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Add sample validation for LKJCholesky.log_prob #52763

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Fixes #52724.

This fixes the following for the LKJCholesky distribution in master:

  • log_prob does sample validation when validate_args=True.
  • exposes documentation for the LKJCholesky distribution.

cc. @fehiepsi, @fritzo

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facebook-github-bot commented Feb 24, 2021

💊 CI failures summary and remediations

As of commit a08277c (more details on the Dr. CI page):


  • 1/1 failures possibly* introduced in this PR
    • 1/1 non-scanned failure(s)

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@neerajprad neerajprad added the module: distributions Related to torch.distributions label Feb 24, 2021
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codecov bot commented Feb 25, 2021

Codecov Report

Merging #52763 (a08277c) into master (b4b7db2) will increase coverage by 0.00%.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master   #52763   +/-   ##
=======================================
  Coverage   80.80%   80.80%           
=======================================
  Files        1972     1972           
  Lines      216331   216333    +2     
=======================================
+ Hits       174811   174815    +4     
+ Misses      41520    41518    -2     

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LGTM, thx Neeraj!

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@neerajprad has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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@ailzhang - Is it possible to cherry-pick this on to the 1.8 release branch, or is it too late? This change affects validation for the new LKJCholesky distribution and exposes the documentation.

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@neerajprad merged this pull request in 0f3a3f2.

neerajprad added a commit that referenced this pull request Feb 26, 2021
This is already added to the master branch in #52763.
malfet pushed a commit that referenced this pull request Feb 26, 2021
This is already added to the master branch in #52763.
aocsa pushed a commit to Quansight/pytorch that referenced this pull request Mar 15, 2021
Summary:
Fixes pytorch#52724.

This fixes the following for the LKJCholesky distribution in master:
 - `log_prob` does sample validation when `validate_args=True`.
 - exposes documentation for the LKJCholesky distribution.

cc. fehiepsi, fritzo

Pull Request resolved: pytorch#52763

Reviewed By: anjali411

Differential Revision: D26657216

Pulled By: neerajprad

fbshipit-source-id: 12e8f8384cf0c3df8a29564c1e1718d2d6a5833f
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LKJCholesky log_prob does not do sample validation
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