pm.Categorical behaves differently in a model versus as pm.Categorical.dist


#1

I would like to use pm.Categorical to draw multiple samples, like this (drawing 30 independent values between 0-2 uniformly):

p = 1 / 3 * np.ones([30, 3])
pm.Categorical.dist(p=p).random(1)
>>> array([2, 1, 0, 0, 1, 2, 2, 2, 0, 0, 0, 1, 0, 0, 0, 2, 0, 1, 0, 0, 1, 0,
       0, 2, 1, 1, 2, 1, 0, 1], dtype=int64)

But when I do the same thing inside a model, pm.Categorical only draws a single value:

p = 1 / 3 * np.ones([30, 3])
with pm.Model() as model:
    p = T.as_tensor_variable(p)
    choice = pm.Categorical('choice', p=p)
    T.printing.Print('choice')(choice)  # prints choice __str__ = 0
    trace = pm.sample(100, tune=10, chains=1, cores=1)

I am trying to understand what is happening here? Thanks in advance!

Here are a few more things I tried:
Interestingly, when I pass an array of length 30 as observed, pm.Categorical draws multiple values again:

with pm.Model() as model:
    p = pm.Uniform('p', lower=0, upper=1, shape=3)
    p_tile = T.tile(p, 30).reshape([30, 3])
    choice = pm.Categorical('choice', p=p_tile, observed=np.array([0, 0, 2] * 10))
    T.printing.Print('choice')(choice)  # prints choice __str__ = [0 0 2 0 0 2 0 0 2 0 0 2 0 0 2 0 0 2 0 0 2 0 0 2 0 0 2 0 0 2]
    trace = pm.sample(5000, tune=500, chains=2, cores=1)
print(pm.summary(trace))

>>>
                     mean        sd  mc_error   hpd_2.5  hpd_97.5
p__0             0.746065  0.196305  0.013013  0.321824  0.995407  # estimates of p correspond to observed
p__1             0.043839  0.051256  0.002698  0.000105  0.140824
p__2             0.460127  0.208897  0.012058  0.107075  0.903796

The same model without observations seems to be doing something quite different:

with pm.Model() as model:
    p = pm.Uniform('p', lower=0, upper=1, shape=3)
    p_tile = T.tile(p, 30).reshape([30, 3])
    choice = pm.Categorical('choice', p=p_tile)
    T.printing.Print('choice')(choice)  # prints choice __str__ = 0
    trace = pm.sample(500, tune=500, chains=1, cores=1)
print(pm.summary(trace))

>>>
                 mean        sd  mc_error   hpd_2.5  hpd_97.5
choice       1.000000  0.000000  0.000000  1.000000  1.000000  # don't understand where these estimates 
p__0         0.026698  0.031869  0.001404  0.000109  0.085003
p__1         0.743670  0.184351  0.009447  0.377753  0.999541
p__2         0.026075  0.028349  0.001499  0.000077  0.081620

#2

This is a bug, could you please raise an issue on Github?
Meanwhile work around is to specify the shape explicitly:

In [16]: p = 1 / 3 * np.ones([30, 3])
    ...: with pm.Model() as model:
    ...:     choice = pm.Categorical('choice', p=p, shape=p.shape[0])
    ...:     trace = pm.sample()
    ...:     
Multiprocess sampling (2 chains in 2 jobs)
CategoricalGibbsMetropolis: [choice]
Sampling 2 chains: 100%|████████████████| 2000/2000 [00:02<00:00, 741.35draws/s]

In [17]: trace['choice'].shape
Out[17]: (1000, 30)

#3

Thanks, will do!