pymc-devs / pymc-devs/pytensor
Port SymbolicRandomVariable Op to PyTensor and get rid of many RVs in PyTensor
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- Python
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Description
Description
In PyMC we have a SymbolicRandomVariable that allows defining an OpFromGraph that looks almost like a RandomVariable but is just built symbolically. This avoids having to define too many Ops (and backend dispatches). We should try to port it to PyTensor and make sure that everything than in PyTensor works with pure RandomVariable also works with the Symbolic counterparts.
From the top of the mind we have to make RandomStreams and RV rewrites compatible.
This is the class (it contains things that don't make sense in PyTensor, like the MeasurableOp):
https://github.com/pymc-devs/pymc/blob/ce5f2a27170a9f422f974fdf9fc415dfe53c35cb/pymc/distributions/distribution.py#L211-L399
Here is an example of how a Symbolic RV is then defined:
https://github.com/pymc-devs/pymc/blob/ce5f2a27170a9f422f974fdf9fc415dfe53c35cb/pymc/distributions/continuous.py#L1217-L1238
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the SymbolicRandomVariable class in pymc/distributions/distribution.py and its example in pymc/distributions/continuous.py. Then inspect how PyTensor handles RandomStreams and RV rewrites. Done means porting the symbolic RV support without PyMC-only concepts and making the relevant pure-RandomVariable behavior work for symbolic counterparts.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100