Numba fallback non-implemented RVs

Closes #1245

Author: ricardoV94

pytensor/link/numba/dispatch/basic.py

@@ -20,6 +20,7 @@
 )
 from pytensor.scalar.basic import ScalarType
 from pytensor.sparse import SparseTensorType
+from pytensor.tensor.random.type import RandomGeneratorType
 from pytensor.tensor.type import TensorType
 from pytensor.tensor.utils import hash_from_ndarray
 
@@ -129,8 +130,8 @@ def get_numba_type(
             return CSRMatrixType(numba_dtype)
         if pytensor_type.format == "csc":
             return CSCMatrixType(numba_dtype)
-
-        raise NotImplementedError()
+    elif isinstance(pytensor_type, RandomGeneratorType):
+        return numba.types.NumPyRandomGeneratorType("NumPyRandomGeneratorType")
     else:
         raise NotImplementedError(f"Numba type not implemented for {pytensor_type}")
 

pytensor/link/numba/dispatch/random.py

@@ -16,6 +16,7 @@
 from pytensor.link.numba.dispatch import basic as numba_basic
 from pytensor.link.numba.dispatch.basic import (
     direct_cast,
+    generate_fallback_impl,
     numba_funcify,
     register_funcify_and_cache_key,
 )
@@ -406,13 +407,24 @@ def numba_funcify_RandomVariable(op: RandomVariableWithCoreShape, node, **kwargs
 
     [rv_node] = op.fgraph.apply_nodes
     rv_op: RandomVariable = rv_node.op
+
+    try:
+        core_rv_fn = numba_core_rv_funcify(rv_op, rv_node)
+    except NotImplementedError:
+        py_impl = generate_fallback_impl(rv_op, node=rv_node, **kwargs)
+
+        @numba_basic.numba_njit
+        def fallback_rv(_core_shape, *args):
+            return py_impl(*args)
+
+        return fallback_rv, None
+
     size = rv_op.size_param(rv_node)
     dist_params = rv_op.dist_params(rv_node)
     size_len = None if isinstance(size.type, NoneTypeT) else get_vector_length(size)
     core_shape_len = get_vector_length(core_shape)
     inplace = rv_op.inplace
 
-    core_rv_fn = numba_core_rv_funcify(rv_op, rv_node)
     nin = 1 + len(dist_params)  # rng + params
     core_op_fn = store_core_outputs(core_rv_fn, nin=nin, nout=1)
 

tests/link/numba/test_random.py

@@ -257,7 +257,7 @@ def test_multivariate_normal():
             ],
             pt.as_tensor([3, 2]),
         ),
-        pytest.param(
+        (
             ptr.hypergeometric,
             [
                 (
@@ -274,7 +274,6 @@ def test_multivariate_normal():
                 ),
             ],
             pt.as_tensor([3, 2]),
-            marks=pytest.mark.xfail,  # Not implemented
         ),
         (
             ptr.wald,
@@ -722,3 +721,34 @@ def test_repeated_args():
     final_node = fn.maker.fgraph.outputs[0].owner
     assert isinstance(final_node.op, RandomVariableWithCoreShape)
     assert final_node.inputs[-2] is final_node.inputs[-1]
+
+
+def test_rv_fallback():
+    """Test that random variables can fallback to object mode."""
+
+    class CustomRV(ptr.RandomVariable):
+        name = "custom"
+        signature = "()->()"
+        dtype = "float64"
+
+        def rng_fn(self, rng, value, size=None):
+            # Just return the value plus a random number
+            return value + rng.standard_normal(size=size)
+
+    custom_rv = CustomRV()
+
+    rng = shared(np.random.default_rng(123))
+    size = pt.scalar("size", dtype=int)
+    next_rng, x = custom_rv(np.pi, size=(size,), rng=rng).owner.outputs
+
+    fn = function([size], x, updates={rng: next_rng}, mode="NUMBA")
+
+    result1 = fn(1)
+    result2 = fn(1)
+    assert result1.shape == (1,)
+    assert result1 != result2
+
+    large_sample = fn(1000)
+    assert large_sample.shape == (1000,)
+    np.testing.assert_allclose(large_sample.mean(), np.pi, rtol=1e-2)
+    np.testing.assert_allclose(large_sample.std(), 1, rtol=1e-2)