pm.MvNormal gives You cannot drop a non-broadcastable dimension error under certain one-dimensional situations

[thjread]

Description of your problem

Please provide a minimal, self-contained, and reproducible example.

import pymc3 as pm
import numpy as np

D = 1

with pm.Model() as model:
    sd = pm.HalfCauchy("sd", beta=0.1)
    pm.MvNormal("ob", mu=np.zeros((D)), chol=sd*np.eye(D), observed=np.zeros((D)))
    idata = pm.sample(2000, tune=1500, return_inferencedata=True)

gives ValueError: ('You cannot drop a non-broadcastable dimension.', ((False, False), [])).

Any one of the following changes avoids the error:

• Using D = 2
• Using sd = 0.5 (if you add some random variable to avoid the "The model does not contain any free variables." error)
• Using sd = pm.HalfCauchy("sd", beta=0.1, shape=(1, 1))
• Replacing sd*np.eye(D) with (sd*np.eye(D))[:]

See this discussion on the forum.

Please provide the full traceback.

Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-10-ee5ade6fe7a9> in <module>
      7     sd = pm.HalfCauchy("sd", beta=0.1)
      8     pm.MvNormal("ob", mu=np.zeros((D)), chol=sd*np.eye(D), observed=np.zeros((D)))
----> 9     idata = pm.sample(2000, tune=1500, return_inferencedata=True)

~/.local/lib/python3.8/site-packages/pymc3/sampling.py in sample(draws, step, init, n_init, start, trace, chain_idx, chains, cores, tune, progressbar, model, random_seed, discard_tuned_samples, compute_convergence_checks, callback, return_inferencedata, idata_kwargs, mp_ctx, pickle_backend, **kwargs)
    479             # By default, try to use NUTS
    480             _log.info("Auto-assigning NUTS sampler...")
--> 481             start_, step = init_nuts(
    482                 init=init,
    483                 chains=chains,

~/.local/lib/python3.8/site-packages/pymc3/sampling.py in init_nuts(init, chains, n_init, model, random_seed, progressbar, **kwargs)
   2168         raise ValueError("Unknown initializer: {}.".format(init))
   2169 
-> 2170     step = pm.NUTS(potential=potential, model=model, **kwargs)
   2171 
   2172     return start, step

~/.local/lib/python3.8/site-packages/pymc3/step_methods/hmc/nuts.py in __init__(self, vars, max_treedepth, early_max_treedepth, **kwargs)
    166         `pm.sample` to the desired number of tuning steps.
    167         """
--> 168         super().__init__(vars, **kwargs)
    169 
    170         self.max_treedepth = max_treedepth

~/.local/lib/python3.8/site-packages/pymc3/step_methods/hmc/base_hmc.py in __init__(self, vars, scaling, step_scale, is_cov, model, blocked, potential, dtype, Emax, target_accept, gamma, k, t0, adapt_step_size, step_rand, **theano_kwargs)
     91         vars = inputvars(vars)
     92 
---> 93         super().__init__(vars, blocked=blocked, model=model, dtype=dtype, **theano_kwargs)
     94 
     95         self.adapt_step_size = adapt_step_size

~/.local/lib/python3.8/site-packages/pymc3/step_methods/arraystep.py in __init__(self, vars, model, blocked, dtype, **theano_kwargs)
    241         self.blocked = blocked
    242 
--> 243         func = model.logp_dlogp_function(
    244             vars, dtype=dtype, **theano_kwargs)
    245 

~/.local/lib/python3.8/site-packages/pymc3/model.py in logp_dlogp_function(self, grad_vars, **kwargs)
    933         varnames = [var.name for var in grad_vars]
    934         extra_vars = [var for var in self.free_RVs if var.name not in varnames]
--> 935         return ValueGradFunction(self.logpt, grad_vars, extra_vars, **kwargs)
    936 
    937     @property

~/.local/lib/python3.8/site-packages/pymc3/model.py in __init__(self, cost, grad_vars, extra_vars, dtype, casting, **kwargs)
    647         )
    648 
--> 649         grad = tt.grad(self._cost_joined, self._vars_joined)
    650         grad.name = "__grad"
    651 

