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🔄 From Aesara: 1345: "Splitting before using JAX key" #130

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Merged
merged 2 commits into from
Dec 14, 2022
Merged

🔄 From Aesara: 1345: "Splitting before using JAX key" #130

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1550c77
Split RNG keys before using them in JAX backend
AdrienCorenflos Dec 9, 2022
dfd43ee
Fix test for JAX implementation of `PoissonRV`
rlouf Dec 13, 2022
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52 changes: 32 additions & 20 deletions pytensor/link/jax/dispatch/random.py
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Original file line number Diff line number Diff line change
Expand Up @@ -125,8 +125,9 @@ def jax_sample_fn_generic(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
sample = jax_op(rng_key, *parameters, shape=size, dtype=dtype)
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
rng_key, sampling_key = jax.random.split(rng_key, 2)
sample = jax_op(sampling_key, *parameters, shape=size, dtype=dtype)
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -151,9 +152,10 @@ def jax_sample_fn_loc_scale(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
loc, scale = parameters
sample = loc + jax_op(rng_key, size, dtype) * scale
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
sample = loc + jax_op(sampling_key, size, dtype) * scale
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -168,8 +170,9 @@ def jax_sample_fn_no_dtype(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
sample = jax_op(rng_key, *parameters, shape=size)
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
rng_key, sampling_key = jax.random.split(rng_key, 2)
sample = jax_op(sampling_key, *parameters, shape=size)
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -189,9 +192,12 @@ def jax_sample_fn_uniform(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
minval, maxval = parameters
sample = jax_op(rng_key, shape=size, dtype=dtype, minval=minval, maxval=maxval)
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
sample = jax_op(
sampling_key, shape=size, dtype=dtype, minval=minval, maxval=maxval
)
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -211,9 +217,10 @@ def jax_sample_fn_shape_rate(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
(shape, rate) = parameters
sample = jax_op(rng_key, shape, size, dtype) / rate
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
sample = jax_op(sampling_key, shape, size, dtype) / rate
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -225,9 +232,10 @@ def jax_sample_fn_exponential(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
(scale,) = parameters
sample = jax.random.exponential(rng_key, size, dtype) * scale
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
sample = jax.random.exponential(sampling_key, size, dtype) * scale
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -239,13 +247,14 @@ def jax_sample_fn_t(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
(
df,
loc,
scale,
) = parameters
sample = loc + jax.random.t(rng_key, df, size, dtype) * scale
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
sample = loc + jax.random.t(sampling_key, df, size, dtype) * scale
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -257,9 +266,10 @@ def jax_funcify_choice(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
(a, p, replace) = parameters
smpl_value = jax.random.choice(rng_key, a, size, replace, p)
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
smpl_value = jax.random.choice(sampling_key, a, size, replace, p)
rng["jax_state"] = rng_key
return (rng, smpl_value)

return sample_fn
Expand All @@ -271,9 +281,10 @@ def jax_sample_fn_permutation(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
(x,) = parameters
sample = jax.random.permutation(rng_key, x)
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
sample = jax.random.permutation(sampling_key, x)
rng["jax_state"] = rng_key
return (rng, sample)

return sample_fn
Expand All @@ -285,10 +296,11 @@ def jax_sample_fn_lognormal(op):

def sample_fn(rng, size, dtype, *parameters):
rng_key = rng["jax_state"]
rng_key, sampling_key = jax.random.split(rng_key, 2)
loc, scale = parameters
sample = loc + jax.random.normal(rng_key, size, dtype) * scale
sample = loc + jax.random.normal(sampling_key, size, dtype) * scale
sample_exp = jax.numpy.exp(sample)
rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
rng["jax_state"] = rng_key
return (rng, sample_exp)

return sample_fn
2 changes: 1 addition & 1 deletion tests/link/jax/test_random.py
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Original file line number Diff line number Diff line change
Expand Up @@ -214,7 +214,7 @@ def test_random_updates(rng_ctor):
[
set_test_value(
at.dvector(),
np.array([1000.0, 2000.0], dtype=np.float64),
np.array([100000.0, 200000.0], dtype=np.float64),
),
],
(2,),
Expand Down