pymc-devs/pymc
Ver no GitHubAdd rewrite for Mixture when `comp_dists` can be "fused"
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#6.803 aberto em 29 de jun. de 2023
feature requesthelp wantedlogprob
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Description
Description
The following distributions are equivalent:
import pymc as pm
pm.Mixture.dist(w=[0.5, 0.5], comp_dists=[pm.Normal.dist(-1), pm.Normal.dist(1)])
pm.Mixture.dist(w=[0.5, 0.5], comp_dists=pm.Normal.dist([-1, 1]))
But the second one is more efficient, because the logp is vectorized among a single batched Normal.
We could add a rewrite in the logprob_rewrites to convert the former to the second, so that users are not penalized from using the first form (which may be more intuitive for some).
Actually that sort of rewrite stack([rv1, rv2]) -> rv3 could be useful in many places in the logprob submodule