Allow CustomDist with inferred logp in Mixture #6746
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Codecov Report
Additional details and impacted files@@ Coverage Diff @@
## main #6746 +/- ##
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- Coverage 91.99% 90.48% -1.51%
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Files 95 95
Lines 16205 16125 -80
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- Hits 14907 14591 -316
- Misses 1298 1534 +236
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This commit changes the logic used for logprob inference. Instead of eager bottom-up conversion to measurable variables in the IR rewrites, we only convert nodes whose outputs were marked as "needs_measuring". This is achieved with the new `PreserveRVMappings.request_measurable` method. This strategy obviates the need to undo unnecessary conversions. It also obviates a subtle need for graph cloning via the `ignore_logprob` helper, which prevented intermediate measurable rewrites from being reversed when they were needed to derive the logprob of valued variables, but were not directly valued. This indirect role of `ignore_logprob` is now done more explicitly and efficiently via the `request_measurable` method. All other uses of `ignore_logprob` (and `reconsider_logprob`) were removed from the codebase The `get_measurable_outputs` dispatching was also abandoned in favor of only considering outputs associated with value variables. A new MergeOptimizerRewrite was written to further target local rewrites to only those nodes whose variables have been marked as `needs_measuring`.
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Join/MakeVector/IfElse can output multiple interdependent variables. These are potentially measurable because in the logp each output is given a distinct value variable. However, this isn't known during the IR rewrites. To circumvent this issue, we run an inner IR rewrite after giving dummy value variables to each output
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This PR changes the logic used for logprob inference. Instead of eager bottom-up conversion to measurable variables in the IR rewrites, we only convert nodes whose outputs were marked as "needs_measuring". This is achieved with the new
PreserveRVMappings.request_measurablemethod.This strategy obviates the need to undo unnecessary conversions. It also obviates a subtle need for graph cloning via the
ignore_logprobhelper, which prevented intermediate measurable rewrites from being reversed when they were needed to derive the logprob of valued variables, but were not directly valued. This indirect role ofignore_logprobis now done more explicitly and efficiently via therequest_measurablemethod.All other uses of
ignore_logprob(andreconsider_logprob) were removed from the codebaseThe
get_measurable_outputsdispatching was also abandoned in favor of only considering outputs associated with value variables.A new MergeOptimizerRewrite was written to further target local rewrites to only those nodes whose variables have been marked as
needs_measuring. This should be rather more efficientCloses #6728
Supersedes #6698
CC @shreyas3156 @Dhruvanshu-Joshi
📚 Documentation preview 📚: https://pymc--6746.org.readthedocs.build/en/6746/