Fix bug in gradient of Blockwise'd Scan

[ricardoV94]

This PR fixes a bug found in the work to add batch dimensions to the Statespace module in pymc-extras. The gradient of a Blockwise'd scan with a specific broadcastable signature in the inner graph (i.e., shape=(1,)), was failing, because Blockwise was creating a dummy node with variables that didn't respect the core shapes (i.e., shape=(None,)).

The fix is a one liner (second commit).

The last commit refactors the L_op implementation since the helper function isn't used anywhere else, and some parts that were copied from Elemwise don't make sense (such as worrying that core.op L_op might return None).

---

📚 Documentation preview 📚: https://pytensor--1482.org.readthedocs.build/en/1482/

[ricardoV94]

This line was the problematic one: shape=(None,) * len(sig)

[ricardoV94]

This is also fixed

[Copilot]

Pull Request Overview

This PR fixes a gradient bug in Blockwise when batching scans by refactoring the L_op implementation and adds targeted tests for core‐type gradients and scan gradients.

• Refactored Blockwise.L_op to simplify and correct core gradient extraction and batching logic.
• Renamed test_op to my_test_op in existing tests and added two new tests:
  • test_blockwise_grad_core_type
  • test_scan_gradient_core_type

Reviewed Changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 1 comment.

File	Description
tests/tensor/test_blockwise.py	Renamed test_op, imported scan, and added two new gradient tests.
pytensor/tensor/blockwise.py	Completely refactored the L_op method to remove the old helper and improve batching of core gradients.

Comments suppressed due to low confidence (1)

pytensor/tensor/blockwise.py:353

• The new core_inputs comprehension no longer preserves NullType or DisconnectedType inputs as the old _bgrad helper did via as_core. If an input is a null/disconnected gradient, it should be passed through unchanged, otherwise downstream gradient logic may break.

core_inputs = [

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 82.00%. Comparing base (b218ffe) to head (1401b84).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1482      +/-   ##
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- Coverage   82.01%   82.00%   -0.01%     
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  Files         214      214              
  Lines       50426    50414      -12     
  Branches     8903     8902       -1     
==========================================
- Hits        41355    41343      -12     
  Misses       6863     6863              
  Partials     2208     2208              

Files with missing lines	Coverage Δ
pytensor/tensor/blockwise.py	89.27% <100.00%> (-0.53%)	⬇️

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[AlexAndorra]

Thanks a lot @ricardoV94 !! Definitely unblocks us over on pymc-extras 🤩
I'd say it was much more than a one-liner though 😉

[ricardoV94]

Thanks a lot @ricardoV94 !! Definitely unblocks us over on pymc-extras 🤩 I'd say it was much more than a one-liner though 😉

The fix was a one liner, I just cleaned up stuff besides it. Check PRs commit by commit and you'll see it ;)

[AlexAndorra]

@ricardoV94 , using this over on statespace, and the error we had before did disappear 🍾
pt.grad(model_1.logp(), model_1.value_vars) is now running fine, giving back:

[(d__logp/dP0_diag_log__),
 (d__logp/dinitial_trend),
 (d__logp/dar_params_logodds__),
 (d__logp/dsigma_trend_log__),
 (d__logp/dsigma_ar_log__),
 (d__logp/dsigma_obs_log__)]

But now... pm.sample just hangs for a long time, before giving up and crashing the kernel, which is weird for a fairly simple model with a batch size of only 5.
The problem is already here when doing model_1.logp_dlogp_function(ravel_inputs=True).
Could that be related to scan too? Because I don't think we're doing anything crazy over on statespace -- at least to the best of my knowledge.

The following example will trigger the error, just using a small dataset of 15 data points and a batch size of 5 (one per president)(agg.csv). I'm running pytensor main (2.31.3+18.gd3bbc20aa) and PyMC 5.23.0 from conda locally.

import numpy as np
import pandas as pd
import pymc as pm
import pymc_extras.statespace as pmss
import pytensor
import pytensor.tensor as pt
import xarray as xr

presidents = agg.president.unique()

mod = pmss.structural.LevelTrendComponent(order=2, innovations_order=[0, 1])
mod += pmss.structural.AutoregressiveComponent(order=1)
mod += pmss.structural.MeasurementError(name="obs")

ss_mod = mod.build(
    name="president",
    batch_coords={"president": presidents},  # this is gonna be leftmost dimension
)

ss_array = (
    agg.set_index(["president", "month_id"])["approve_pr"].unstack("month_id").to_numpy()[..., None]
)  # dims=(president, timesteps, obs_dim)

initial_trend_dims, sigma_trend_dims, ar_param_dims, P0_dims = ss_mod.param_dims.values()
coords = ss_mod.coords

with pm.Model(coords=coords | ss_mod.batch_coords) as model_1:
    P0_diag = pm.Gamma("P0_diag", alpha=5, beta=5, dims="president")
    P0 = pm.Deterministic(
        "P0", pt.eye(ss_mod.k_states)[None] * P0_diag[..., None, None], dims=("president", *P0_dims)
    )

    initial_trend = pm.Normal("initial_trend", dims=("president", *initial_trend_dims))
    ar_params = pm.Beta("ar_params", alpha=3, beta=3, dims=("president", *ar_param_dims))

    sigma_trend = pm.Gamma("sigma_trend", alpha=2, beta=50, dims=("president", *sigma_trend_dims))
    sigma_ar = pm.Gamma("sigma_ar", alpha=2, beta=5, dims="president")
    sigma_obs = pm.HalfNormal("sigma_obs", sigma=0.05, dims="president")

    ss_mod.build_statespace_graph(ss_array)
    idata = pm.sample()  # nuts_sampler_kwargs={"backend": "jax", "gradient_backend": "jax"})

This (or the logp_dlogp_function call above) will trigger a kernel crash:

The Kernel crashed while executing code in the current cell or a previous cell. 
Please review the code in the cell(s) to identify a possible cause of the failure.