Sampling from multivariate normal distribution in JAX gives type error

Question

I'm trying to use JAX to generate samples from multivariate normal distribution using:

import jax
import jax.numpy as jnp
import numpy as np

key = random.PRNGKey(0)
cov = np.array([[1.2, 0.4], [0.4, 1.0]])
mean = np.array([3,-1])
x1,x2 = jax.random.multivariate_normal(key, mean, cov, 5000).T

However when I run the code I get the following error:

TypeError                                 Traceback (most recent call last)
<ipython-input-25-1397bf923fa4> in <module>()
      2 cov = np.array([[1.2, 0.4], [0.4, 1.0]])
      3 mean = np.array([3,-1])
----> 4 x1,x2 = jax.random.multivariate_normal(key, mean, cov, 5000).T

1 frames
/usr/local/lib/python3.6/dist-packages/jax/core.py in canonicalize_shape(shape)
   1159          "got {}.")
   1160   if any(isinstance(x, Tracer) and isinstance(get_aval(x), ShapedArray)
-> 1161          and not isinstance(get_aval(x), ConcreteArray) for x in shape):
   1162     msg += ("\nIf using `jit`, try using `static_argnums` or applying `jit` to "
   1163             "smaller subfunctions.")

TypeError: 'int' object is not iterable

I'm not sure what the problem is since the same syntax works for the equivalent function in Numpy

Answer 1

In the jax.random module, most shapes must explicitly be tuples. So instead of shape 5000, use (5000,):

x1,x2 = jax.random.multivariate_normal(key, mean, cov, (5000,)).T