~/.local/lib/python3.8/site-packages/theano/gradient.py in grad(cost, wrt, consider_constant, disconnected_inputs, add_names, known_grads, return_disconnected, null_gradients)
    602             assert g.type.dtype in tensor.float_dtypes
    603 
--> 604     rval = _populate_grad_dict(var_to_app_to_idx,
    605                                grad_dict, wrt, cost_name)
    606 

~/.local/lib/python3.8/site-packages/theano/gradient.py in _populate_grad_dict(var_to_app_to_idx, grad_dict, wrt, cost_name)
   1369         return grad_dict[var]
   1370 
-> 1371     rval = [access_grad_cache(elem) for elem in wrt]
   1372 
   1373     return rval

~/.local/lib/python3.8/site-packages/theano/gradient.py in <listcomp>(.0)
   1369         return grad_dict[var]
   1370 
-> 1371     rval = [access_grad_cache(elem) for elem in wrt]
   1372 
   1373     return rval

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_grad_cache(var)
   1324                     for idx in node_to_idx[node]:
   1325 
-> 1326                         term = access_term_cache(node)[idx]
   1327 
   1328                         if not isinstance(term, gof.Variable):

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_term_cache(node)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in <listcomp>(.0)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_grad_cache(var)
   1324                     for idx in node_to_idx[node]:
   1325 
-> 1326                         term = access_term_cache(node)[idx]
   1327 
   1328                         if not isinstance(term, gof.Variable):

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_term_cache(node)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in <listcomp>(.0)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_grad_cache(var)
   1324                     for idx in node_to_idx[node]:
   1325 
-> 1326                         term = access_term_cache(node)[idx]
   1327 
   1328                         if not isinstance(term, gof.Variable):

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_term_cache(node)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in <listcomp>(.0)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_grad_cache(var)
   1324                     for idx in node_to_idx[node]:
   1325 
-> 1326                         term = access_term_cache(node)[idx]
   1327 
   1328                         if not isinstance(term, gof.Variable):

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_term_cache(node)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in <listcomp>(.0)
   1019             inputs = node.inputs
   1020 
-> 1021             output_grads = [access_grad_cache(var) for var in node.outputs]
   1022 
   1023             # list of bools indicating if each output is connected to the cost

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_grad_cache(var)
   1324                     for idx in node_to_idx[node]:
   1325 
-> 1326                         term = access_term_cache(node)[idx]
   1327 
   1328                         if not isinstance(term, gof.Variable):

~/.local/lib/python3.8/site-packages/theano/gradient.py in access_term_cache(node)
   1159                                 str(g_shape))
   1160 
-> 1161                 input_grads = node.op.L_op(inputs, node.outputs,
   1162                                            new_output_grads)
   1163 

~/.local/lib/python3.8/site-packages/theano/gof/op.py in L_op(self, inputs, outputs, output_grads)
    709 
    710     def L_op(self, inputs, outputs, output_grads):
--> 711         return self.grad(inputs, output_grads)
    712 
    713     def R_op(self, inputs, eval_points):

~/.local/lib/python3.8/site-packages/theano/tensor/elemwise.py in grad(self, inp, grads)
    303             return [inp[0].zeros_like(dtype=theano.config.floatX)]
    304         else:
--> 305             return [DimShuffle(gz.type.broadcastable, grad_order)(
    306                 Elemwise(scalar.identity)(gz))]
    307 

~/.local/lib/python3.8/site-packages/theano/tensor/elemwise.py in __init__(self, input_broadcastable, new_order, inplace)
    193                 else:
    194                     # we cannot drop non-broadcastable dimensions
--> 195                     raise ValueError(
    196                         "You cannot drop a non-broadcastable dimension.",
    197                         (input_broadcastable, new_order))

ValueError: ('You cannot drop a non-broadcastable dimension.', ((False, False), []))

Versions and main components

• PyMC3 Version: 3.9.3
• Theano Version: 1.0.5
• Python Version: 3.8.5
• Operating system: Linux
• How did you install PyMC3: pip

[ricardoV94]

The snippet above passes in main after the V4 refactoring. Since it was shape related I don't know if it's worth adding a new specific test.