Simple stick breaking (#4129)

* simplified StickBreaking * fix StickBreaking jacobian * use stable logsumexp in StickBreaking * Rename n to Km1 to more easily compare patch. * Drop first dimension when computing determinant of the Jacobian of the transformation. * Drop newly unused expit import. * Side-by-side stickbreaking implementations for comparison. * Use same suffix for alternative stickbreaking transform. * Add separate tests for new stickbreaking implementation. * correct jacobain of Stickbreaking2 * use `pymc3.math.logsumexp` in `StickBreakin2` * remove old deprecated comment in `StickBreaking2` * remove `distributions.transforms.StickBreaking2.backwards_val` * include ignored parameter `point` in `StickBreaking2.forwad_val` * `StickBreaking2` in the release notes * fix release notes typo * accuracy test that only `StickBreaking2` would pass * replace StickBreaking with the new alternative * cite isometric logration in StickBreaking * update release notes * update lda-advi-aevb.ipynb with new stickbreaking * remove t_stick_breaking reference * remove unused import * deprecation warning for `eps` in Stickbreaking * clarify jacobian implementation * remove revealing file system reference * Revert "remove unused import" This reverts commit 30452db. * fix stickbreaking accuracy test for 32bit * remove unused import * test eps deprecation of StickBreaking * fix indentation Co-authored-by: Byron Smith <[email protected]>
pymc-devs · Sep 27, 2020 · fd76e96 · fd76e96
1 parent ce152fa
commit fd76e96
Show file tree

Hide file tree

Showing 4 changed files with 127 additions and 121 deletions.
diff --git a/RELEASE-NOTES.md b/RELEASE-NOTES.md
@@ -6,6 +6,7 @@
 - Mentioned the way to do any random walk with `theano.tensor.cumsum()` in `GaussianRandomWalk` docstrings (see [#4048](https://github.com/pymc-devs/pymc3/pull/4048)).
 - Fixed numerical instability in ExGaussian's logp by preventing `logpow` from returning `-inf` (see [#4050](https://github.com/pymc-devs/pymc3/pull/4050)).
 - Use dill to serialize user defined logp functions in `DensityDist`. The previous serialization code fails if it is used in notebooks on Windows and Mac. `dill` is now a required dependency. (see [#3844](https://github.com/pymc-devs/pymc3/issues/3844)).
+- Numerically improved stickbreaking transformation - e.g. for the `Dirichlet` distribution. [#4129](https://github.com/pymc-devs/pymc3/pull/4129)
 
 ### Documentation