jax lognormal

Author: juanitorduz

pytensor/link/jax/dispatch/random.py

@@ -277,3 +277,18 @@ def sample_fn(rng, size, dtype, *parameters):
         return (rng, sample)
 
     return sample_fn
+
+
+@jax_sample_fn.register(aer.LogNormalRV)
+def jax_sample_fn_lognormal(op):
+    """JAX implementation of `LogNormalRV`."""
+
+    def sample_fn(rng, size, dtype, *parameters):
+        rng_key = rng["jax_state"]
+        loc, scale = parameters
+        sample = loc + jax.random.normal(rng_key, size, dtype) * scale
+        sample_exp = jax.numpy.exp(sample)
+        rng["jax_state"] = jax.random.split(rng_key, num=1)[0]
+        return (rng, sample_exp)
+
+    return sample_fn

tests/link/jax/test_random.py

@@ -165,6 +165,22 @@ def test_random_updates(rng_ctor):
             "logistic",
             lambda *args: args,
         ),
+        (
+            aer.lognormal,
+            [
+                set_test_value(
+                    at.lvector(),
+                    np.array([0, 0], dtype=np.int64),
+                ),
+                set_test_value(
+                    at.dscalar(),
+                    np.array(1.0, dtype=np.float64),
+                ),
+            ],
+            (2,),
+            "lognorm",
+            lambda *args: args,
+        ),
         (
             aer.normal,
             [