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test_core.py
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# Copyright 2024 - present The PyMC Developers
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import copy
import pickle
import threading
import traceback
import warnings
from unittest.mock import patch
import arviz as az
import cloudpickle
import numpy as np
import numpy.ma as ma
import numpy.testing as npt
import pytensor
import pytensor.sparse as sparse
import pytensor.tensor as pt
import pytest
import scipy
import scipy.sparse as sps
import scipy.stats as st
from pytensor.graph import graph_inputs
from pytensor.raise_op import Assert
from pytensor.tensor.random.op import RandomVariable
from pytensor.tensor.variable import TensorConstant
import pymc as pm
from pymc import Deterministic, Model, MvNormal, Potential
from pymc.blocking import DictToArrayBijection, RaveledVars
from pymc.distributions import Normal, transforms
from pymc.distributions.distribution import PartialObservedRV
from pymc.distributions.transforms import (
ChainedTransform,
Interval,
LogTransform,
log,
ordered,
simplex,
)
from pymc.exceptions import ImputationWarning, ShapeError, ShapeWarning
from pymc.logprob.basic import transformed_conditional_logp
from pymc.logprob.transforms import IntervalTransform
from pymc.model import Point, ValueGradFunction, modelcontext
from pymc.util import _FutureWarningValidatingScratchpad
from pymc.variational.minibatch_rv import MinibatchRandomVariable
from tests.models import simple_model
class NewModel(pm.Model):
def __init__(self, name="", model=None):
super().__init__(name, model)
assert pm.modelcontext(None) is self
# 1) init variables with Var method
self.register_rv(pm.Normal.dist(), "v1")
self.v2 = pm.Normal("v2", mu=0, sigma=1)
# 2) Potentials and Deterministic variables with method too
# be sure that names will not overlap with other same models
pm.Deterministic("d", pt.constant(1))
pm.Potential("p", pt.constant(1))
class DocstringModel(pm.Model):
def __init__(self, mean=0, sigma=1, name="", model=None):
super().__init__(name, model)
self.register_rv(Normal.dist(mu=mean, sigma=sigma), "v1")
Normal("v2", mu=mean, sigma=sigma)
Normal("v3", mu=mean, sigma=Normal("sigma", mu=10, sigma=1, initval=1.0))
Deterministic("v3_sq", self.v3**2)
Potential("p1", pt.constant(1))
class TestBaseModel:
def test_setattr_properly_works(self):
with pm.Model() as model:
pm.Normal("v1")
assert len(model.value_vars) == 1
with pm.Model("sub") as submodel:
submodel.register_rv(pm.Normal.dist(), "v1")
assert hasattr(submodel, "v1")
assert len(submodel.value_vars) == 1
assert len(model.value_vars) == 2
with submodel:
submodel.register_rv(pm.Normal.dist(), "v2")
assert hasattr(submodel, "v2")
assert len(submodel.value_vars) == 2
assert len(model.value_vars) == 3
def test_context_passes_vars_to_parent_model(self):
with pm.Model() as model:
assert pm.model.modelcontext(None) == model
assert pm.Model.get_context() == model
# a set of variables is created
nm = NewModel()
assert pm.Model.get_context() == model
# another set of variables are created but with prefix 'another'
usermodel2 = NewModel(name="another")
assert pm.Model.get_context() == model
assert usermodel2._parent == model
# you can enter in a context with submodel
with usermodel2:
usermodel2.register_rv(pm.Normal.dist(), "v3")
pm.Normal("v4")
# this variable is created in parent model too
assert "another::v2" in model.named_vars
assert "another::v3" in model.named_vars
assert "another::v3" in usermodel2.named_vars
assert "another::v4" in model.named_vars
assert "another::v4" in usermodel2.named_vars
assert hasattr(usermodel2, "v3")
assert hasattr(usermodel2, "v2")
