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Fix bug in Slice sampler and speedup test_step.py #5816

Merged
merged 5 commits into from
May 30, 2022
Merged

Fix bug in Slice sampler and speedup test_step.py #5816

merged 5 commits into from
May 30, 2022

Commits on May 30, 2022

  1. Fix Slice sampler bugs introduced in b988ba9 

    1. The previous interval was of the form `[q0 - uniform(0, self.w), q0 + self.w]` which is not symmetric around q0 in expectation, breaking detailed balance.
2. The left/right bound values used for updating earlier variables were only set to the accepted values during tuning. This might have made bug 1 worse.
    @ricardoV94
    ricardoV94 committed May 30, 2022
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  2. Refactor Slice.astep method 

    Avoid recreation of RaveledArrays in inner loops and repeated indexing of `self.w`
    @ricardoV94
    ricardoV94 committed May 30, 2022
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  3. Refactor TestStepMethods and reduce number of draws 

    The number of draws was set too high to accommodate the worst / buggy samplers (see pymc-devs#5815)
    @ricardoV94
    ricardoV94 committed May 30, 2022
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  4. Avoid unnecessary slow compilation of Aesara functions in test_step

    @ricardoV94
    ricardoV94 committed May 30, 2022
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  5. Add name to CompountStep

    @ricardoV94
    ricardoV94 committed May 30, 2022
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