Replace custom incomplete_beta with aesara.tensor.betainc

Closes pymc-devs#4420
ricardoV94 · Jul 13, 2021 · 19a3b15 · 19a3b15
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diff --git a/RELEASE-NOTES.md b/RELEASE-NOTES.md
@@ -8,7 +8,7 @@
 - The `Distribution` keyword argument `testval` has been deprecated in favor of `initval`.
 - `pm.sample` now returns results as `InferenceData` instead of `MultiTrace` by default (see [#4744](https://github.com/pymc-devs/pymc3/pull/4744)).
 - `pm.sample_prior_predictive` no longer returns transformed variable values by default. Pass them by name in `var_names` if you want to obtain these draws (see [4769](https://github.com/pymc-devs/pymc3/pull/4769)).
-...
+- ...
 
 ### New Features
 - The `CAR` distribution has been added to allow for use of conditional autoregressions which often are used in spatial and network models.
@@ -20,12 +20,14 @@
 - Add `logcdf` method to Kumaraswamy distribution (see [#4706](https://github.com/pymc-devs/pymc3/pull/4706)).
 - The `OrderedMultinomial` distribution has been added for use on ordinal data which are _aggregated_ by trial, like multinomial observations, whereas `OrderedLogistic` only accepts ordinal data in a _disaggregated_ format, like categorical
   observations (see [#4773](https://github.com/pymc-devs/pymc3/pull/4773)).
+- ...
 
 ### Maintenance
 - Remove float128 dtype support (see [#4514](https://github.com/pymc-devs/pymc3/pull/4514)).
 - Logp method of `Uniform` and `DiscreteUniform` no longer depends on `pymc3.distributions.dist_math.bound` for proper evaluation (see [#4541](https://github.com/pymc-devs/pymc3/pull/4541)).
 - `Model.RV_dims` and `Model.coords` are now read-only properties. To modify the `coords` dictionary use `Model.add_coord`. Also `dims` or coordinate values that are `None` will be auto-completed (see [#4625](https://github.com/pymc-devs/pymc3/pull/4625)).
 - The length of `dims` in the model is now tracked symbolically through `Model.dim_lengths` (see [#4625](https://github.com/pymc-devs/pymc3/pull/4625)).
+- The `incomplete_beta` function in `pymc3.distributions.dist_math` was replaced by `aesara.tensor.betainc` (see [4857](https://github.com/pymc-devs/pymc3/pull/4857)).
 - ...
 
 ## PyMC3 3.11.2 (14 March 2021)

diff --git a/conda-envs/environment-dev-py37.yml b/conda-envs/environment-dev-py37.yml
@@ -3,7 +3,7 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aesara>=2.0.9
+- aesara>=2.1.0
 - arviz>=0.11.2
 - cachetools>=4.2.1
 - dill

diff --git a/conda-envs/environment-dev-py38.yml b/conda-envs/environment-dev-py38.yml
@@ -3,7 +3,7 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aesara>=2.0.9
+- aesara>=2.1.0
 - arviz>=0.11.2
 - cachetools>=4.2.1
 - dill

diff --git a/conda-envs/environment-dev-py39.yml b/conda-envs/environment-dev-py39.yml
@@ -3,7 +3,7 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aesara>=2.0.9
+- aesara>=2.1.0
 - arviz>=0.11.2
 - cachetools>=4.2.1
 - dill

diff --git a/conda-envs/windows-environment-dev-py38.yml b/conda-envs/windows-environment-dev-py38.yml
@@ -4,7 +4,7 @@ channels:
 - defaults
 dependencies:
  # base dependencies (see install guide for Windows)
-- aesara>=2.0.9
+- aesara>=2.1.0
 - arviz>=0.11.2
 - cachetools>=4.2.1
 - dill

diff --git a/pymc3/distributions/continuous.py b/pymc3/distributions/continuous.py
@@ -59,7 +59,6 @@
     bound,
     clipped_beta_rvs,
     i0e,
-    incomplete_beta,
     log_i0,
     log_normal,
     logpow,
@@ -1246,23 +1245,19 @@ def logcdf(value, alpha, beta):
 
         Parameters
         ----------
-        value: numeric
-            Value(s) for which log CDF is calculated.
+        value: numeric or np.ndarray or aesara.tensor
+            Value(s) for which log CDF is calculated. If the log CDF for multiple
+            values are desired the values must be provided in a numpy array or Aesara tensor.
 
         Returns
         -------
         TensorVariable
         """
-        # incomplete_beta function can only handle scalar values (see #4342)
-        if np.ndim(value):
-            raise TypeError(
-                f"Beta.logcdf expects a scalar value but received a {np.ndim(value)}-dimensional object."
-            )
 
         return bound(
             at.switch(
                 at.lt(value, 1),
-                at.log(incomplete_beta(alpha, beta, value)),
+                at.log(at.betainc(alpha, beta, value)),
                 0,
             ),
             0 <= value,
@@ -1915,27 +1910,22 @@ def logcdf(value, nu, mu, sigma):
 
         Parameters
         ----------
-        value: numeric
-            Value(s) for which log CDF is calculated.
+        value: numeric or np.ndarray or aesara.tensor
+            Value(s) for which log CDF is calculated. If the log CDF for multiple
+            values are desired the values must be provided in a numpy array or Aesara tensor.
 
