Add init strategy to generate sample for ImproperUniform in NumPyro #1713
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Codecov Report
@@ Coverage Diff @@
## main #1713 +/- ##
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Coverage 90.86% 90.86%
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Files 108 108
Lines 11821 11821
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Hits 10741 10741
Misses 1080 1080
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OriolAbril
approved these changes
Jun 1, 2021
canyon289
reviewed
Jun 8, 2021
| @@ -124,7 +124,10 @@ def arbitrary_element(dct): | |||
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| observations = {} | |||
| if self.model is not None: | |||
| seeded_model = numpyro.handlers.seed(self.model, jax.random.PRNGKey(0)) | |||
| seeded_model = numpyro.handlers.substitute( | |||
| numpyro.handlers.seed(self.model, jax.random.PRNGKey(0)), | |||
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Description
Resolves #1704. Currently, we run the model to inspect observed variables. However, numpyro does not allow to sample from
ImproperUniformdistribution. As a workaround, I add an init_strategy method to draw a sample from transform_to_support(Uniform(-2, 2)).Checklist