Add a method to compile an aesara forward sampling function #5759
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@@ Coverage Diff @@
## main #5759 +/- ##
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Coverage 89.27% 89.27%
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Files 74 74
Lines 13803 13813 +10
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+ Hits 12322 12332 +10
Misses 1481 1481
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ricardoV94
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@ricardoV94, this is ready for review now. We'll address the |
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Looks good, just trying to push to simplify code as much as possible. Left some comments above @lucianopaz |
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Awesome @lucianopaz! This was actually one of the trickiest blockers for V4
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Closes #5302
This PR adds a low level method to compile the aesara function responsible for generating forward samples. It introduces the notion of volatile variables in a graph, which allows it to determine which values it should take from an inferred posterior during forward sampling. Volatile variables are variables whose values could change between a run of
pm.sampleand future calls topm.sample_posterior_predictive. These are:vars_in_tracelist (this means that they don't have values in the inferred posterior, so they should be drawn from their a priori assumed distribution)givens_dict, because setting values throughgivensis considered disruptive with respect to the values the variable could have taken duringpm.sample.Tasks that remain before this PR is ready to merge:
compile_forward_sampling_functioninsample_prior_predictive- [ ] Usecompile_forward_sampling_functioninsample_posterior_predictive_w