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Simplify wald logcdf method #4496

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Merged
merged 4 commits into from
Mar 2, 2021
Merged

Simplify wald logcdf method #4496

merged 4 commits into from
Mar 2, 2021

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ricardoV94
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Closes #4436

ricardoV94
ricardoV94 commented Mar 1, 2021
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pymc3/distributions/continuous.py Outdated
return bound(
tt.switch(
~(right_limit | degenerate_dist),
a + tt.log1p(tt.exp(b - a)),
tt.lt(value, np.inf),
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For example pm.Wald.dist(mu=1, lam=1).logcdf(1e310), will return 0 instead of nan this way. This behavior seems in line with other distributions I tested.

@twiecki twiecki requested a review from Spaak March 1, 2021 18:21
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Spaak commented Mar 2, 2021

LGTM! Hang on a second, I resolved a conflict in the web browser but missed the tt to aet change. Will do it locally and push before I'll merge.

@ricardoV94
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LGTM! Hang on a second, I resolved a conflict in the web browser but missed the tt to aet change. Will do it locally and push before I'll merge.

Thanks!

@Spaak Spaak merged commit ba186e3 into pymc-devs:master Mar 2, 2021
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Spaak commented Mar 2, 2021

Thanks @ricardoV94!

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Spaak commented Mar 2, 2021 •
edited
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Hmm we get a failed test:
FAILED pymc3/tests/test_distributions.py::TestMatchesScipy::test_wald_scipy

which still succeeded before the theano > aesara rename, and which also succeeds on my local master (which includes merging this PR). Let's see what happens on master CI.

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Spaak commented Mar 2, 2021

OK on master CI all is good, except the known flaky test (#4323).

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Thanks for checking. Will keep an eye on future runs to see if it ever reemerges

@ricardoV94 ricardoV94 deleted the simplify_wald_logcdf branch March 16, 2021 12:40
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Simplify Wald's logcdf method
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@ricardoV94 @Spaak