Merge branch 'master' into release_3.4.2

Author: fonnesbeck

pymc3/distributions/discrete.py

@@ -5,7 +5,7 @@
 import warnings
 
 from pymc3.util import get_variable_name
-from .dist_math import bound, factln, binomln, betaln, logpow
+from .dist_math import bound, factln, binomln, betaln, logpow, random_choice
 from .distribution import Discrete, draw_values, generate_samples
 from pymc3.math import tround, sigmoid, logaddexp, logit, log1pexp
 
@@ -710,19 +710,9 @@ def __init__(self, p, *args, **kwargs):
         self.p = (p.T / tt.sum(p, -1)).T
         self.mode = tt.argmax(p)
 
-    def _random(self, k, p, size=None):
-        if len(p.shape) > 1:
-            return np.asarray(
-                [np.random.choice(k, p=pp, size=size)
-                    for pp in p]
-            )
-        else:
-            return np.asarray(np.random.choice(k, p=p, size=size))
-
     def random(self, point=None, size=None):
         p, k = draw_values([self.p, self.k], point=point, size=size)
-        return generate_samples(self._random,
-                                k=k,
+        return generate_samples(random_choice,
                                 p=p,
                                 broadcast_shape=p.shape[:-1] or (1,),
                                 dist_shape=self.shape,

pymc3/distributions/dist_math.py

@@ -280,3 +280,30 @@ def impl(self, x):
 
 
 i0e = I0e(upgrade_to_float, name='i0e')
+
+
+def random_choice(*args, **kwargs):
+    """Return draws from a categorial probability functions
+
+    Args:
+        p: array
+           Probability of each class
+        size: int
+            Number of draws to return
+        k: int
+            Number of bins
+
+    Returns:
+        random sample: array
+
+    """
+    p = kwargs.pop('p')
+    size = kwargs.pop('size')
+    k = p.shape[-1]
+
+    if p.ndim > 1:
+        samples = np.row_stack([np.random.choice(k, p=p_) for p_ in p])
+    else:
+        samples = np.random.choice(k, p=p, size=size)
+    return samples
+

pymc3/distributions/distribution.py

@@ -214,7 +214,6 @@ def random(self, *args, **kwargs):
                             "Define a custom random method and pass it as kwarg random")
 
 
-
 def draw_values(params, point=None, size=None):
     """
     Draw (fix) parameter values. Handles a number of cases:

pymc3/distributions/mixture.py

@@ -3,7 +3,7 @@
 
 from pymc3.util import get_variable_name
 from ..math import logsumexp
-from .dist_math import bound
+from .dist_math import bound, random_choice
 from .distribution import Discrete, Distribution, draw_values, generate_samples
 from .continuous import get_tau_sd, Normal
 
@@ -147,24 +147,18 @@ def logp(self, value):
                      broadcast_conditions=False)
 
     def random(self, point=None, size=None):
-        def random_choice(*args, **kwargs):
-            w = kwargs.pop('w')
-            w /= w.sum(axis=-1, keepdims=True)
-            k = w.shape[-1]
-
-            if w.ndim > 1:
-                return np.row_stack([np.random.choice(k, p=w_) for w_ in w])
-            else:
-                return np.random.choice(k, p=w, *args, **kwargs)
-
         w = draw_values([self.w], point=point)[0]
         comp_tmp = self._comp_samples(point=point, size=None)
         if np.asarray(self.shape).size == 0:
             distshape = np.asarray(np.broadcast(w, comp_tmp).shape)[..., :-1]
         else:
             distshape = np.asarray(self.shape)
+
+        # Normalize inputs
+        w /= w.sum(axis=-1, keepdims=True)
+
         w_samples = generate_samples(random_choice,
-                                     w=w,
+                                     p=w,
                                      broadcast_shape=w.shape[:-1] or (1,),
                                      dist_shape=distshape,
                                      size=size).squeeze()