pymc-devs / pymc-devs/nutpie

store_unconstrained doesn't appear to do anything

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#215 3 comments 0 reactions 0 assignees View on GitHub

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Python
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Description

My understanding is that if you set it false, all the _log__ suffixed parameters shouldn't be returned in the trace. However, they linger:

import pymc as pm
import nutpie

with pm.Model() as model:
    a = pm.Exponential('a',scale=1)

compiled_model = nutpie.compile_pymc_model(model)
trace = nutpie.sample(compiled_model=compiled_model,store_unconstrained=False)

assert not hasattr(trace.posterior, 'a_log__')

Versions:

nutpie                    0.14.3          py311h533ab2d_0    conda-forge
pymc                      5.22.0               hd8ed1ab_0    conda-forge

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Research direction

Start by running the Python reproduction from the issue with nutpie 0.14.3 and inspect the resulting trace for the a_log__ variable. Trace the store_unconstrained handling in the sampling and PyMC integration entry points. Done means store_unconstrained=False prevents unconstrained variables from appearing in the returned posterior while sampling still succeeds.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
backend
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Clearly specified
Newbie friendliness
48/100

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