Set default_update of RandomVariables rng in compile_rv_inplace

Author: ricardoV94

pymc3/aesaraf.py

@@ -895,6 +895,22 @@ def compile_rv_inplace(inputs, outputs, mode=None, **kwargs):
     Using this function ensures that compiled functions containing random
     variables will produce new samples on each call.
     """
+
+    # Avoid circular dependency
+    from pymc3.distributions import NoDistribution
+
+    # Set the default update of a NoDistribution RNG so that it is automatically
+    # updated after every function call
+    output_to_list = outputs if isinstance(outputs, list) else [outputs]
+    for rv in (
+        node
+        for node in walk_model(output_to_list, walk_past_rvs=True)
+        if node.owner and isinstance(node.owner.op, NoDistribution)
+    ):
+        rng = rv.owner.inputs[0]
+        if not hasattr(rng, "default_update"):
+            rng.default_update = rv.owner.outputs[0]
+
     mode = get_mode(mode)
     opt_qry = mode.provided_optimizer.including("random_make_inplace")
     mode = Mode(linker=mode.linker, optimizer=opt_qry)

pymc3/distributions/simulator.py

@@ -244,13 +244,9 @@ def logp(cls, value, sim_rv):
 
         # Create a new simulatorRV with identical inputs as the original one
         sim_op = sim_rv.owner.op
-        new_rng, sim_value = sim_op.make_node(rng, *sim_rv.owner.inputs[1:]).outputs
+        sim_value = sim_op.make_node(rng, *sim_rv.owner.inputs[1:]).default_output()
         sim_value.name = "sim_value"
 
-        # Automatically update rng when expression is evaluated
-        sim_value.update = (rng, new_rng)
-        rng.default_update = new_rng
-
         return sim_op.distance(
             sim_op.epsilon,
             sim_op.sum_stat(value),