pymc-devs/pymc

Add rewrite for Mixture when `comp_dists` can be "fused"

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#6,803 建立於 2023年6月29日

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feature requesthelp wantedlogprob

描述

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

貢獻者指南

技術棧
python
領域
backend
議題類型
feature
難度面向新貢獻者的預計實作難度，1 表示很小改動，5 表示專家級工作。
3
預計時間有經驗貢獻者完成調查、實作、測試並準備 pull request 的粗略時間範圍。
1-3 hours
活動狀態議題目前的可參與程度：新鮮、活躍、陳舊、阻塞或等待維護者輸入。
fresh
清晰度議題是否清楚說明預期改動、驗收標準和下一步。
clear
前置要求
Familiarity with PyMC's Mixture distributionUnderstanding of logp rewrites in PyMC
新手友善度1-100 的估計分數，表示該議題對首次貢獻者的友善程度。
30
研究方向
Investigate the logprob rewrites module in the PyMC codebase (likely in pymc/logprob/rewrites.py or similar). The goal is to add a rewrite that detects when a Mixture's comp dists are all instances of the same distribution (e.g., Normal) with different parameters, and replaces them with a single batched distribution. Look at existing rewrites for patterns. Implement the transformation and add corresponding tests to ensure correctness. Check if any linked PRs or comments provide guidance; currently none.