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Build # 8682

Build Type

push

travis-ci

Committed by junpenglao

Commit Message

Mixture random cleanup (#3364)

* WIP mixture

* Still WIP but much better performance on posterior predictive sampling. Still need to work around size issues.

* Fixed mixture random method (and also multinomial when using a Cholesky covariance matrix).

* Fixed float32 all close relative tolerance error.

* Changed the way in which we wrap the comp_dists.random method to something less hackish. At least we dont ignore lint anymore.

* Moved comp_dists type checking to __init__. Changed _comp_logp, mean and median to stack on the last axis (which should allow Mixture to work with multidimensional distributions). Changed docstring a bit. Minor change in _comp_samples to enfore dtype.

* Improved support for Mixtures of multidimensional distributions.

* Added tests for mixtures of multidimensional distributions.

* Added kwarg to generate_samples to help pass raw_size_ tuples

* Cleaned up infer_comp_dist_shapes and added docstring.

* Fixed latent component assignment for mixtures of multidimensional distributions.

* Fixed mixture of mixtures errors. The error was in broadcast_distribution_samples.

* Patched broadcast_distribution_samples. Must do a cleaner fix.

* Fixed broadcast_distribution_samples bugs. Added release notes.

* Added tests comparing mixtures to latent component models

* Added more examples to Mixture docstring.

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