Fix Mixture distribution mode computation and logp dimensions

Closes #3994.

Author: brandonwillard

pymc3/distributions/mixture.py

@@ -153,9 +153,13 @@ def __init__(self, w, comp_dists, *args, **kwargs):
         dtype = kwargs.pop('dtype', default_dtype)
 
         try:
-            comp_modes = self._comp_modes()
-            comp_mode_logps = self.logp(comp_modes)
-            self.mode = comp_modes[tt.argmax(w * comp_mode_logps, axis=-1)]
+            if isinstance(comp_dists, Distribution):
+                comp_mode_logps = comp_dists.logp(comp_dists.mode)
+            else:
+                comp_mode_logps = tt.stack([cd.logp(cd.mode) for cd in comp_dists])
+
+            mode_idx = tt.argmax(tt.log(w) + comp_mode_logps, axis=-1)
+            self.mode = self._comp_modes()[mode_idx]
 
             if 'mode' not in defaults:
                 defaults.append('mode')
@@ -427,7 +431,7 @@ def logp(self, value):
         """
         w = self.w
 
-        return bound(logsumexp(tt.log(w) + self._comp_logp(value), axis=-1),
+        return bound(logsumexp(tt.log(w) + self._comp_logp(value), axis=-1, keepdims=False),
                      w >= 0, w <= 1, tt.allclose(w.sum(axis=-1), 1),
                      broadcast_conditions=False)
 

pymc3/math.py

@@ -168,10 +168,11 @@ def tround(*args, **kwargs):
     return tt.round(*args, **kwargs)
 
 
-def logsumexp(x, axis=None):
+def logsumexp(x, axis=None, keepdims=True):
     # Adapted from https://github.com/Theano/Theano/issues/1563
     x_max = tt.max(x, axis=axis, keepdims=True)
-    return tt.log(tt.sum(tt.exp(x - x_max), axis=axis, keepdims=True)) + x_max
+    res = tt.log(tt.sum(tt.exp(x - x_max), axis=axis, keepdims=True)) + x_max
+    return res if keepdims else res.squeeze()
 
 
 def logaddexp(a, b):

pymc3/tests/test_mixture.py

@@ -66,6 +66,17 @@ def setup_class(cls):
         cls.pois_mu = np.array([5., 20.])
         cls.pois_x = generate_poisson_mixture_data(cls.pois_w, cls.pois_mu, size=1000)
 
+    def test_dimensions(self):
+        a1 = Normal.dist(mu=0, sigma=1)
+        a2 = Normal.dist(mu=10, sigma=1)
+        mix = Mixture.dist(w=np.r_[0.5, 0.5], comp_dists=[a1, a2])
+
+        assert mix.mode.ndim == 0
+        assert mix.logp(0.0).ndim == 0
+
+        value = np.r_[0.0, 1.0, 2.0]
+        assert mix.logp(value).ndim == 1
+
     def test_mixture_list_of_normals(self):
         with Model() as model:
             w = Dirichlet('w', floatX(np.ones_like(self.norm_w)))
@@ -252,7 +263,7 @@ def test_mixture_of_mvn(self):
         # check logp of mixture
         testpoint = model.test_point
         mixlogp_st = logsumexp(np.log(testpoint['w']) + complogp_st,
-                               axis=-1, keepdims=True)
+                               axis=-1, keepdims=False)
         assert_allclose(y.logp_elemwise(testpoint),
                         mixlogp_st)
 
@@ -321,7 +332,7 @@ def mixmixlogp(value, point):
             complogp_mix = np.concatenate((mixlogp1, mixlogp2), axis=1)
             mixmixlogpg = logsumexp(np.log(point['mix_w']).astype(floatX) +
                                     complogp_mix,
-                                    axis=-1, keepdims=True)
+                                    axis=-1, keepdims=False)
             return priorlogp, mixmixlogpg
 
         value = np.exp(self.norm_x)[:, None]