Error on NaN's in check_model (#888)

* Error on NaN's

* Add a test

Author: penelopeysm

HISTORY.md

@@ -1,5 +1,9 @@
 # DynamicPPL Changelog
 
+## 0.35.7
+
+`check_model_and_trace` now errors 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 +231,11 @@ 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))
-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
@@ -293,9 +284,18 @@ function record_pre_tilde_observe!(context::DebugContext, left, dist, varinfo)
     # Check for `missing`s; these should not end up here.
     if _has_missings(left)
         error(
-            "Encountered missing value(s) in observe!\n" *
-            "Remember that using `missing` to de-condition a variable is only " *
-            "supported for univariate distributions, not for $dist",
+            "Encountered `missing` value(s) on the left-hand side" *
+            " of an observe statement. Using `missing` to de-condition" *
+            " a variable is only supported for univariate distributions," *
+            " not for $dist.",
+        )
+    end
+    # Check for NaN's as well
+    if any(isnan, left)
+        error(
+            "Encountered a NaN value on the left-hand side of an" *
+            " observe statement; this may indicate that your data" *
+            " contain NaN values.",
         )
     end
 end
@@ -474,7 +474,7 @@ 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

test/debug_utils.jl

@@ -123,6 +123,17 @@
         end
     end
 
+    @testset "NaN in data" begin
+        @model function demo_nan_in_data(x)
+            a ~ Normal()
+            for i in eachindex(x)
+                x[i] ~ Normal(a)
+            end
+        end
+        model = demo_nan_in_data([1.0, NaN])
+        @test_throws ErrorException check_model(model; error_on_failure=true)
+    end
+
     @testset "incorrect use of condition" begin
         @testset "missing in multivariate" begin
             @model function demo_missing_in_multivariate(x)