assert hasattr(usermodel2, "v4")
# When you create a class based model you should follow some rules
with model:
m = NewModel("one_more")
assert m.d is model["one_more::d"]
assert m["d"] is model["one_more::d"]
assert m["one_more::d"] is model["one_more::d"]
def test_docstring_example(self):
with pm.Model(name="root") as root:
x = pm.Normal("x") # Variable wil be named "root::x"
with pm.Model(name="first") as first:
# Variable will belong to root and first
y = pm.Normal("y", mu=x) # Variable wil be named "root::first::y"
# Can pass parent model explicitly
with pm.Model(name="second", model=root) as second:
# Variable will belong to root and second
z = pm.Normal("z", mu=y) # Variable wil be named "root::second::z"
# Set None for standalone model
with pm.Model(name="third", model=None) as third:
# Variable will belong to third only
w = pm.Normal("w") # Variable wil be named "third::w"
assert x.name == "root::x"
assert y.name == "root::first::y"
assert z.name == "root::second::z"
assert w.name == "third::w"
assert set(root.basic_RVs) == {x, y, z}
assert set(first.basic_RVs) == {y}
assert set(second.basic_RVs) == {z}
assert set(third.basic_RVs) == {w}
class TestNested:
def test_nest_context_works(self):
with pm.Model() as m:
new = NewModel()
with new:
assert pm.modelcontext(None) is new
assert pm.modelcontext(None) is m
assert "v1" in m.named_vars
assert "v2" in m.named_vars
def test_named_context(self):
with pm.Model() as m:
NewModel(name="new")
assert "new::v1" in m.named_vars
assert "new::v2" in m.named_vars
def test_docstring_example1(self):
usage1 = DocstringModel()
assert "v1" in usage1.named_vars
assert "v2" in usage1.named_vars
assert "v3" in usage1.named_vars
assert "v3_sq" in usage1.named_vars
assert len(usage1.potentials), "1"
def test_docstring_example2(self):
with pm.Model() as model:
DocstringModel(name="prefix")
assert "prefix::v1" in model.named_vars
assert "prefix::v2" in model.named_vars
assert "prefix::v3" in model.named_vars
assert "prefix::v3_sq" in model.named_vars
assert len(model.potentials), "1"
def test_duplicates_detection(self):
with pm.Model():
DocstringModel(name="prefix")
with pytest.raises(ValueError):
DocstringModel(name="prefix")
def test_model_root(self):
with pm.Model() as model:
assert model is model.root
with pm.Model() as sub:
assert model is sub.root
def test_prefix_add_uses_separator(self):
with pm.Model("foo"):
foobar = pm.Normal("foobar")
assert foobar.name == "foo::foobar"
def test_nested_named_model_repeated(self):
with pm.Model("sub") as model:
b = pm.Normal("var")
with pm.Model("sub"):
b = pm.Normal("var")
assert {"sub::var", "sub::sub::var"} == set(model.named_vars.keys())
def test_nested_named_model(self):
with pm.Model("sub1") as model:
b = pm.Normal("var")
with pm.Model("sub2"):
b = pm.Normal("var")
assert {"sub1::var", "sub1::sub2::var"} == set(model.named_vars.keys())
def test_nested_model_to_netcdf(self, tmp_path):
with pm.Model("scope") as model:
b = pm.Normal("var")
trace = pm.sample(100, tune=0)
az.to_netcdf(trace, tmp_path / "trace.nc")
trace1 = az.from_netcdf(tmp_path / "trace.nc")
assert "scope::var" in trace1.posterior
def test_bad_name(self):
with pm.Model() as model:
with pytest.raises(KeyError):
b = pm.Normal("var::")
with pytest.raises(KeyError):
with pm.Model("scope::") as model:
b = pm.Normal("v")
class TestObserved:
def test_observed_rv_fail(self):
with pytest.raises(TypeError):
with pm.Model():
x = Normal("x")
Normal("n", observed=x)
def test_observed_type(self):
X_ = pm.floatX(np.random.randn(100, 5))
X = pm.floatX(pytensor.shared(X_))
with pm.Model():
x1 = pm.Normal("x1", observed=X_)
x2 = pm.Normal("x2", observed=X)
assert x1.type.dtype == X.type.dtype
assert x2.type.dtype == X.type.dtype
