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Enable pm.Interpolated to accept symbolic inputs #4767

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kc611 opened this issue Jun 13, 2021 · 2 comments
Open

Enable pm.Interpolated to accept symbolic inputs #4767

kc611 opened this issue Jun 13, 2021 · 2 comments

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@kc611
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kc611 commented Jun 13, 2021

Original Comment by @ricardoV94 : #4746 (comment)

This issue was faced during refactoring of Interpolated distribution. It uses methods of InterpolatedUnivariateSpline such as integrate() and antiderivative() and these methods aren't directly accessible through the SplineWrapper Op as symbolic operations. (or rather SplineWrapper is not supposed to be used that way as of now.)

@ricardoV94 ricardoV94 changed the title Extending Support of SplineWrapper for proper integration with InterpolatedUnivariateSpline Enable pm.Interpolated to accept symbolic inputs Jun 13, 2021
@ricardoV94
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@kc611 I edited the title to make it a bit more obvious what the issue / goal is. Thanks for opening the issue!

@jessegrabowski
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I was thinking this might be as easy as some Op wrappers, because we don't want gradients through the interpolation, yes? If we allow symbolic inputs, these should still be root nodes, otherwise we have to deal with stochastic gradients.

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