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vectorized elbo does not work with beta bernoulli model #414

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fehiepsi opened this issue Oct 27, 2019 · 4 comments
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vectorized elbo does not work with beta bernoulli model #414

fehiepsi opened this issue Oct 27, 2019 · 4 comments
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bug Something isn't working jax This issue is specific to JAX

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@fehiepsi
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fehiepsi commented Oct 27, 2019 •
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As observed in #413, when running SVI in beta bernoulli with num_particles=2, we get the error

NotImplementedError: Forward-mode differentiation rule for 'while' not implemented

This seems like a JAX issue but we need to isolate the bug to report upstream.
@fehiepsi fehiepsi added the bug Something isn't working label Oct 27, 2019
@TuanNguyen27
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@fehiepsi from a quick glance the error traces to here: https://github.com/google/jax/blob/master/jax/interpreters/ad.py#L217

@fehiepsi
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Thanks, @TuanNguyen27 ! I believe that this error comes from while_loop of gamma sampler in JAX, but it is a bit hard to make a small repro script. Anyway, this issue should not block your PR, feel free to complete it and mark failing tests as xfail.

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fehiepsi commented Dec 3, 2019

Just want to put a context: this issue is tracked at jax-ml/jax#1789.

@fehiepsi fehiepsi added the jax This issue is specific to JAX label Dec 22, 2019
@fehiepsi
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fehiepsi commented Jan 9, 2020

This is fixed in the latest jax release.

@fehiepsi fehiepsi closed this as completed Jan 9, 2020
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