parameter behavior during Prior.constrain

[wd60622]

Seems to be upstream from the preliz.maxent. Is there a version restriction required?

# Works
Prior("Normal").constrain(lower=-2, upper=2)
Prior("Normal", mu=0).constrain(lower=-2, upper=2)
# Doesn't work
Prior("Normal", mu=0, sigma=1).constrain(lower=-2, upper=2)

Think there was a change of behavior, the previous parameters acted as the initial points

[juanitorduz]

We should add a test :)

[wd60622]

We should add a test :)

Not documented anywhere either. Do you have any thoughts on behavior? We can go with whatever is most intuitive

[aloctavodia]

PreliZ's maxent does not need the user to specify an initial guess.
The parameters that you pass to Prior are considered fixed parameters, not initial guesses. In the last example both parameters mu and sigma are fixed, with nothing left there to optimize.

This behaviour is documented in the docstring for constrain and in this notebook https://github.com/pymc-labs/pymc-marketing/blob/main/docs/source/notebooks/general/model_configuration.ipynb

[wd60622]

PreliZ's maxent does not need the user to specify an initial guess. The parameters that you pass to Prior are considered fixed parameters, not initial guesses. In the last example both parameters mu and sigma are fixed, with nothing left there to optimize.

This behaviour is documented in the docstring for constrain and in this notebook https://github.com/pymc-labs/pymc-marketing/blob/main/docs/source/notebooks/general/model_configuration.ipynb

Ah, was looking in the docstring. Would be good to add there or clarify in one of existing examples there

The current error is pretty cryptic. Maybe a good check to add to the preliz

BTW. Didn't know about that prior explorer linked. Very cool

[aloctavodia]

It is already in the docsring https://github.com/pymc-labs/pymc-marketing/blob/main/pymc_marketing/prior.py#L772-L780.

Thanks for the kind comment about prior explorer, it still needs some polishing, but I already find it useful.

[aloctavodia]

PreliZ will raise an error if the distribution passed to maxent is frozen, see arviz-devs/preliz#534

[aloctavodia]

PreliZ 0.9.1 has been released. Thanks for offering feedback about PreliZ.

[wd60622]

Oh, nice. Thank you for quick adjustments. Will close this for now then