Add ability to set mode in check_start_vals

Author: lucianopaz

pymc/model/core.py

@@ -1747,7 +1747,7 @@ def eval_rv_shapes(self) -> dict[str, tuple[int, ...]]:
         )
         return {name: tuple(shape) for name, shape in zip(names, f())}
 
-    def check_start_vals(self, start):
+    def check_start_vals(self, start, **kwargs):
         r"""Check that the starting values for MCMC do not cause the relevant log probability
         to evaluate to something invalid (e.g. Inf or NaN)
 
@@ -1758,6 +1758,8 @@ def check_start_vals(self, start):
             Defaults to ``trace.point(-1))`` if there is a trace provided and
             ``model.initial_point`` if not (defaults to empty dict). Initialization
             methods for NUTS (see ``init`` keyword) can overwrite the default.
+        Other keyword arguments :
+            Any other keyword argument is sent to :py:meth:`~pymc.model.core.Model.point_logps`.
 
         Raises
         ------
@@ -1787,7 +1789,7 @@ def check_start_vals(self, start):
                     f"Valid keys are: {valid_keys}, but {extra_keys} was supplied"
                 )
 
-            initial_eval = self.point_logps(point=elem)
+            initial_eval = self.point_logps(point=elem, **kwargs)
 
             if not all(np.isfinite(v) for v in initial_eval.values()):
                 raise SamplingError(
@@ -1797,7 +1799,7 @@ def check_start_vals(self, start):
                     "You can call `model.debug()` for more details."
                 )
 
-    def point_logps(self, point=None, round_vals=2):
+    def point_logps(self, point=None, round_vals=2, **kwargs):
         """Computes the log probability of `point` for all random variables in the model.
 
         Parameters
@@ -1807,6 +1809,8 @@ def point_logps(self, point=None, round_vals=2):
             is used.
         round_vals : int, default 2
             Number of decimals to round log-probabilities.
+        Other keyword arguments :
+            Any other keyword argument are sent provided to :py:meth:`~pymc.model.core.Model.compile_fn`
 
         Returns
         -------
@@ -1822,7 +1826,7 @@ def point_logps(self, point=None, round_vals=2):
             factor.name: np.round(np.asarray(factor_logp), round_vals)
             for factor, factor_logp in zip(
                 factors,
-                self.compile_fn(factor_logps_fn)(point),
+                self.compile_fn(factor_logps_fn, **kwargs)(point),
             )
         }
 

tests/model/test_core.py

@@ -756,6 +756,20 @@ def test_invalid_variable_name(self):
         with pytest.raises(KeyError):
             model.check_start_vals(start)
 
+    @pytest.mark.parametrize("mode", [None, "JAX", "NUMBA"])
+    def test_mode(self, mode):
+        with pm.Model() as model:
+            a = pm.Uniform("a", lower=0.0, upper=1.0)
+            b = pm.Uniform("b", lower=2.0, upper=3.0)
+        start = {
+            "a_interval__": model.rvs_to_transforms[a].forward(0.3, *a.owner.inputs).eval(),
+            "b_interval__": model.rvs_to_transforms[b].forward(2.1, *b.owner.inputs).eval(),
+        }
+        with patch("pymc.model.core.compile_pymc") as patched_compile_pymc:
+            model.check_start_vals(start, mode=mode)
+        patched_compile_pymc.assert_called_once()
+        assert patched_compile_pymc.call_args.kwargs["mode"] == mode
+
 
 def test_set_initval():
     # Make sure the dependencies between variables are maintained when