Merge pull request #3619 from ColCarroll/matmul

Add matrix multiplication infix operator

Author: ericmjl

Diff for: RELEASE-NOTES.md

@@ -9,6 +9,7 @@
 - Added `Matern12` covariance function for Gaussian processes. This is the Matern kernel with nu=1/2.
 - Progressbar reports number of divergences in real time, when available [#3547](https://github.com/pymc-devs/pymc3/pull/3547).
 - Sampling from variational approximation now allows for alternative trace backends [#3550].
+- Infix `@` operator now works with random variables and deterministics [#3619](https://github.com/pymc-devs/pymc3/pull/3619).
 - [ArviZ](https://arviz-devs.github.io/arviz/) is now a requirement, and handles plotting, diagnostics, and statistical checks.
 
 ### Maintenance

Diff for: docs/source/index.rst

@@ -26,7 +26,7 @@
         weights = pm.Normal('weights', mu=0, sigma=1)
         noise = pm.Gamma('noise', alpha=2, beta=1)
         y_observed = pm.Normal('y_observed',
-                    mu=X.dot(weights),
+                    mu=X @ weights,
                     sigma=noise,
                     observed=y)
 

Diff for: pymc3/model.py

@@ -30,6 +30,16 @@
 FlatView = collections.namedtuple('FlatView', 'input, replacements, view')
 
 
+class PyMC3Variable(TensorVariable):
+    """Class to wrap Theano TensorVariable for custom behavior."""
+
+    # Implement matrix multiplication infix operator: X @ w
+    __matmul__ = tt.dot
+
+    def __rmatmul__(self, other):
+        return tt.dot(other, self)
+
+
 class InstanceMethod:
     """Class for hiding references to instance methods so they can be pickled.
 
@@ -1245,7 +1255,7 @@ def _get_scaling(total_size, shape, ndim):
     return tt.as_tensor(floatX(coef))
 
 
-class FreeRV(Factor, TensorVariable):
+class FreeRV(Factor, PyMC3Variable):
     """Unobserved random variable that a model is specified in terms of."""
 
     def __init__(self, type=None, owner=None, index=None, name=None,
@@ -1354,7 +1364,7 @@ def as_tensor(data, name, model, distribution):
         return data
 
 
-class ObservedRV(Factor, TensorVariable):
+class ObservedRV(Factor, PyMC3Variable):
     """Observed random variable that a model is specified in terms of.
     Potentially partially observed.
     """
@@ -1525,7 +1535,7 @@ def Potential(name, var, model=None):
     return var
 
 
-class TransformedRV(TensorVariable):
+class TransformedRV(PyMC3Variable):
     """
     Parameters
     ----------

Diff for: pymc3/tests/test_model.py

@@ -157,6 +157,34 @@ def test_nested(self):
                 assert theano.config.compute_test_value == 'ignore'
             assert theano.config.compute_test_value == 'off'
 
+def test_matrix_multiplication():
+    # Check matrix multiplication works between RVs, transformed RVs,
+    # Deterministics, and numpy arrays
+    with pm.Model() as linear_model:
+        matrix = pm.Normal('matrix', shape=(2, 2))
+        transformed = pm.Gamma('transformed', alpha=2, beta=1, shape=2)
+        rv_rv = pm.Deterministic('rv_rv', matrix @ transformed)
+        np_rv = pm.Deterministic('np_rv', np.ones((2, 2)) @ transformed)
+        rv_np = pm.Deterministic('rv_np', matrix @ np.ones(2))
+        rv_det = pm.Deterministic('rv_det', matrix @ rv_rv)
+        det_rv = pm.Deterministic('det_rv', rv_rv @ transformed)
+
+        posterior = pm.sample(10,
+                              tune=0,
+                              compute_convergence_checks=False,
+                              progressbar=False)
+        for point in posterior.points():
+            npt.assert_almost_equal(point['matrix'] @ point['transformed'],
+                                    point['rv_rv'])
+            npt.assert_almost_equal(np.ones((2, 2)) @ point['transformed'],
+                                    point['np_rv'])
+            npt.assert_almost_equal(point['matrix'] @ np.ones(2),
+                                    point['rv_np'])
+            npt.assert_almost_equal(point['matrix'] @ point['rv_rv'],
+                                    point['rv_det'])
+            npt.assert_almost_equal(point['rv_rv'] @ point['transformed'],
+                                    point['det_rv'])
+
 
 def test_duplicate_vars():
     with pytest.raises(ValueError) as err: