Make TransformReparam compatible with .to_event() #886
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fritzo
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Jan 21, 2021
fehiepsi
reviewed
Jan 22, 2021
numpyro/infer/reparam.py
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| decentered_fn = type(fn)(**params).expand(batch_shape) | ||
| decentered_fn = type(fn)(**params) | ||
| decentered_fn = self._wrap(decentered_fn, event_dim) | ||
| decentered_fn = decentered_fn.expand(batch_shape) |
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Agreed! We should correct event_dim first, then doing expand. However, this might raise an issue for the case:
dist.Normal(0, 1).expand([10]).to_event(1), where decentered_fn = dist.Normal(0, 1) and it can't be reinterpreted. I think we can do something like
decentered_fn = self._wrap(decentered_fn.expand(batch_shape + event_shape), event_dim)
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Thanks, it took me a while to understand. I just pushed an update to the ._wrap() method which seems clean 😄
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Thanks for the fix! It looks great!
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fehiepsi
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Jan 24, 2021
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Port of pyro-ppl/pyro#2746
Fixes a bug on the forum.
This PR:
._unexpand()into._unwrap()to handle arbitrary interleavedIndependentandExpandedDistribution;._unwrap()inTransformedDistributionTransformDistributioncomputation ofevent_dimto support batched transforms applied to scalar base distributions.Tested