@pytensor.config.change_flags(compute_test_value="raise")
def test_observed_compute_test_value(self):
data = np.zeros(100)
with pm.Model():
obs = pm.Normal("obs", mu=pt.zeros_like(data), sigma=1, observed=data)
assert obs.tag.test_value.shape == data.shape
assert obs.tag.test_value.dtype == data.dtype
def test_duplicate_vars():
with pytest.raises(ValueError) as err:
with pm.Model():
pm.Normal("a")
pm.Normal("a")
err.match("already exists")
with pytest.raises(ValueError) as err:
with pm.Model():
pm.Normal("a")
pm.Normal("a", transform=transforms.log)
err.match("already exists")
with pytest.raises(ValueError) as err:
with pm.Model():
a = pm.Normal("a")
pm.Potential("a", a**2)
err.match("already exists")
with pytest.raises(ValueError) as err:
with pm.Model():
pm.Binomial("a", 10, 0.5)
pm.Normal("a", transform=transforms.log)
err.match("already exists")
def test_empty_observed():
pd = pytest.importorskip("pandas")
data = pd.DataFrame(np.ones((2, 3)) / 3)
data.values[:] = np.nan
with pm.Model():
a = pm.Normal("a", observed=data)
assert not hasattr(a.tag, "observations")
class TestValueGradFunction:
def test_no_extra(self):
a = pt.vector("a")
a_ = np.zeros(3, dtype=a.dtype)
f_grad = ValueGradFunction(
[a.sum()], [a], {}, ravel_inputs=True, initial_point={"a": a_}, mode="FAST_COMPILE"
)
assert f_grad._extra_vars == []
def test_invalid_type(self):
a = pt.ivector("a")
a_ = np.zeros(3, dtype=a.dtype)
a.dshape = (3,)
a.dsize = 3
with pytest.raises(TypeError, match="Invalid dtype"):
ValueGradFunction(
[a.sum()], [a], {}, ravel_inputs=True, initial_point={"a": a_}, mode="FAST_COMPILE"
)
def setup_method(self, test_method):
extra1 = pt.iscalar("extra1")
extra1_ = np.array(0, dtype=extra1.dtype)
extra1.dshape = ()
extra1.dsize = 1
val1 = pt.vector("val1")
val1_ = np.zeros(3, dtype=val1.dtype)
val1.dshape = (3,)
val1.dsize = 3
val2 = pt.matrix("val2")
val2_ = np.zeros((2, 3), dtype=val2.dtype)
val2.dshape = (2, 3)
val2.dsize = 6
self.val1, self.val1_ = val1, val1_
self.val2, self.val2_ = val2, val2_
self.extra1, self.extra1_ = extra1, extra1_
self.cost = extra1 * val1.sum() + val2.sum()
self.initial_point = {
"extra1": extra1_,
"val1": val1_,
"val2": val2_,
}
with pytest.warns(
UserWarning, match="ValueGradFunction will become a function of raveled inputs"
):
self.f_grad = ValueGradFunction(
[self.cost],
[val1, val2],
{extra1: extra1_},
mode="FAST_COMPILE",
)
self.f_grad_raveled_inputs = ValueGradFunction(
[self.cost],
[val1, val2],
{extra1: extra1_},
initial_point=self.initial_point,
mode="FAST_COMPILE",
ravel_inputs=True,
)
self.f_grad_raveled_inputs.trust_input = True
@pytest.mark.parametrize("raveled_fn", (False, True))
def test_extra_not_set(self, raveled_fn):
f_grad = self.f_grad_raveled_inputs if raveled_fn else self.f_grad
with pytest.raises(ValueError) as err:
f_grad.get_extra_values()
err.match("Extra values are not set")
with pytest.raises(ValueError) as err:
size = self.val1_.size + self.val2_.size
f_grad(np.zeros(size, dtype=self.f_grad.dtype))
err.match("Extra values are not set")
@pytest.mark.parametrize("raveled_fn", (False, True))
def test_grad(self, raveled_fn):
f_grad = self.f_grad_raveled_inputs if raveled_fn else self.f_grad
f_grad.set_extra_values({"extra1": 5})
size = self.val1_.size + self.val2_.size
array = RaveledVars(
np.ones(size, dtype=self.f_grad.dtype),
(
("val1", self.val1_.shape, self.val1_.size, self.val1_.dtype),
("val2", self.val2_.shape, self.val2_.size, self.val2_.dtype),
),
)
val, grad = f_grad(array)
assert val == 21
npt.assert_allclose(grad, [5, 5, 5, 1, 1, 1, 1, 1, 1])
def test_edge_case(self):
# Edge case discovered in #2948
ndim = 3
with pm.Model() as m:
pm.LogNormal(
