Warn on NaN's

Author: penelopeysm

HISTORY.md

@@ -1,5 +1,9 @@
 # DynamicPPL Changelog
 
+## 0.35.7
+
+`check_model_and_trace` now prints a warning if any NaN's are encountered when evaluating the model.
+
 ## 0.35.6
 
 Fixed the implementation of `.~`, such that running a model with it no longer requires DynamicPPL itself to be loaded.

Project.toml

@@ -1,6 +1,6 @@
 name = "DynamicPPL"
 uuid = "366bfd00-2699-11ea-058f-f148b4cae6d8"
-version = "0.35.6"
+version = "0.35.7"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

src/debug_utils.jl

@@ -231,20 +231,17 @@ function record_varname!(context::DebugContext, varname::VarName, dist)
     end
 end
 
-# tilde
-_isassigned(x::AbstractArray, i) = isassigned(x, i)
-# HACK(torfjelde): Julia v1.7 only supports `isassigned(::AbstractArray, ::Int...)`.
-# TODO(torfjelde): Determine exactly in which version this change was introduced.
-if VERSION < v"v1.9.0-alpha1"
-    _isassigned(x::AbstractArray, inds::Tuple) = isassigned(x, inds...)
-    _isassigned(x::AbstractArray, idx::CartesianIndex) = _isassigned(x, Tuple(idx))
+function _check_nan(logp)
+    if isnan(logp)
+        @warn "Encountered a NaN logp value; this may indicate that your data contains NaN values"
+    end
 end
 
 _has_missings(x) = ismissing(x)
 function _has_missings(x::AbstractArray)
     # Can't just use `any` because `x` might contain `undef`.
     for i in eachindex(x)
-        if _isassigned(x, i) && _has_missings(x[i])
+        if isassigned(x, i) && _has_missings(x[i])
             return true
         end
     end
@@ -274,6 +271,7 @@ end
 function DynamicPPL.tilde_assume(context::DebugContext, right, vn, vi)
     record_pre_tilde_assume!(context, vn, right, vi)
     value, logp, vi = DynamicPPL.tilde_assume(childcontext(context), right, vn, vi)
+    _check_nan(logp)
     record_post_tilde_assume!(context, vn, right, value, logp, vi)
     return value, logp, vi
 end
@@ -284,6 +282,7 @@ function DynamicPPL.tilde_assume(
     value, logp, vi = DynamicPPL.tilde_assume(
         rng, childcontext(context), sampler, right, vn, vi
     )
+    _check_nan(logp)
     record_post_tilde_assume!(context, vn, right, value, logp, vi)
     return value, logp, vi
 end
@@ -316,12 +315,14 @@ end
 function DynamicPPL.tilde_observe(context::DebugContext, right, left, vi)
     record_pre_tilde_observe!(context, left, right, vi)
     logp, vi = DynamicPPL.tilde_observe(childcontext(context), right, left, vi)
+    _check_nan(logp)
     record_post_tilde_observe!(context, left, right, logp, vi)
     return logp, vi
 end
 function DynamicPPL.tilde_observe(context::DebugContext, sampler, right, left, vi)
     record_pre_tilde_observe!(context, left, right, vi)
     logp, vi = DynamicPPL.tilde_observe(childcontext(context), sampler, right, left, vi)
+    _check_nan(logp)
     record_post_tilde_observe!(context, left, right, logp, vi)
     return logp, vi
 end
@@ -474,7 +475,7 @@ end
 
 Check that `model` is valid, warning about any potential issues.
 
-See [`check_model_and_trace`](@ref) for more details on supported keword arguments
+See [`check_model_and_trace`](@ref) for more details on supported keyword arguments
 and details of which types of checks are performed.
 
 # Returns