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Evaluate only desired branch in log1mexp_numpy #4428

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merged 3 commits into from
Jan 22, 2021
Merged

Evaluate only desired branch in log1mexp_numpy #4428

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62c6326
Evaluate only desired function in log1mexp_numpy
ricardoV94 Jan 21, 2021
695c23e
Do not change input inplace
ricardoV94 Jan 21, 2021
c712fdb
Add release note
ricardoV94 Jan 22, 2021
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8 changes: 7 additions & 1 deletion pymc3/math.py
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Original file line number Diff line number Diff line change
Expand Up @@ -243,7 +243,13 @@ def log1mexp_numpy(x):
For details, see
https://cran.r-project.org/web/packages/Rmpfr/vignettes/log1mexp-note.pdf
"""
return np.where(x < 0.6931471805599453, np.log(-np.expm1(-x)), np.log1p(-np.exp(-x)))
x = np.asarray(x)
out = np.empty_like(x)
mask = x < 0.6931471805599453 # log(2)
out[mask] = np.log(-np.expm1(-x[mask]))
mask = ~mask
out[mask] = np.log1p(-np.exp(-x[mask]))
return out


def flatten_list(tensors):
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10 changes: 10 additions & 0 deletions pymc3/tests/test_math.py
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Expand Up @@ -133,6 +133,7 @@ def test_log1pexp():

def test_log1mexp():
vals = np.array([-1, 0, 1e-20, 1e-4, 10, 100, 1e20])
vals_ = vals.copy()
# import mpmath
# mpmath.mp.dps = 1000
# [float(mpmath.log(1 - mpmath.exp(-x))) for x in vals]
Expand All @@ -151,6 +152,15 @@ def test_log1mexp():
npt.assert_allclose(actual, expected)
actual_ = log1mexp_numpy(vals)
npt.assert_allclose(actual_, expected)
# Check that input was not changed in place
npt.assert_allclose(vals, vals_)


def test_log1mexp_numpy_no_warning():
"""Assert RuntimeWarning is not raised for very small numbers"""
with pytest.warns(None) as record:
log1mexp_numpy(1e-25)
assert not record


class TestLogDet(SeededTest):
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