Evaluate only desired function in log1mexp_numpy

Author: ricardoV94

pymc3/math.py

@@ -243,7 +243,12 @@ 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)
+    mask = x < 0.6931471805599453
+    x[mask] = np.log(-np.expm1(-x[mask]))
+    mask = ~mask
+    x[mask] = np.log1p(-np.exp(-x[mask]))
+    return x
 
 
 def flatten_list(tensors):

pymc3/tests/test_math.py

@@ -153,6 +153,13 @@ def test_log1mexp():
     npt.assert_allclose(actual_, expected)
 
 
+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):
     def setup_method(self):
         super().setup_method()