PyMC3 was renamed to PyMC

.github/workflows/ci-fenics.yml

@@ -18,7 +18,7 @@ jobs:
 
       - name: Setup Miniconda
         uses: conda-incubator/setup-miniconda@v2
-        with: 
+        with:
           auto-update-conda: true
           python-version: 3.8
 
@@ -50,9 +50,10 @@ jobs:
           python -m pip install fdm
           python -m pip install git+https://github.com/dolfin-adjoint/pyadjoint.git@master
           python -m pip install git+https://github.com/IvanYashchuk/fecr.git@master
-          python -m pip install pymc3
+          python -m pip install pymc
+          python -m pip install theano-pymc
 
-      - name: Install fenics-pymc3
+      - name: Install fenics-pymc
         shell: bash -l {0}
         run: |
           conda activate fenicsproject
@@ -66,7 +67,7 @@ jobs:
           conda activate fenicsproject
           python -c "import sys; print('\n'.join(sys.path))"
           export HDF5_DISABLE_VERSION_CHECK=1
-          python -m pytest --cov=fenics_pymc3 --cov-config=tests/.coveragerc tests/fenics -vvv
+          python -m pytest --cov=fenics_pymc --cov-config=tests/.coveragerc tests/fenics -vvv
 
       - name: Send coverage
         shell: bash -l {0}

.github/workflows/ci-firedrake.yml

@@ -45,7 +45,8 @@ jobs:
           python -m pip install git+https://github.com/dolfin-adjoint/pyadjoint.git@master
           python -m pip install git+https://github.com/IvanYashchuk/fecr.git@master
           python -m pip install arviz==0.10.0
-          python -m pip install pymc3
+          python -m pip install pymc
+          python -m pip install theano-pymc
 
       - name: Install current package
         shell: bash -l {0}
@@ -59,7 +60,7 @@ jobs:
           source /home/firedrake/firedrake/bin/activate
           python -c "import sys; print('\n'.join(sys.path))"
           export HDF5_DISABLE_VERSION_CHECK=1
-          python -m pytest --cov=fenics_pymc3 --cov-config=tests/.coveragerc tests/firedrake -vvv
+          python -m pytest --cov=fenics_pymc --cov-config=tests/.coveragerc tests/firedrake -vvv
 
       - name: Send coverage
         shell: bash -l {0}

README.md

@@ -1,16 +1,16 @@
-# fenics-pymc3 · [![Build FEniCS](https://github.com/ivanyashchuk/fenics-pymc3/workflows/FEniCS/badge.svg)](https://github.com/ivanyashchuk/fenics-pymc3/actions?query=workflow%3AFEniCS+branch%3Amaster) [![Build Firedrake](https://github.com/ivanyashchuk/fenics-pymc3/workflows/Firedrake/badge.svg)](https://github.com/ivanyashchuk/fenics-pymc3/actions?query=workflow%3AFiredrake+branch%3Amaster) [![codecov](https://codecov.io/gh/IvanYashchuk/fenics-pymc3/branch/master/graph/badge.svg?token=Y5ULDQD9L8)](https://codecov.io/gh/IvanYashchuk/fenics-pymc3) [![DOI](https://zenodo.org/badge/269920875.svg)](https://zenodo.org/badge/latestdoi/269920875)
+# fenics-pymc · [![Build FEniCS](https://github.com/ivanyashchuk/fenics-pymc/workflows/FEniCS/badge.svg)](https://github.com/ivanyashchuk/fenics-pymc/actions?query=workflow%3AFEniCS+branch%3Amaster) [![Build Firedrake](https://github.com/ivanyashchuk/fenics-pymc/workflows/Firedrake/badge.svg)](https://github.com/ivanyashchuk/fenics-pymc/actions?query=workflow%3AFiredrake+branch%3Amaster) [![codecov](https://codecov.io/gh/IvanYashchuk/fenics-pymc/branch/master/graph/badge.svg?token=Y5ULDQD9L8)](https://codecov.io/gh/IvanYashchuk/fenics-pymc) [![DOI](https://zenodo.org/badge/269920875.svg)](https://zenodo.org/badge/latestdoi/269920875)
 
-This package enables use of [FEniCS](https://fenicsproject.org/) or [Firedrake](https://firedrakeproject.org/)  for solving differentiable variational problems in [PyMC3](https://docs.pymc.io/).
+This package enables use of [FEniCS](https://fenicsproject.org/) or [Firedrake](https://firedrakeproject.org/)  for solving differentiable variational problems in [PyMC](https://docs.pymc.io/).
 
 Automatic adjoint solvers for FEniCS programs are generated with [dolfin-adjoint/pyadjoint](http://www.dolfin-adjoint.org/en/latest/).
-These solvers make it possible to use Theano's (PyMC3 backend) reverse mode automatic differentiation with FEniCS/Firedrake.
+These solvers make it possible to use Theano's (PyMC backend) reverse mode automatic differentiation with FEniCS/Firedrake.
 
