Ensure auto-transformed variables use specified starting values #2046
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…ed variables are initialized with values specified by the user on the original variable
… properly transformed
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This turned out to be much harder than I had anticipated. Interval transforms require bound information in order to properly transform values. This update now encodes the bound info into the transformed variable name, if it is a bounded or interval transform. So, for example: now becomes: for example. I'm not sure I like this, but I don't see any easy way to supply this information so that starting values can be properly transformed. Please review. cc @twiecki |
pymc3/model.py
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| except KeyError: | ||
| pass | ||
| if bound_dict['a'] is not None or bound_dict['b'] is not None: | ||
| transformed_name += '({},{})_'.format(bound_dict['a'], bound_dict['b']) | ||
| self.transformed = model.Var( |
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Can't we monkey-patch lower and upper onto self.transformed? While not clean, it would be cleaner than this.
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I have no problem adding this to the name, but a problem with reading it out. This is definitely a point where we should take a step back and think how we painted ourselves into this corner. |
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I agree. Probably time to overhaul the initialization procedure. |
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OK, this should suffice. I have just pushed the |
…ed variables are initialized with values specified by the user on the original variable
… properly transformed
…o transformed_init_fix
pymc3/blocking.py
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| @@ -91,6 +94,98 @@ def mapf(self, f): | |||
| return Compose(f, self.rmap) | |||
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| class ListArrayOrdering(object): | |||
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Fixed. |
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Not sure I see how this fixes the issue? |
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It transforms initial values specified on the original scale and inserts them into the start dict for the transformed variable. |
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There is an example in the test. |
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I get it now. Much cleaner than before, the only nit-pick is that |
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I can revert it to a general function and decorate it if you like. |
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Is the function used anywhere else? Maybe we can just rename it. |
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Not used elsewhere. I've renamed it. |
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Cool, LGTM. |
Currently starting values specified for variables that are auto-transformed are ignored by
sample. This adds a function_transformed_initwhich ensures these values are properly transformed and included in thestartdict.Closes #2042