Merge pull request #526 from CUQI-DTU/add_gradient_to_uniform

Add gradient to uniform distribution

cuqi/distribution/_uniform.py

@@ -21,6 +21,9 @@ def __init__(self, low=None, high=None, is_symmetric=True, **kwargs):
         self.high = high      
 
     def logpdf(self, x):
+        """
+        Evaluate the logarithm of the PDF at the given values of x.
+        """
         # First check whether x is outside bounds.
         # It is outside if any coordinate is outside the interval.
         if np.any(x < self.low) or np.any(x > self.high):
@@ -38,6 +41,15 @@ def logpdf(self, x):
             return_val = np.log(1.0/v)
         return return_val
 
+    def gradient(self, x):
+        """
+        Computes the gradient of logpdf at the given values of x.
+        """
+        if np.any(x < self.low) or np.any(x > self.high):
+            return np.NaN*np.ones_like(x)
+        else:
+            return np.zeros_like(x)
+
     def _sample(self,N=1, rng=None):
 
         if rng is not None:

tests/test_distributions_shape.py

@@ -95,7 +95,8 @@ def test_multivariate_scalar_vars_gradient(dist):
     try:
         assert np.allclose(
             dist_from_vec.gradient(val),
-            dist_from_dim.gradient(val)
+            dist_from_dim.gradient(val),
+            equal_nan=True
         )
     except NotImplementedError:
         pass  # Pass the test if NotImplementedError is raised