         Returns
         -------
         TensorVariable
         """
-        # incomplete_beta function can only handle scalar values (see #4342)
-        if np.ndim(value):
-            raise TypeError(
-                f"StudentT.logcdf expects a scalar value but received a {np.ndim(value)}-dimensional object."
-            )
-
         lam, sigma = get_tau_sigma(sigma=sigma)
 
         t = (value - mu) / sigma
         sqrt_t2_nu = at.sqrt(t ** 2 + nu)
         x = (t + sqrt_t2_nu) / (2.0 * sqrt_t2_nu)
 
         return bound(
-            at.log(incomplete_beta(nu / 2.0, nu / 2.0, x)),
+            at.log(at.betainc(nu / 2.0, nu / 2.0, x)),
             0 < nu,
             0 < sigma,
             0 < lam,

diff --git a/pymc3/distributions/discrete.py b/pymc3/distributions/discrete.py
@@ -35,7 +35,6 @@
     binomln,
     bound,
     factln,
-    incomplete_beta,
     log_diff_normal_cdf,
     logpow,
     normal_lccdf,
@@ -145,25 +144,20 @@ def logcdf(value, n, p):
 
         Parameters
         ----------
-        value: numeric
-            Value for which log CDF is calculated.
+        value: numeric or np.ndarray or aesara.tensor
+            Value(s) for which log CDF is calculated. If the log CDF for multiple
+            values are desired the values must be provided in a numpy array or Aesara tensor.
 
         Returns
         -------
         TensorVariable
         """
-        # incomplete_beta function can only handle scalar values (see #4342)
-        if np.ndim(value):
-            raise TypeError(
-                f"Binomial.logcdf expects a scalar value but received a {np.ndim(value)}-dimensional object."
-            )
-
         value = at.floor(value)
 
         return bound(
             at.switch(
                 at.lt(value, n),
-                at.log(incomplete_beta(n - value, value + 1, 1 - p)),
+                at.log(at.betainc(n - value, value + 1, 1 - p)),
                 0,
             ),
             0 <= value,
@@ -732,21 +726,16 @@ def logcdf(value, n, p):
 
         Parameters
         ----------
-        value: numeric
-            Value for which log CDF is calculated.
+        value: numeric or np.ndarray or aesara.tensor
+            Value(s) for which log CDF is calculated. If the log CDF for multiple
+            values are desired the values must be provided in a numpy array or Aesara tensor.
 
         Returns
         -------
         TensorVariable
         """
-        # incomplete_beta function can only handle scalar values (see #4342)
-        if np.ndim(value):
-            raise TypeError(
-                f"NegativeBinomial.logcdf expects a scalar value but received a {np.ndim(value)}-dimensional object."
-            )
-
         return bound(
-            at.log(incomplete_beta(n, at.floor(value) + 1, p)),
+            at.log(at.betainc(n, at.floor(value) + 1, p)),
             0 <= value,
             0 < n,
             0 <= p,
@@ -1461,20 +1450,15 @@ def logcdf(value, psi, n, p):
 
         Parameters
         ----------
-        value: numeric
-            Value for which log CDF is calculated.
+        value: numeric or np.ndarray or aesara.tensor
+            Value(s) for which log CDF is calculated. If the log CDF for multiple
+            values are desired the values must be provided in a numpy array or Aesara tensor.
 
         Returns
         -------
         TensorVariable
         """
 
-        # logcdf can only handle scalar values due to limitation in Binomial.logcdf
-        if np.ndim(value):
-            raise TypeError(
-                f"ZeroInflatedBinomial.logcdf expects a scalar value but received a {np.ndim(value)}-dimensional object."
-            )
-
         return bound(
             logaddexp(at.log1p(-psi), at.log(psi) + _logcdf(binomial, value, {}, n, p)),
             0 <= value,
@@ -1616,19 +1600,14 @@ def logcdf(value, psi, n, p):
 
         Parameters
         ----------
-        value: numeric
-            Value for which log CDF is calculated.
+        value: numeric or np.ndarray or aesara.tensor
+            Value(s) for which log CDF is calculated. If the log CDF for multiple
+            values are desired the values must be provided in a numpy array or Aesara tensor.
 
         Returns
         -------
         TensorVariable
         """
-        # logcdf can only handle scalar values due to limitation in NegativeBinomial.logcdf
-        if np.ndim(value):
-            raise TypeError(
-                f"ZeroInflatedNegativeBinomial.logcdf expects a scalar value but received a {np.ndim(value)}-dimensional object."
-            )
-
         return bound(
             logaddexp(at.log1p(-psi), at.log(psi) + _logcdf(nbinom, value, {}, n, p)),
             0 <= value,