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Fix edge case of Categorical due to simplex numerical issues #1419

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merged 3 commits into from
Jun 13, 2022
Merged

Fix edge case of Categorical due to simplex numerical issues #1419

merged 3 commits into from
Jun 13, 2022

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@fehiepsi fehiepsi commented Jun 3, 2022

Fixes #1402

@fehiepsi fehiepsi requested a review from ordabayevy June 3, 2022 22:34
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ordabayevy reviewed Jun 8, 2022
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LGTM! Can you see if pyro-ppl/funsor#594 is also fixed?

FUNSOR_BACKEND=jax pytest test_distribution.py -k test_categorical_event_dim_conversion

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fehiepsi commented Jun 8, 2022

Thanks for taking a look, Yerdos. There are many tests are failing after this change. I'm not sure why, will take a closer look later this week.

@fehiepsi fehiepsi added invalid This doesn't seem right and removed awaiting review labels Jun 8, 2022
@fehiepsi fehiepsi removed the invalid This doesn't seem right label Jun 12, 2022
@fehiepsi fehiepsi requested a review from ordabayevy June 12, 2022 15:36
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@ordabayevy It seems that funsor test passes after this.

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ordabayevy reviewed Jun 12, 2022
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Looks good to me. Did you figure out what was wrong with the normalization in _to_logits_multinom?

@fehiepsi fehiepsi merged commit 1b72dc2 into pyro-ppl:master Jun 13, 2022
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The formula that I used is wrong. We should do log(probs/probs.sum(-1, True))

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Thanks for reviewing, Yerdos!

@ordabayevy ordabayevy mentioned this pull request Jun 13, 2022
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