Include deterministic variables in AutoDelta's sample_posterior #1584
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fehiepsi
previously approved these changes
May 9, 2023
numpyro/infer/autoguide.py
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| @@ -455,12 +456,25 @@ def __call__(self, *args, **kwargs): | |||
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| return result | |||
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| def sample_posterior(self, rng_key, params, sample_shape=()): | |||
| def sample_posterior(self, rng_key, params, sample_shape=(), *args, **kwargs): | |||
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nit: *args, sample_shape=(), **kwargs
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Thank you for the review! Just corrected the order of arguments in sample_posterior.
fehiepsi
approved these changes
May 9, 2023
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This attempts to fix #951, by including deterministic variables in the output of AutoDelta's sample_posterior
Changes made to AutoDelta's
sample_posteriormethod:Predictiveinstance using the latent samples and generate samples of only the deterministic variables with thereturn_siteskeyword. Since the Predictive instance in the newsample_posteriormethod requires the model's*argsand**kwargs, these are now passed tosample_posterioras wellsample_posteriormethodImportant: Since the
Predictiveinstance is called in the newsample_posteriormethod, now the model needs to be callable without arguments, if no arguments are passed tosample_posterior.Therefore, the following existing tests have been slightly modified, such that the model can also be called without passing data
New tests added:
sample_posteriormethod contains deterministic variables (test_autodelta_capture_deterministic_variables)sample_shapeargument is used in the newsample_posteriormethod (test_autodelta_sample_posterior_with_sample_shape)