Don't try to infer support shape of multivariate RVs by default #388
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The default method is not robust and can lead to cryptic error messages.
In a discussion with a user https://discourse.pymc.io/t/pm-sample-prior-predictive-fails-with-incorrect-size-info-passed-to-the-rng-fn-function-of-the-randomvariable/12513 , they were trying to fake a multivariate distribution as a univariate because of the cryptic error induced by the default method.
We now raise
NotImplementedError
by default, and include illustrative examples in the docstrings that should help users implementing this method.Also fixed a couple of minor bugs.
The changes will break RVs that relied on the default implementation. This should be easy to fix and won't go unnoticed.