"sigma", mu=np.zeros(ndim), tau=np.ones(ndim), initval=np.ones(ndim), shape=ndim
) # variance for the correlation matrix
pm.HalfCauchy("nu", beta=10)
step = pm.NUTS()
func = step._logp_dlogp_func
initial_point = m.initial_point()
func.set_extra_values(initial_point)
q = DictToArrayBijection.map(initial_point)
logp, dlogp = func(q)
assert logp.size == 1
assert dlogp.size == 4
npt.assert_allclose(dlogp, 0.0, atol=1e-5)
def test_missing_data(self):
# Originally from a case described in #3122
X = np.random.binomial(1, 0.5, 10)
X[0] = -1 # masked a single value
X = np.ma.masked_values(X, value=-1)
with pm.Model() as m:
x1 = pm.Uniform("x1", 0.0, 1.0)
with pytest.warns(ImputationWarning):
x2 = pm.Bernoulli("x2", x1, observed=X)
gf = m.logp_dlogp_function(ravel_inputs=True)
gf._extra_are_set = True
assert m["x2_unobserved"].type == gf._extra_vars_shared["x2_unobserved"].type
# The dtype of the merged observed/missing deterministic should match the RV dtype
assert m.deterministics[0].type.dtype == x2.type.dtype
point = m.initial_point(random_seed=None).copy()
del point["x2_unobserved"]
res = [gf(DictToArrayBijection.map(Point(point, model=m))) for i in range(5)]
# Assert that all the elements of res are equal
assert res[1:] == res[:-1]
def test_check_bounds_out_of_model_context(self):
with pm.Model(check_bounds=False) as m:
x = pm.Normal("x")
y = pm.Normal("y", sigma=x)
fn = m.logp_dlogp_function(ravel_inputs=True)
fn.set_extra_values({})
# When there are no bounds check logp turns into `nan`
assert np.isnan(fn(np.array([-1.0, -1.0]))[0])
class TestPytensorRelatedLogpBugs:
def test_pytensor_switch_broadcast_edge_cases_1(self):
# Tests against two subtle issues related to a previous bug in Theano
# where `tt.switch` would not always broadcast tensors with single
# values https://github.com/pymc-devs/pytensor/issues/270
# Known issue 1: https://github.com/pymc-devs/pymc/issues/4389
data = pm.floatX(np.zeros(10))
with pm.Model() as m:
p = pm.Beta("p", 1, 1)
obs = pm.Bernoulli("obs", p=p, observed=data)
npt.assert_allclose(
m.compile_logp(obs)({"p_logodds__": pm.floatX(np.array(0.0))}),
np.log(0.5) * 10,
)
def test_pytensor_switch_broadcast_edge_cases_2(self):
# Known issue 2: https://github.com/pymc-devs/pymc/issues/4417
# fmt: off
data = np.array([
1.35202174, -0.83690274, 1.11175166, 1.29000367, 0.21282749,
0.84430966, 0.24841369, 0.81803141, 0.20550244, -0.45016253,
])
# fmt: on
with pm.Model() as m:
mu = pm.Normal("mu", 0, 5)
obs = pm.TruncatedNormal("obs", mu=mu, sigma=1, lower=-1, upper=2, observed=data)
npt.assert_allclose(m.compile_dlogp(mu)({"mu": 0}), 2.499424682024436, rtol=1e-5)
def test_multiple_observed_rv():
"Test previously buggy multi-observed RV comparison code."
y1_data = np.random.randn(10)
y2_data = np.random.randn(100)
with pm.Model() as model:
mu = pm.Normal("mu")
x = pm.CustomDist(
"x", mu, logp=lambda value, mu: pm.Normal.logp(value, mu, 1.0), observed=0.1
)
assert not model["x"] == model["mu"]
assert model["x"] == model["x"]
assert model["x"] in model.observed_RVs
assert model["x"] not in model.value_vars
@pytest.mark.parametrize("ravel_inputs", (False, True))
def test_tempered_logp_dlogp(ravel_inputs):
with pm.Model() as model:
pm.Normal("x")
pm.Normal("y", observed=1)
pm.Potential("z", pt.constant(-1.0, dtype=pytensor.config.floatX))
func = model.logp_dlogp_function(ravel_inputs=ravel_inputs)
func.set_extra_values({})
func_temp = model.logp_dlogp_function(tempered=True, ravel_inputs=ravel_inputs)
func_temp.set_extra_values({})
func_nograd = model.logp_dlogp_function(compute_grads=False, ravel_inputs=ravel_inputs)
func_nograd.set_extra_values({})
func_temp_nograd = model.logp_dlogp_function(
tempered=True, compute_grads=False, ravel_inputs=ravel_inputs
