Deprecate eps argument in math.invlogit

Author: ricardoV94

pymc3/distributions/transforms.py

@@ -170,7 +170,7 @@ class LogOdds(ElemwiseTransform):
     name = "logodds"
 
     def backward(self, rv_var, rv_value):
-        return invlogit(rv_value, 0.0)
+        return invlogit(rv_value)
 
     def forward(self, rv_var, rv_value):
         return logit(rv_value)

pymc3/math.py

@@ -200,9 +200,15 @@ def logdiffexp_numpy(a, b):
     return a + log1mexp_numpy(b - a, negative_input=True)
 
 
-def invlogit(x, eps=sys.float_info.epsilon):
+def invlogit(x, eps=None):
     """The inverse of the logit function, 1 / (1 + exp(-x))."""
-    return (1.0 - 2.0 * eps) / (1.0 + at.exp(-x)) + eps
+    if eps is not None:
+        warnings.warn(
+            "pymc3.math.invlogit no longer supports the ``eps`` argument and it will be ignored.",
+            DeprecationWarning,
+            stacklevel=2,
+        )
+    return at.sigmoid(x)
 
 
 def logbern(log_p):

pymc3/tests/test_math.py

@@ -23,6 +23,7 @@
     LogDet,
     cartesian,
     expand_packed_triangular,
+    invlogit,
     invprobit,
     kron_dot,
     kron_solve_lower,
@@ -250,3 +251,17 @@ def test_expand_packed_triangular():
     assert np.all(expand_upper.eval({packed: upper_packed}) == upper)
     assert np.all(expand_diag_lower.eval({packed: lower_packed}) == floatX(np.diag(vals)))
     assert np.all(expand_diag_upper.eval({packed: upper_packed}) == floatX(np.diag(vals)))
+
+
+def test_invlogit_deprecation_warning():
+    with pytest.warns(
+        DeprecationWarning,
+        match="pymc3.math.invlogit no longer supports the",
+    ):
+        res = invlogit(np.array(-750.0), 1e-5).eval()
+
+    with pytest.warns(None) as record:
+        res_zero_eps = invlogit(np.array(-750.0)).eval()
+    assert not record
+
+    assert np.isclose(res, res_zero_eps)