 Current limitations:
 * Differentiation wrt Dirichlet boundary conditions and mesh coordinates is not implemented yet.
 
 ## Example
 Here is the demonstration of fitting coefficients of a variant of the [Poisson's PDE](https://en.wikipedia.org/wiki/Poisson%27s_equation)
-using PyMC3's NUTS sampler.
+using PyMC's NUTS sampler.
 
 ```python
 import numpy as np
@@ -19,8 +19,8 @@ fenics.set_log_level(fenics.LogLevel.ERROR)
 import fenics_adjoint as fa
 import ufl
 
-from fenics_pymc3 import create_fem_theano_op
-from fenics_pymc3 import to_numpy
+from fenics_pymc import create_fem_theano_op
+from fenics_pymc import to_numpy
 
 # Create mesh for the unit square domain
 n = 10
@@ -63,8 +63,8 @@ templates = (fa.Constant(0.0), fa.Constant(0.0))
 # Now let's create Theano wrapper of `solve_fenics` function
 theano_fem_solver = create_fem_theano_op(templates)(solve_fenics)
 
-# `theano_fem_solver` can now be used inside PyMC3's model
-import pymc3 as pm
+# `theano_fem_solver` can now be used inside PyMC's model
+import pymc as pm
 import theano.tensor as tt
 
 with pm.Model() as fit_poisson:
@@ -100,38 +100,38 @@ Then install [fecr](https://github.com/IvanYashchuk/fecr) with:
 
     python -m pip install git+https://github.com/IvanYashchuk/fecr@master
 
-Then install [PyMC3](https://docs.pymc.io/) with:
+Then install [PyMC](https://docs.pymc.io/) with:
 
-    python -m pip install pymc3
+    python -m pip install pymc
 
-After that install fenics-pymc3 with:
+After that install fenics-pymc with:
 
-    python -m pip install git+https://github.com/IvanYashchuk/fenics-pymc3.git@master
+    python -m pip install git+https://github.com/IvanYashchuk/fenics-pymc.git@master
 
 ## Reporting bugs
 
 If you found a bug, create an [issue].
 
-[issue]: https://github.com/IvanYashchuk/fenics-pymc3/issues/new
+[issue]: https://github.com/IvanYashchuk/fenics-pymc/issues/new
 
 ## Asking questions and general discussion
 
 If you have a question or anything else, create a new [discussion]. Using issues is also fine!
 
-[discussion]: https://github.com/IvanYashchuk/fenics-pymc3/discussions/new
+[discussion]: https://github.com/IvanYashchuk/fenics-pymc/discussions/new
 
 ## Contributing
 
 Pull requests are welcome from everyone.
 
 Fork, then clone the repository:
 
-    git clone https://github.com/IvanYashchuk/fenics-pymc3.git
+    git clone https://github.com/IvanYashchuk/fenics-pymc.git
 
 Make your change. Add tests for your change. Make the tests pass:
 
     pytest tests/
 
 Check the formatting with `black` and `flake8`. Push to your fork and [submit a pull request][pr].
 
-[pr]: https://github.com/IvanYashchuk/fenics-pymc3/pulls
+[pr]: https://github.com/IvanYashchuk/fenics-pymc/pulls

fenics_pymc/__init__.py

@@ -0,0 +1,3 @@
+from .core import create_fenics_theano_op, create_fem_theano_op
+from .core import FenicsOp, FenicsVJPOp
+from fecr import to_numpy, from_numpy

fenics_pymc/core.py

@@ -0,0 +1,110 @@
+import theano
+
+try:
+    from theano.graph.op import Op, Apply
+    from theano.graph import type
+except ModuleNotFoundError:
+    # older version of theano
+    from theano.gof import Op, Apply, type
+
+
+import functools
+
+from fecr import evaluate_primal, evaluate_pullback
+
+
+class FenicsVJPOp(Op):
+    params_type = type.Generic()
+    __props__ = ("ofunc", "templates", "fenics_output", "fenics_inputs", "tape")
+
+    def __init__(self, ofunc, templates, fenics_output, fenics_inputs, tape):
+        self.ofunc = ofunc
+        self.templates = templates
+        self.fenics_output = fenics_output
+        self.fenics_inputs = fenics_inputs
+        self.tape = tape
+
+    def get_params(self, node):
+        return (self.fenics_output, self.fenics_inputs, self.tape)
+
+    def make_node(self, *inputs):
+        return Apply(
+            self,
+            [theano.tensor.as_tensor_variable(x) for x in inputs],
+            [theano.tensor.dvector() for x in self.templates],
+        )
+
+    def perform(self, node, inputs, outputs, params):
+        Δfenics_output = inputs[0]
+        fenics_output, fenics_inputs, tape = params
+        numpy_grads = evaluate_pullback(
