Skip to content

Fix failed test related to PR #443 by replacing pt.batched_dot with pt.vectorize(pt.dot,...) #453

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 5 commits into from
Apr 12, 2025
Merged

Fix failed test related to PR #443 by replacing pt.batched_dot with pt.vectorize(pt.dot,...) #453

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
5 commits
Select commit Hold shift + click to select a range
97e2f75
Minor fix of blackjax import in fit_pathfinder function
aphc14 Mar 29, 2025
c0ddb8e
Merge remote-tracking branch 'origin' into minor-fix-move-blackjax-de…
aphc14 Apr 10, 2025
ab39ab1
Fix failed test from PR #443 and replaced batched_dot for einsum
aphc14 Apr 10, 2025
530d74f
Fix Multiple destroyers error by replacing pt.einsum with pt.vectoriz…
aphc14 Apr 12, 2025
adcfb21
Merge branch 'main' into fix-failed-test-443-with-einsum
aphc14 Apr 12, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
36 changes: 16 additions & 20 deletions pymc_extras/inference/pathfinder/pathfinder.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,6 @@
import collections
import logging
import time
import warnings as _warnings

from collections import Counter
from collections.abc import Callable, Iterator
Expand All @@ -40,7 +39,7 @@
from pymc.model import modelcontext
from pymc.model.core import Point
from pymc.pytensorf import (
compile_pymc,
compile,
find_rng_nodes,
reseed_rngs,
)
Expand Down Expand Up @@ -76,9 +75,6 @@
)

logger = logging.getLogger(__name__)
_warnings.filterwarnings(
"ignore", category=FutureWarning, message="compile_pymc was renamed to compile"
)

REGULARISATION_TERM = 1e-8
DEFAULT_LINKER = "cvm_nogc"
Expand Down Expand Up @@ -142,7 +138,7 @@ def get_logp_dlogp_of_ravel_inputs(
[model.logp(jacobian=jacobian), model.dlogp(jacobian=jacobian)],
model.value_vars,
)
logp_dlogp_fn = compile_pymc([inputs], (logP, dlogP), **compile_kwargs)
logp_dlogp_fn = compile([inputs], (logP, dlogP), **compile_kwargs)
logp_dlogp_fn.trust_input = True

return logp_dlogp_fn
Expand Down Expand Up @@ -502,9 +498,10 @@ def bfgs_sample_dense(

logdet = 2.0 * pt.sum(pt.log(pt.abs(pt.diagonal(Lchol, axis1=-2, axis2=-1))), axis=-1)

with _warnings.catch_warnings():
_warnings.simplefilter("ignore", category=FutureWarning)
mu = x - pt.batched_dot(H_inv, g)
# mu = x - pt.einsum("ijk,ik->ij", H_inv, g) # causes error: Multiple destroyers of g

batched_dot = pt.vectorize(pt.dot, signature="(ijk),(ilk)->(ij)")
mu = x - batched_dot(H_inv, pt.matrix_transpose(g[..., None]))

phi = pt.matrix_transpose(
# (L, N, 1)
Expand Down Expand Up @@ -573,17 +570,16 @@ def bfgs_sample_sparse(
logdet = 2.0 * pt.sum(pt.log(pt.abs(pt.diagonal(Lchol, axis1=-2, axis2=-1))), axis=-1)
logdet += pt.sum(pt.log(alpha), axis=-1)

# inverse Hessian
# (L, N, N) + (L, N, 2J), (L, 2J, 2J), (L, 2J, N) -> (L, N, N)
H_inv = alpha_diag + (beta @ gamma @ pt.matrix_transpose(beta))

# NOTE: changed the sign from "x + " to "x -" of the expression to match Stan which differs from Zhang et al., (2022). same for dense version.
with _warnings.catch_warnings():
_warnings.simplefilter("ignore", category=FutureWarning)
mu = x - (
# (L, N), (L, N) -> (L, N)
pt.batched_dot(alpha_diag, g)
# beta @ gamma @ beta.T
# (L, N, 2J), (L, 2J, 2J), (L, 2J, N) -> (L, N, N)
# (L, N, N), (L, N) -> (L, N)
+ pt.batched_dot((beta @ gamma @ pt.matrix_transpose(beta)), g)
)

# mu = x - pt.einsum("ijk,ik->ij", H_inv, g) # causes error: Multiple destroyers of g

batched_dot = pt.vectorize(pt.dot, signature="(ijk),(ilk)->(ij)")
mu = x - batched_dot(H_inv, pt.matrix_transpose(g[..., None]))

phi = pt.matrix_transpose(
# (L, N, 1)
Expand Down Expand Up @@ -857,7 +853,7 @@ def make_pathfinder_body(

# return psi, logP_psi, logQ_psi, elbo_argmax

pathfinder_body_fn = compile_pymc(
pathfinder_body_fn = compile(
[x_full, g_full],
[psi, logP_psi, logQ_psi, elbo_argmax],
**compile_kwargs,
Expand Down
5 changes: 1 addition & 4 deletions tests/test_pathfinder.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -18,10 +18,6 @@
import pymc as pm
import pytest

pytestmark = pytest.mark.filterwarnings(
"ignore:compile_pymc was renamed to compile:FutureWarning",
)

import pymc_extras as pmx


Expand Down Expand Up @@ -55,6 +51,7 @@ def reference_idata():


@pytest.mark.parametrize("inference_backend", ["pymc", "blackjax"])
@pytest.mark.filterwarnings("ignore:JAXopt is no longer maintained.:DeprecationWarning")
def test_pathfinder(inference_backend, reference_idata):
if inference_backend == "blackjax" and sys.platform == "win32":
pytest.skip("JAX not supported on windows")
Expand Down