Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Delta integrate pattern #595

Draft
wants to merge 2 commits into
base: master
Choose a base branch
from
Draft

Delta integrate pattern #595

Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
76f9526
Delta integrate pattern
May 5, 2022
639ef96
update comments
May 5, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
16 changes: 13 additions & 3 deletions funsor/integrate.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -177,13 +177,23 @@ def eager_integrate(delta, integrand, reduced_vars):
if reduced_vars.isdisjoint(delta_fresh):
return None
reduced_names = frozenset(v.name for v in reduced_vars)
new_integrand = integrand
new_log_measure = delta

# reduced_vars that are in integrand.inputs are substituted in delta and integrand
subs = tuple(
(name, point)
for name, (point, log_density) in delta.terms
if name in reduced_names
if name in reduced_names and name in integrand.inputs
)
new_integrand = Subs(integrand, subs)
new_log_measure = Subs(delta, subs)
if subs:
new_integrand = Subs(new_integrand, subs)
new_log_measure = Subs(new_log_measure, subs)
# reduced vars that are not in integrand.inputs are reduced over in delta
reduced_names = reduced_names.difference(integrand.inputs)
if reduced_names:
new_log_measure = new_log_measure.reduce(ops.logaddexp, reduced_names)

result = Integrate(new_log_measure, new_integrand, reduced_vars - delta_fresh)
return result

Expand Down