Wrong logp function in ElemwiseCategoricalStep #2879

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junpenglao opened this issue Mar 1, 2018 · 2 comments

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junpenglao commented Mar 1, 2018 •

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cc @twiecki, related #1563

It seems that the logp being evaluated in ElemwiseCategoricalStep is incorrect:
ElemwiseCategorical evaluate the logp of the RV and its parent:
https://github.com/pymc-devs/pymc3/blob/fde52a4a69be1b0887a2f7861801fb48c941bbe6/pymc3/step_methods/gibbs.py#L39-L40
https://github.com/pymc-devs/pymc3/blob/fde52a4a69be1b0887a2f7861801fb48c941bbe6/pymc3/step_methods/gibbs.py#L53-L56

Instead, it should evaluate on the conditional logp only (as in Gibbs sampling).

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[WIP] logp-caching in Metropolis #2882

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junpenglao mentioned this issue

Track model_logp in other samplers #3188

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junpenglao added the Metropolis label

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junpenglao commented Aug 10, 2020

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ricardoV94 commented Oct 21, 2021

Method was removed in #4701

ricardoV94 closed this as completed

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