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Fixed bug in delta_logp for MLDA that broke AEM and VR #5104

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mikkelbue
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This PR fixes #5099

The bug was caused by the now deprecated function delta_logp_inverse not evaluating the proposal last, which was the sole intention with that function. The functionality has now been replaced by

  • using a lambda-function for the base sampler when using VR, where additional information is collected from the base model.
  • swapping q and q0 and the sign of delta_logp for the finer sampling levels.

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codecov bot commented Oct 26, 2021

Codecov Report

Merging #5104 (fbcdecc) into main (38295b7) will increase coverage by 9.90%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #5104      +/-   ##
==========================================
+ Coverage   67.91%   77.81%   +9.90%     
==========================================
  Files          87       87              
  Lines       14024    14006      -18     
==========================================
+ Hits         9524    10899    +1375     
+ Misses       4500     3107    -1393     
Impacted Files Coverage Δ
pymc/step_methods/mlda.py 96.40% <100.00%> (+45.61%) ⬆️
pymc/backends/base.py 86.25% <0.00%> (+0.76%) ⬆️
pymc/step_methods/hmc/base_hmc.py 91.12% <0.00%> (+0.80%) ⬆️
pymc/step_methods/hmc/hmc.py 92.30% <0.00%> (+1.92%) ⬆️
pymc/backends/report.py 89.51% <0.00%> (+2.09%) ⬆️
pymc/distributions/discrete.py 98.02% <0.00%> (+2.30%) ⬆️
pymc/util.py 74.35% <0.00%> (+2.56%) ⬆️
pymc/distributions/distribution.py 94.56% <0.00%> (+2.71%) ⬆️
pymc/step_methods/slicer.py 95.71% <0.00%> (+2.85%) ⬆️
pymc/distributions/continuous.py 95.59% <0.00%> (+3.14%) ⬆️
... and 18 more

@twiecki twiecki merged commit 9e7e8aa into pymc-devs:main Oct 26, 2021
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twiecki commented Oct 26, 2021

Thanks!

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TestMLDA.test_aem_mu_sigma is failing
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