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Description
The elemwise log-likelihood is not stored in the InferenceData
that nutpie returns, even when asking for it. The following for instance doesn't error out, but doesn't add a log_likelihood
group to the trace (whereas it does when using the default PyMC sampler):
y = np.array([28, 8, -3, 7, -1, 1, 18, 12])
sigma = np.array([15, 10, 16, 11, 9, 11, 10, 18])
J = len(y)
with pm.Model() as pooled:
mu = pm.Normal("mu", 0, sigma=10)
obs = pm.Normal("obs", mu, sigma=sigma, observed=y)
trace_p = pm.sample(nuts_sampler="nutpie", idata_kwargs={"log_likelihood": True}) # doesn't store
trace_p_ = pm.sample(idata_kwargs={"log_likelihood": True}) # does store
In PyMC it's not that big of a deal (although it adds friction to the user workflow), as one can just do:
with pooled:
pm.compute_log_likelihood(trace_p)
But that may be a small issue for Bambi users, which are usually less advanced (cc @tomicapretto). They'd have to do pooled.compute_log_likelihood(trace_p)
, which takes much more time to compute
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