)
func_temp_nograd.set_extra_values({})
x = np.ones((1,), dtype=func.dtype)
npt.assert_allclose(func(x)[0], func_temp(x)[0])
npt.assert_allclose(func(x)[1], func_temp(x)[1])
npt.assert_allclose(func_nograd(x), func(x)[0])
npt.assert_allclose(func_temp_nograd(x), func(x)[0])
func_temp.set_weights(np.array([0.0], dtype=func.dtype))
func_temp_nograd.set_weights(np.array([0.0], dtype=func.dtype))
npt.assert_allclose(func(x)[0], 2 * func_temp(x)[0] - 1)
npt.assert_allclose(func(x)[1], func_temp(x)[1])
npt.assert_allclose(func_nograd(x), func(x)[0])
npt.assert_allclose(func_temp_nograd(x), func_temp(x)[0])
func_temp.set_weights(np.array([0.5], dtype=func.dtype))
func_temp_nograd.set_weights(np.array([0.5], dtype=func.dtype))
npt.assert_allclose(func(x)[0], 4 / 3 * (func_temp(x)[0] - 1 / 4))
npt.assert_allclose(func(x)[1], func_temp(x)[1])
npt.assert_allclose(func_nograd(x), func(x)[0])
npt.assert_allclose(func_temp_nograd(x), func_temp(x)[0])
class TestPickling:
def test_model_pickle(self, tmpdir):
"""Tests that PyMC models are pickleable"""
with pm.Model() as model:
x = pm.Normal("x")
pm.Normal("y", observed=1)
cloudpickle.loads(cloudpickle.dumps(model))
def test_model_pickle_deterministic(self, tmpdir):
"""Tests that PyMC models are pickleable"""
with pm.Model() as model:
x = pm.Normal("x")
z = pm.Normal("z")
pm.Deterministic("w", x / z)
pm.Normal("y", observed=1)
cloudpickle.loads(cloudpickle.dumps(model))
def setup_method(self):
_, self.model, _ = simple_model()
def test_model_roundtrip(self):
m = self.model
for proto in range(pickle.HIGHEST_PROTOCOL + 1):
try:
s = cloudpickle.dumps(m, proto)
cloudpickle.loads(s)
except Exception:
raise AssertionError(
f"Exception while trying roundtrip with pickle protocol {proto}:\n"
+ "".join(traceback.format_exc())
)
def test_model_value_vars():
with pm.Model() as model:
a = pm.Normal("a")
pm.Normal("x", a)
value_vars = model.value_vars
assert len(value_vars) == 2
assert set(value_vars) == set(pm.inputvars(model.logp()))
def test_model_var_maps():
with pm.Model() as model:
a = pm.Uniform("a")
x = pm.Normal("x", a)
assert set(model.rvs_to_values.keys()) == {a, x}
a_value = model.rvs_to_values[a]
x_value = model.rvs_to_values[x]
assert a_value.owner is None
assert x_value.owner is None
assert model.values_to_rvs == {a_value: a, x_value: x}
assert set(model.rvs_to_transforms.keys()) == {a, x}
assert isinstance(model.rvs_to_transforms[a], IntervalTransform)
assert model.rvs_to_transforms[x] is None
class TestTransformArgs:
def test_transform_warning(self):
with pm.Model():
with pytest.warns(
UserWarning,
match="To disable default transform,"
" please use default_transform=None"
" instead of transform=None. Setting transform to"
" None will not have any effect in future.",
):
a = pm.Normal("a", transform=None)
def test_transform_order(self):
with pm.Model() as model:
x = pm.Normal("x", transform=Interval(0, 1), default_transform=log)
transform = model.rvs_to_transforms[x]
assert isinstance(transform, ChainedTransform)
assert isinstance(transform.transform_list[0], LogTransform)
assert isinstance(transform.transform_list[1], Interval)
def test_default_transform_is_applied(self):
with pm.Model() as model1:
x1 = pm.LogNormal("x1", [0, 0], [1, 1], transform=ordered, default_transform=None)
with pm.Model() as model2:
x2 = pm.LogNormal("x2", [0, 0], [1, 1], transform=ordered)
assert np.isinf(model1.compile_logp()({"x1_ordered__": (-1, -1)}))
assert np.isfinite(model2.compile_logp()({"x2_chain__": (-1, -1)}))
def test_make_obs_var():
"""
Check returned values for `data` given known inputs to `as_tensor()`.
Note that ndarrays should return a TensorConstant and sparse inputs
should return a Sparse PyTensor object.