+            fenics_output, fenics_inputs, tape, Δfenics_output
+        )
+
+        theano_grads = (
+            theano.gradient.grad_undefined(self, i, inputs[i]) if ng is None else ng
+            for i, ng in enumerate(numpy_grads)
+        )
+
+        for i, tg in enumerate(theano_grads):
+            outputs[i][0] = tg
+
+
+class FenicsOp(Op):
+    __props__ = ("ofunc", "templates")
+
+    def __init__(self, ofunc, templates):
+        self.ofunc = ofunc
+        self.templates = templates
+
+    def make_node(self, *inputs):
+        n_inputs = len(self.templates)
+        assert n_inputs == len(inputs)
+        return Apply(
+            self,
+            [theano.tensor.as_tensor_variable(x) for x in inputs],
+            [theano.tensor.dvector()],
+        )
+
+    def perform(self, node, inputs, outputs):
+        numpy_output, fenics_output, fenics_inputs, tape = evaluate_primal(
+            self.ofunc, self.templates, *inputs
+        )
+
+        self.vjp_op = FenicsVJPOp(
+            self.ofunc, self.templates, fenics_output, tuple(fenics_inputs), tape
+        )
+        outputs[0][0] = numpy_output
+
+    def grad(self, inputs, output_grads):
+        theano_grads = self.vjp_op(output_grads[0])
+        return theano_grads
+
+
+def create_fem_theano_op(fenics_templates):
+    """Return `f(*args) = create_fem_theano_op(*args)(ofunc(*args))`.
+    Given the FEniCS/Firedrake-side function ofunc(*args), return the Theano Op,
+    that is callable and differentiable in Theano programs,
+    `f(*args) = create_fem_theano_op(*args)(ofunc(*args))` with
+    the VJP of `f`, where:
+    `*args` are all arguments to `ofunc`.
+    Args:
+    ofunc: The FEniCS/Firedrake-side function to be wrapped.
+    Returns:
+    `f(args) = create_fem_theano_op(*args)(ofunc(*args))`
+    """
+
+    def decorator(fenics_function):
+
+        theano_op = FenicsOp(fenics_function, fenics_templates)
+
+        @functools.wraps(fenics_function)
+        def theano_fem_eval(*args):
+            return theano_op(*args)
+
+        return theano_fem_eval
+
+    return decorator
+
+
+create_fenics_theano_op = create_fem_theano_op

setup.py

@@ -9,11 +9,11 @@
 version = "1.0.0"
 
 setup(
-    name="fenics_pymc3",
-    description="FEniCS + PyMC3",
+    name="fenics_pymc",
+    description="FEniCS + PyMC",
     version=version,
     author="Ivan Yashchuk",
     license="MIT",
-    packages=["fenics_pymc3"],
-    install_requires=["pymc3", "fdm", "fecr"],
+    packages=["fenics_pymc"],
+    install_requires=["pymc", "fdm", "fecr", "theano"],
 )

tests/.coveragerc

@@ -1,7 +1,7 @@
 # .coveragerc to control coverage.py
 [run]
 branch = True
-source = fenics_pymc3
+source = fenics_pymc
 
 [report]
 ignore_errors = True

tests/fenics/test_assemble.py

@@ -7,8 +7,8 @@
 
 import theano
 
-from fenics_pymc3 import create_fenics_theano_op
-from fenics_pymc3 import FenicsVJPOp
+from fenics_pymc import create_fenics_theano_op
+from fenics_pymc import FenicsVJPOp
 
 from fecr import evaluate_primal, evaluate_pullback
 

tests/fenics/test_pymc3.py → tests/fenics/test_pymc.py

@@ -8,10 +8,10 @@
 
 import fdm
 
-from fenics_pymc3 import create_fenics_theano_op
-from fenics_pymc3 import to_numpy
+from fenics_pymc import create_fenics_theano_op
+from fenics_pymc import to_numpy
 
-import pymc3 as pm
+import pymc as pm
 import theano.tensor as tt
 
 fenics.set_log_level(fenics.LogLevel.ERROR)

tests/firedrake/test_assemble.py

@@ -7,8 +7,8 @@
 
 import theano
 
-from fenics_pymc3 import create_fenics_theano_op
-from fenics_pymc3 import FenicsVJPOp
+from fenics_pymc import create_fenics_theano_op
+from fenics_pymc import FenicsVJPOp
 
 from fecr import evaluate_primal, evaluate_pullback
 

tests/firedrake/test_pymc3.py → tests/firedrake/test_pymc.py

@@ -6,13 +6,13 @@
 import firedrake_adjoint
 import ufl
 
-import pymc3 as pm
+import pymc as pm
 import theano.tensor as tt
 
 import fdm
 
-from fenics_pymc3 import create_fenics_theano_op
-from fenics_pymc3 import to_numpy
+from fenics_pymc import create_fenics_theano_op
+from fenics_pymc import to_numpy
 
 n = 25
 mesh = firedrake.UnitSquareMesh(n, n)