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Allow non-scalar measurable switch mixtures #6796

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ricardoV94
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@ricardoV94 ricardoV94 commented Jun 26, 2023

This PR expands the supported Mixture graphs beyond the scalar case.

It comes at the cost of not creating a lazy evaluation logp graph that the old MixtureRV approach did, but benefits from allowing arbitrary measurable variables and not just pure RVs.

In a future PR I intend to introduce a lazy Mixture RV that brings back that functionality, but that's right now blocked by pymc-devs/pytensor#329

CC @shreyas3156


📚 Documentation preview 📚: https://pymc--6796.org.readthedocs.build/en/6796/

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codecov bot commented Jun 26, 2023

Codecov Report

Merging #6796 (df9f1b8) into main (7b08fc1) will decrease coverage by 3.71%.
The diff coverage is 100.00%.

Additional details and impacted files

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #6796      +/-   ##
==========================================
- Coverage   91.92%   88.22%   -3.71%     
==========================================
  Files          95       95              
  Lines       16197    16233      +36     
==========================================
- Hits        14889    14321     -568     
- Misses       1308     1912     +604     
Impacted Files Coverage Δ
pymc/distributions/truncated.py 99.40% <100.00%> (-0.01%) ⬇️
pymc/logprob/mixture.py 96.90% <100.00%> (+0.57%) ⬆️

... and 21 files with indirect coverage changes

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As always, looks great @ricardoV94 😅 As usual, some questions from my side

pymc/logprob/mixture.py Outdated Show resolved Hide resolved
pymc/logprob/mixture.py Show resolved Hide resolved
tests/logprob/test_mixture.py Outdated Show resolved Hide resolved
tests/logprob/test_mixture.py Show resolved Hide resolved

invalid_mix = pt.switch(valid_switch_cond, valid_true_branch, invalid_false_branch)
fgraph, _, _ = construct_ir_fgraph({invalid_mix: invalid_mix.type()})
assert not isinstance(fgraph.outputs[0].owner.op, MeasurableVariable)
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Would it be more clear to rename the fgraphs and invalid_mixes in this test?

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sure!

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On a second thought... rename to what? I feel the names are pretty reasonable?

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Ah, I was just alluding to the redundancy in names (three presences of fgraph, two of invalid_mix).

@ricardoV94 ricardoV94 force-pushed the make_switch_mixtures_more_flexible_basic branch from 2441185 to 9f65891 Compare June 29, 2023 12:49
tests/logprob/test_mixture.py Show resolved Hide resolved

invalid_mix = pt.switch(valid_switch_cond, valid_true_branch, invalid_false_branch)
fgraph, _, _ = construct_ir_fgraph({invalid_mix: invalid_mix.type()})
assert not isinstance(fgraph.outputs[0].owner.op, MeasurableVariable)
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Ah, I was just alluding to the redundancy in names (three presences of fgraph, two of invalid_mix).

pymc/logprob/mixture.py Outdated Show resolved Hide resolved
@ricardoV94 ricardoV94 force-pushed the make_switch_mixtures_more_flexible_basic branch from 9f65891 to df9f1b8 Compare June 30, 2023 07:05
@ricardoV94 ricardoV94 merged commit cb2c77f into pymc-devs:main Jun 30, 2023
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2 participants