Adding `StickBreakingWeights` distribution class #5200

larryshamalama · 2021-11-17T22:31:07Z

This pull request adds a class for truncated stick-breaking weights which are vital in the construction of Dirichlet Processes, which I hope to work on soon. See section 1.1 in Ishwaran and James (2001). My previous attempt as a PR is #4971 .

Some tests are failing, will have to resolve them first.

CC: @ricardoV94 @AustinRochford @fonnesbeck

pymc/distributions/multivariate.py

larryshamalama

Two sets of tests not passing locally in test_distributions.py and test_distributions_moments.py. The test in test_distributions_random.py seems okay (from my perspective)

pymc/distributions/multivariate.py

pymc/tests/test_distributions.py

pymc/tests/test_distributions_random.py

pymc/tests/test_distributions_moments.py

codecov · 2021-11-17T22:57:31Z

Codecov Report

Merging #5200 (7885768) into main (d52655d) will increase coverage by 0.01%.
The diff coverage is 93.33%.

@@            Coverage Diff             @@
##             main    #5200      +/-   ##
==========================================
+ Coverage   80.36%   80.38%   +0.01%     
==========================================
  Files          89       89              
  Lines       14808    14867      +59     
==========================================
+ Hits        11901    11951      +50     
- Misses       2907     2916       +9

Impacted Files	Coverage Δ
pymc/distributions/__init__.py	`100.00% <ø> (ø)`
pymc/distributions/multivariate.py	`75.57% <93.33%> (+1.44%)`	⬆️
pymc/distributions/continuous.py	`96.93% <0.00%> (-0.50%)`	⬇️

larryshamalama

Question about test_distributions.py

pymc/tests/test_distributions_moments.py

pymc/tests/test_distributions.py

ricardoV94

Looks great. Left some comments bellow, mostly concerning tests. Glad to see this PR entering the polishing phase!

pymc/distributions/multivariate.py

pymc/tests/test_distributions.py

pymc/distributions/multivariate.py

pymc/tests/test_distributions_random.py

larryshamalama

December 20 work in progress

pymc/distributions/multivariate.py

pymc/tests/test_distributions_random.py

pymc/tests/test_distributions.py

larryshamalama

Two new sets of tests + question in make_node

pymc/distributions/multivariate.py

pymc/tests/test_distributions.py

pymc/tests/test_distributions_random.py

pymc/distributions/multivariate.py

ricardoV94

Looks great! Left some comments, let me know if anything is confusing

pymc/distributions/multivariate.py

pymc/tests/test_distributions.py

pymc/distributions/multivariate.py

pymc/tests/test_distributions_random.py

ricardoV94

LGTM. Awesome work @larryshamalama

larryshamalama · 2022-01-18T19:54:06Z

As always, thanks so much for all your suggestions and help @ricardoV94

twiecki · 2022-02-04T07:42:26Z

Would be great to have an example NB in pymc-examples that shows how to use this.

ricardoV94 reviewed Nov 17, 2021

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larryshamalama force-pushed the add_sbw branch from ec83b95 to 8109c6f Compare November 18, 2021 15:17

larryshamalama marked this pull request as draft November 18, 2021 15:25

larryshamalama force-pushed the add_sbw branch 2 times, most recently from 1fb33c7 to 028d77a Compare December 9, 2021 07:45

larryshamalama commented Dec 10, 2021

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larryshamalama force-pushed the add_sbw branch from 028d77a to c47af07 Compare December 10, 2021 21:48

larryshamalama marked this pull request as ready for review December 11, 2021 00:16

larryshamalama requested a review from ricardoV94 December 11, 2021 00:16

ricardoV94 reviewed Dec 11, 2021

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larryshamalama commented Dec 20, 2021

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larryshamalama force-pushed the add_sbw branch from c47af07 to 86be0d3 Compare December 21, 2021 05:54

larryshamalama commented Dec 21, 2021

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larryshamalama requested a review from ricardoV94 December 21, 2021 06:01

larryshamalama added 11 commits January 17, 2022 14:26

Fixed conflict in test_distributions

3a043e6

Made progress on SBW class, testing to be done

6a25de3

Moment and random tests failing...

41a7567

Adding 3 sets of tests, some failing

e4d54d8

Fixed pre-commit errors

95dca63

Add conditions to SBW bound

35eae9d

Fixed moment test

7423918

All tests are passing 🚀

077f161

New distribution tests + Ricardo\'s suggestions

f7c1770

Midway adding docstring

5a989e6

Added SBW docstring

6b5f5af

larryshamalama force-pushed the add_sbw branch from 9657f2d to 6b5f5af Compare January 17, 2022 21:36

larryshamalama commented Jan 17, 2022

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larryshamalama added 2 commits January 17, 2022 23:58

Added 2D distribution test + fixes

226c59b

Adding parameter checks into make_node

ab79031

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larryshamalama added 5 commits January 18, 2022 10:41

Storing draws in test_distributions_random.py

99bdadb

Generate doc + minor fix

67fe991

Fixed docstring

27d77ef

Fixing pre-commit error

32e1be5

Fixing docstring... again

7885768

ricardoV94 approved these changes Jan 18, 2022

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ricardoV94 merged commit b71bb74 into pymc-devs:main Jan 18, 2022

larryshamalama deleted the add_sbw branch January 18, 2022 19:53

Adding StickBreakingWeights distribution class #5200

Adding StickBreakingWeights distribution class #5200

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Adding `StickBreakingWeights` distribution class #5200

Adding `StickBreakingWeights` distribution class #5200

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