Bug: Dirichlet distribution got invalid concentration parameter for B…

…etaDistribution (#1237)

* check that mean param of betaproportion is in 0-1 open interval

* inherit from _Interval, only overwrite __call__

* register transform_to_open_interval

* fix domain of transform_to_open_interval

* noop

* deduplicate _transform_to_interval

* register list of constraints

* return factory from biject_to.register

numpyro/distributions/constraints.py

@@ -319,6 +319,11 @@ def feasible_like(self, prototype):
         )
 
 
+class _OpenInterval(_Interval):
+    def __call__(self, x):
+        return (x > self.lower_bound) & (x < self.upper_bound)
+
+
 class _LowerCholesky(Constraint):
     event_dim = 2
 
@@ -507,3 +512,4 @@ def feasible_like(self, prototype):
 softplus_positive = _SoftplusPositive()
 sphere = _Sphere()
 unit_interval = _Interval(0.0, 1.0)
+open_interval = _OpenInterval

numpyro/distributions/continuous.py

@@ -72,10 +72,10 @@ def __init__(self, concentration1, concentration0, validate_args=None):
         )
         concentration1 = jnp.broadcast_to(concentration1, batch_shape)
         concentration0 = jnp.broadcast_to(concentration0, batch_shape)
+        super(Beta, self).__init__(batch_shape=batch_shape, validate_args=validate_args)
         self._dirichlet = Dirichlet(
             jnp.stack([concentration1, concentration0], axis=-1)
         )
-        super(Beta, self).__init__(batch_shape=batch_shape, validate_args=validate_args)
 
     def sample(self, key, sample_shape=()):
         assert is_prng_key(key)
@@ -1659,7 +1659,7 @@ class BetaProportion(Beta):
     """
 
     arg_constraints = {
-        "mean": constraints.unit_interval,
+        "mean": constraints.open_interval(0.0, 1.0),
         "concentration": constraints.positive,
     }
     reparametrized_params = ["mean", "concentration"]

numpyro/distributions/transforms.py

@@ -1052,6 +1052,7 @@ def register(self, constraint, factory=None):
             constraint = type(constraint)
 
         self._registry[constraint] = factory
+        return factory
 
     def __call__(self, constraint):
         try:
@@ -1106,6 +1107,7 @@ def _biject_to_independent(constraint):
     )
 
 
+@biject_to.register(constraints.open_interval)
 @biject_to.register(constraints.interval)
 def _transform_to_interval(constraint):
     if constraint is constraints.unit_interval:

test/test_distributions.py

@@ -1593,6 +1593,13 @@ def g(x):
     assert_allclose(grad_fx, grad_gx, atol=1e-4)
 
 
+def test_beta_proportion_invalid_mean():
+    with dist.distribution.validation_enabled(), pytest.raises(
+        ValueError, match=r"^BetaProportion distribution got invalid mean parameter\.$"
+    ):
+        dist.BetaProportion(1.0, 1.0)
+
+
 ########################################
 # Tests for constraints and transforms #
 ########################################
@@ -1713,6 +1720,11 @@ def g(x):
             jnp.array([[1, 0, 0], [0.5, 0.5, 0]]),
             jnp.array([True, False]),
         ),
+        (
+            constraints.open_interval(0.0, 1.0),
+            jnp.array([-5, 0, 0.5, 1, 7]),
+            jnp.array([False, False, True, False, False]),
+        ),
     ],
 )
 def test_constraints(constraint, x, expected):
@@ -1754,6 +1766,7 @@ def test_constraints(constraint, x, expected):
         constraints.softplus_positive,
         constraints.softplus_lower_cholesky,
         constraints.unit_interval,
+        constraints.open_interval(0.0, 1.0),
     ],
     ids=lambda x: x.__class__,
 )