"""
# Create the various inputs to the function
input_name = "testing_inputs"
sparse_input = sps.csr_matrix(np.eye(3))
dense_input = np.arange(9).reshape((3, 3))
masked_array_input = ma.array(dense_input, mask=(np.mod(dense_input, 2) == 0))
# Create a fake model and fake distribution to be used for the test
fake_model = pm.Model()
with fake_model:
fake_distribution = pm.Normal.dist(mu=0, sigma=1, size=(3, 3))
# Create the testval attribute simply for the sake of model testing
fake_distribution.name = input_name
# The function requires data and RV dimensionality to be compatible
with pytest.raises(ShapeError, match="Dimensionality of data and RV don't match."):
fake_model.make_obs_var(fake_distribution, np.ones((3, 3, 1)), None, None, None, None)
# Check function behavior using the various inputs
# dense, sparse: Ensure that the missing values are appropriately set to None
# masked: a deterministic variable is returned
dense_output = fake_model.make_obs_var(fake_distribution, dense_input, None, None, None, None)
assert dense_output == fake_distribution
assert isinstance(fake_model.rvs_to_values[dense_output], TensorConstant)
del fake_model.named_vars[fake_distribution.name]
sparse_output = fake_model.make_obs_var(fake_distribution, sparse_input, None, None, None, None)
assert sparse_output == fake_distribution
assert sparse.basic._is_sparse_variable(fake_model.rvs_to_values[sparse_output])
del fake_model.named_vars[fake_distribution.name]
# Here the RandomVariable is split into observed/imputed and a Deterministic is returned
with pytest.warns(ImputationWarning):
masked_output = fake_model.make_obs_var(
fake_distribution, masked_array_input, None, None, None, None
)
assert masked_output != fake_distribution
assert not isinstance(masked_output, RandomVariable)
# Ensure it has missing values
assert {"testing_inputs_unobserved"} == {v.name for v in fake_model.value_vars}
assert {"testing_inputs", "testing_inputs_observed"} == {
v.name for v in fake_model.observed_RVs
}
del fake_model.named_vars[fake_distribution.name]
# Test that setting total_size returns a MinibatchRandomVariable
scaled_outputs = fake_model.make_obs_var(
fake_distribution, dense_input, None, None, None, total_size=100
)
assert scaled_outputs != fake_distribution
assert isinstance(scaled_outputs.owner.op, MinibatchRandomVariable)
del fake_model.named_vars[fake_distribution.name]
def test_initial_point():
with pm.Model() as model:
a = pm.Uniform("a")
x = pm.Normal("x", a)
b_initval = np.array(0.3, dtype=pytensor.config.floatX)
with model:
b = pm.Uniform("b", initval=b_initval)
b_initval_trans = model.rvs_to_transforms[b].forward(b_initval, *b.owner.inputs).eval()
y_initval = np.array(-2.4, dtype=pytensor.config.floatX)
with model:
y = pm.Normal("y", initval=y_initval)
assert a in model.rvs_to_initial_values
assert x in model.rvs_to_initial_values
assert model.rvs_to_initial_values[b] == b_initval
assert model.initial_point(0)["b_interval__"] == b_initval_trans
assert model.rvs_to_initial_values[y] == y_initval
def test_point_logps():
with pm.Model() as model:
a = pm.Uniform("a")
pm.Normal("x", a)
logp_vals = model.point_logps()
assert "x" in logp_vals.keys()
assert "a" in logp_vals.keys()
def test_point_logps_potential():
with pm.Model() as model:
x = pm.Flat("x", initval=1)
y = pm.Potential("y", x * 2)
logps = model.point_logps()
assert np.isclose(logps["y"], 2)
class TestShapeEvaluation:
def test_eval_rv_shapes(self):
with pm.Model(
coords={
"city": ["Sydney", "Las Vegas", "Düsseldorf"],
}
) as pmodel:
pm.Data("budget", [1, 2, 3, 4], dims="year")
pm.Normal("untransformed", size=(1, 2))
pm.Uniform("transformed", size=(7,))
obs = pm.Uniform("observed", size=(3,), observed=[0.1, 0.2, 0.3])
pm.LogNormal("lognorm", mu=pt.log(obs))
pm.Normal("from_dims", dims=("city", "year"))
shapes = pmodel.eval_rv_shapes()
assert shapes["untransformed"] == (1, 2)
assert shapes["transformed"] == (7,)
assert shapes["transformed_interval__"] == (7,)
assert shapes["lognorm"] == (3,)
assert shapes["lognorm_log__"] == (3,)
assert shapes["from_dims"] == (3, 4)
class TestCheckStartVals:
def test_valid_start_point(self):
