works also if n is a tensor
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pretty simple fix, just remove some code 👍

@twiecki
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twiecki commented Oct 14, 2020

Also needs a line in the release-notes.

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codecov bot commented Oct 14, 2020

Codecov Report

Merging #4169 into master will increase coverage by 0.01%.
The diff coverage is n/a.

Impacted file tree graph

@@            Coverage Diff             @@
##           master    #4169      +/-   ##
==========================================
+ Coverage   88.76%   88.77%   +0.01%     
==========================================
  Files          89       89              
  Lines       14083    14079       -4     
==========================================
- Hits        12501    12499       -2     
+ Misses       1582     1580       -2     
Impacted Files Coverage Δ
pymc3/distributions/multivariate.py 81.10% <ø> (+0.17%) ⬆️

@twiecki twiecki merged commit d8bfe93 into pymc-devs:master Oct 14, 2020
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twiecki commented Oct 14, 2020

Thanks @lucianopaz!

@lucianopaz lucianopaz deleted the batch_multivariate branch October 14, 2020 08:57
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Thanks @lucianopaz ! Funny to see that removing code fixed the issue 😅

@bsmith89 bsmith89 mentioned this pull request Jan 3, 2021
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3 participants