Add V4 distribution implementation developer guide

[ricardoV94]

This PR adds a developer guide on how to implement (and test) new distributions for PyMC3 v4.

Somethings are still marked as TODO and feedback is much appreciated.

The way distributions are implemented (and tested) will probably evolve over time, and hopefully this document will be easy to update as those things happen.

[ricardoV94]

@OriolAbril I need quite some help to figure out how to properly integrate this with the rest of the docs, as well things related to markdown formatting, and cross references! :) Thanks in advance

[ricardoV94]

@DRabbit17, can you have a look at the section on "Adding tests for the new RandomVariable", to see if I missed anything obvious, or said something wrong?

[matteo-pallini]

@DRabbit17, can you have a look at the section on "Adding tests for the new RandomVariable"

Looks pretty good to me

[OriolAbril]

Also forgot to mention that this page will now be orphan, and not discoverable in the docs unless one searches for it. Not sure how but it should be added to the toctree or included within he developer guide

[ricardoV94]

Also forgot to mention that this page will now be orphan, and not discoverable in the docs unless one searches for it. Not sure how but it should be added to the toctree or included within he developer guide

The developer guide should probably be organized hierarchically, instead of being a single file like it is now, no?

[OriolAbril]

That would probably be best, so it can also include the architecture doc, style guides...

[ricardoV94]

I updated the references to follow the format you mentioned {class}``import. I added some terms that would go into the glossary, let me know how I can actually add the descriptions.

[ricardoV94]

That would probably be best, so it can also include the architecture doc, style guides...

I would defer that to a separate PR, and in the meantime just leave this guide hanging.

[michaelosthege]

Looks almost complete to me!
Let's address the ToDos and merge it sooner than later.

[michaelosthege]

Leftover TODO

[ricardoV94]

It's still a pymc3 ToDo. This was the role of Densitydist but that was deprecated or at least not refactored for V4. Maybe we can link to something like: pymc-devs/pymc-examples#185

[zoj613]

I think adding information about extending Op for new distributions would be valuable. Aesara contains little to no information about this. The example at https://aesara.readthedocs.io/en/latest/extending/extending_aesara.html#example-op-definition is unhelpful and seems very incomplete, nor does it ever touch on the "optional" methods. Moreover, details about dealing with shapes is completely missing. It has been quite frustrating for me to plough through multiple pages of the docs and still not get it.

[ricardoV94]

I think adding information about extending Op for new distributions would be valuable. Aesara contains little to no information about this. The example at https://aesara.readthedocs.io/en/latest/extending/extending_aesara.html#example-op-definition is unhelpful and seems very incomplete, nor does it ever touch on the "optional" methods. Moreover, details about dealing with shapes is completely missing. It has been quite frustrating for me to plough through multiple pages of the docs and still not get it.

Do you want to open a Github issue for this? I think it could be important, but perhaps out of scope for this guide.

[ricardoV94]

The TODO may point to pymc-devs/pymc-examples#185 in the future, but that is still an early WIP. I think it's fine to leave it for the time-being. Similarly, the glossary will not work until #4797 is wrapped up.

I am okay merging this and leaving it as an orphan-page until the "dev-branch" that @martinacantaro has suggested is created. If not, we can leave this as a draft PR. As you guys see fit.