with pm.Model() as model:
a = pm.Uniform("a", lower=0.0, upper=1.0)
b = pm.Uniform("b", lower=2.0, upper=3.0)
start = {
"a_interval__": model.rvs_to_transforms[a].forward(0.3, *a.owner.inputs).eval(),
"b_interval__": model.rvs_to_transforms[b].forward(2.1, *b.owner.inputs).eval(),
}
model.check_start_vals(start)
def test_invalid_start_point(self):
with pm.Model() as model:
a = pm.Uniform("a", lower=0.0, upper=1.0)
b = pm.Uniform("b", lower=2.0, upper=3.0)
start = {
"a_interval__": np.nan,
"b_interval__": model.rvs_to_transforms[b].forward(2.1, *b.owner.inputs).eval(),
}
with pytest.raises(pm.exceptions.SamplingError):
model.check_start_vals(start)
def test_invalid_variable_name(self):
with pm.Model() as model:
a = pm.Uniform("a", lower=0.0, upper=1.0)
b = pm.Uniform("b", lower=2.0, upper=3.0)
start = {
"a_interval__": model.rvs_to_transforms[a].forward(0.3, *a.owner.inputs).eval(),
"b_interval__": model.rvs_to_transforms[b].forward(2.1, *b.owner.inputs).eval(),
"c": 1.0,
}
with pytest.raises(KeyError):
model.check_start_vals(start)
@pytest.mark.parametrize("mode", [None, "JAX", "NUMBA"])
def test_mode(self, mode):
with pm.Model() as model:
a = pm.Uniform("a", lower=0.0, upper=1.0)
b = pm.Uniform("b", lower=2.0, upper=3.0)
start = {
"a_interval__": model.rvs_to_transforms[a].forward(0.3, *a.owner.inputs).eval(),
"b_interval__": model.rvs_to_transforms[b].forward(2.1, *b.owner.inputs).eval(),
}
with patch("pymc.model.core.compile") as patched_compile:
model.check_start_vals(start, mode=mode)
patched_compile.assert_called_once()
assert patched_compile.call_args.kwargs["mode"] == mode
def test_set_initval():
# Make sure the dependencies between variables are maintained when
# generating initial values
rng = np.random.RandomState(392)
with pm.Model() as model:
eta = pm.Uniform("eta", 1.0, 2.0, size=(1, 1))
mu = pm.Normal("mu", sigma=eta, initval=[[100]])
alpha = pm.HalfNormal("alpha", initval=100)
value = pm.NegativeBinomial("value", mu=mu, alpha=alpha)
assert np.array_equal(model.rvs_to_initial_values[mu], np.array([[100.0]]))
np.testing.assert_array_equal(model.rvs_to_initial_values[alpha], np.array(100))
assert model.rvs_to_initial_values[value] is None
# `Flat` cannot be sampled, so let's make sure that doesn't break initial
# value computations
with pm.Model() as model:
x = pm.Flat("x")
y = pm.Normal("y", x, 1)
assert y in model.rvs_to_initial_values
def test_datalogp_multiple_shapes():
with pm.Model() as m:
x = pm.Normal("x", 0, 1)
z1 = pm.Potential("z1", x)
z2 = pm.Potential("z2", pt.full((1, 3), x))
y1 = pm.Normal("y1", x, 1, observed=np.array([1]))
y2 = pm.Normal("y2", x, 1, observed=np.array([1, 2]))
y3 = pm.Normal("y3", x, 1, observed=np.array([1, 2, 3]))
# This would raise a TypeError, see #4803 and #4804
x_val = m.rvs_to_values[x]
m.datalogp.eval({x_val: 0})
def test_nested_model_coords():
with pm.Model(name="m1", coords={"dim1": range(2)}) as m1:
a = pm.Normal("a", dims="dim1")
with pm.Model(name="m2", coords={"dim2": range(4)}) as m2:
b = pm.Normal("b", dims="dim1")
m1.add_coord("dim3", range(4))
c = pm.HalfNormal("c", dims="dim3")
d = pm.Normal("d", b, c, dims="dim2")
e = pm.Normal("e", a[None] + d[:, None], dims=("dim2", "dim1"))
assert m1.coords is m2.coords
assert m1.dim_lengths is m2.dim_lengths
assert set(m2.named_vars_to_dims) < set(m1.named_vars_to_dims)
class TestSetUpdateCoords:
def test_shapeerror_from_set_data_dimensionality(self):
with pm.Model() as pmodel:
pm.Data("m", np.ones((3,)), dims="one")
with pytest.raises(ValueError, match="must have 1 dimensions"):
pmodel.set_data("m", np.ones((3, 4)))
def test_resize_from_set_data_dim_with_coords(self):
with pm.Model(coords={"dim_with_coords": [1, 2]}) as pmodel:
pm.Data("m", [1, 2], dims=("dim_with_coords",))
# Does not resize dim
pmodel.set_data("m", [3, 4])
# Resizes, but also passes new coords
pmodel.set_data("m", [1, 2, 3], coords={"dim_with_coords": [1, 2, 3]})
# Resizes, but does not pass new coords
with pytest.raises(ValueError, match="'m' variable already had 3"):
pm.set_data({"m": [1, 2, 3, 4]})
def test_resize_from_set_data_dim_without_coords(self):
with pm.Model() as pmodel:
