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Fix HMM backward pass for padded sequences #341

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Fix HMM backward pass for padded sequences #341

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2 changes: 1 addition & 1 deletion distrax/_src/utils/hmm.py
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Original file line number Diff line number Diff line change
Expand Up @@ -226,7 +226,7 @@ def backward(self,
def scan_fn(beta_prev, t):
beta_t = jnp.where(
t > length,
jnp.zeros_like(beta_prev),
beta_prev,
# pyrefly: ignore[bad-index]
_normalize(
(
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25 changes: 25 additions & 0 deletions distrax/_src/utils/hmm_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -161,6 +161,31 @@ def test_forward_backward(
with self.subTest("matches TFP"):
np.testing.assert_array_almost_equal(marginals, tfp_marginals, decimal=4)

@chex.all_variants(without_device=False)
def test_forward_backward_ignores_padded_suffix(self):
model = hmm.HMM(
init_dist=categorical.Categorical(probs=jnp.array([0.6, 0.4])),
trans_dist=categorical.Categorical(
probs=jnp.array([[0.8, 0.2], [0.3, 0.7]])
),
obs_dist=normal.Normal(
loc=jnp.array([0.0, 3.0]), scale=jnp.array([0.5, 0.5])
),
)
observations = jnp.array([0.05, 2.9, 0.1, 99.0, 99.0])
valid_length = 3

padded = self.variant(model.forward_backward)(
observations, length=jnp.array(valid_length)
)
prefix = self.variant(model.forward_backward)(observations[:valid_length])

for padded_values, prefix_values in zip(padded[:3], prefix[:3]):
np.testing.assert_allclose(
padded_values[:valid_length], prefix_values, rtol=1e-6, atol=1e-6
)
np.testing.assert_allclose(padded[3], prefix[3], rtol=1e-6, atol=1e-6)

@chex.all_variants(without_device=False)
@_test_cases
def test_viterbi(self, length, num_states, obs_dist_name_and_params_fn):
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