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Fix failing default transform for LKJCorr #7065

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Merged
ricardoV94 merged 11 commits into from
Dec 13, 2023
Merged

Fix failing default transform for LKJCorr #7065

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e67a317
change default transform LKJCOrr
Dec 13, 2023
301b159
add test
Dec 13, 2023
bc0d8f5
Update tests/distributions/test_multivariate.py
Dec 13, 2023
9b4bf2a
fix import
Dec 13, 2023
21948a4
error handling
Dec 13, 2023
8e76b84
Update tests/distributions/test_multivariate.py
Dec 13, 2023
6f03ec5
remove expected shapre argument
Dec 13, 2023
aa7810c
add notimplemented error for logp
Dec 13, 2023
bee4144
make standalone test
Dec 13, 2023
67954c7
Update tests/distributions/test_multivariate.py
Dec 13, 2023
67b80c6
patch test
Dec 13, 2023
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9 changes: 8 additions & 1 deletion pymc/distributions/multivariate.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1524,6 +1524,13 @@ def _random_corr_matrix(cls, rng, n, eta, flat_size):
lkjcorr = LKJCorrRV()


class MultivariateIntervalTransform(Interval):
name = "interval"

def log_jac_det(self, *args):
return super().log_jac_det(*args).sum(-1)


class LKJCorr(BoundedContinuous):
r"""
The LKJ (Lewandowski, Kurowicka and Joe) log-likelihood.
Expand Down Expand Up @@ -1623,7 +1630,7 @@ def logp(value, n, eta):

@_default_transform.register(LKJCorr)
def lkjcorr_default_transform(op, rv):
return Interval(floatX(-1.0), floatX(1.0))
return MultivariateIntervalTransform(floatX(-1.0), floatX(1.0))


class MatrixNormalRV(RandomVariable):
Expand Down
6 changes: 6 additions & 0 deletions tests/distributions/test_multivariate.py
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Expand Up @@ -2121,6 +2121,12 @@ def ref_rand(size, n, eta):
size=1000,
)

@pytest.mark.parametrize(argnames="n", argvalues=[2, 3], ids=["n=2", "n=3"])
def test_default_transform(self, n):
with pm.Model() as m:
pm.LKJCorr("x", n=n, eta=1)
m.logp()


class TestLKJCholeskyCov(BaseTestDistributionRandom):
pymc_dist = _LKJCholeskyCov
Expand Down