# TODO: Either support dims without coords everywhere or don't. Why is it okay for Data but not RVs?
pm.Data("m", [1, 2], dims=("dim_without_coords",))
pmodel.set_data("m", [3, 4])
pmodel.set_data("m", [1, 2, 3])
def test_resize_from_set_dim(self):
"""Test the conscious re-sizing of dims created through add_coord() with coord value."""
with pm.Model(coords={"mdim": ["A", "B"]}) as pmodel:
a = pm.Normal("a", dims="mdim")
assert pmodel.coords["mdim"] == ("A", "B")
with pytest.raises(ValueError, match="has coord values"):
pmodel.set_dim("mdim", new_length=3)
with pytest.raises(ShapeError, match="does not match"):
pmodel.set_dim("mdim", new_length=3, coord_values=["A", "B"])
pmodel.set_dim("mdim", 3, ["A", "B", "C"])
assert pmodel.coords["mdim"] == ("A", "B", "C")
with pytensor.config.change_flags(cxx=""):
assert a.eval().shape == (3,)
def test_resize_from_set_data_and_set_dim(self):
with pm.Model(coords={"group": ["A", "B"]}) as m:
x = pm.Data("x", [0], dims="feature")
y = pm.Normal("y", x, 1, dims=("group", "feature"))
with pytensor.config.change_flags(cxx=""):
assert x.eval().shape == (1,)
assert y.eval().shape == (2, 1)
m.set_data("x", [0, 1])
m.set_dim("group", new_length=3, coord_values=["A", "B", "C"])
with pytensor.config.change_flags(cxx=""):
assert x.eval().shape == (2,)
assert y.eval().shape == (3, 2)
def test_add_named_variable_checks_dim_name(self):
with pm.Model() as pmodel:
rv = pm.Normal.dist(mu=[1, 2])
# Checks that vars are named
with pytest.raises(ValueError, match="is unnamed"):
pmodel.add_named_variable(rv)
rv.name = "nomnom"
# Coords must be available already
with pytest.raises(ValueError, match="not specified in `coords`"):
pmodel.add_named_variable(rv, dims="nomnom")
pmodel.add_coord("nomnom", [1, 2])
# No name collisions
with pytest.raises(ValueError, match="same name as"):
pmodel.add_named_variable(rv, dims="nomnom")
# This should work (regression test against #6335)
rv2 = rv[:, None]
rv2.name = "yumyum"
pmodel.add_named_variable(rv2, dims=("nomnom", None))
def test_add_named_variable_checks_number_of_dims(self):
match = "dim labels were provided"
with pm.Model(coords={"bad": range(6)}) as m:
with pytest.raises(ValueError, match=match):
m.add_named_variable(pt.random.normal(size=(6, 6, 6), name="a"), dims=("bad",))
# "bad" is an iterable with 3 elements, but we treat strings as a single dim, so it's still invalid
with pytest.raises(ValueError, match=match):
m.add_named_variable(pt.random.normal(size=(6, 6, 6), name="b"), dims="bad")
def test_rv_dims_type_check(self):
with pm.Model(coords={"a": range(5)}) as m:
with pytest.raises(TypeError, match="Dims must be string"):
x = pm.Normal("x", shape=(10, 5), dims=(None, "a"))
def test_none_coords_autonumbering(self):
# TODO: Either allow dims without coords everywhere or nowhere
with pm.Model() as m:
m.add_coord(name="a", values=None, length=3)
m.add_coord(name="b", values=range(-5, 0))
m.add_coord(name="c", values=None, length=7)
x = pm.Normal("x", dims=("a", "b", "c"))
prior = pm.sample_prior_predictive(draws=2).prior
assert prior["x"].shape == (1, 2, 3, 5, 7)
assert list(prior.coords["a"].values) == list(range(3))
assert list(prior.coords["b"].values) == list(range(-5, 0))
assert list(prior.coords["c"].values) == list(range(7))
def test_set_data_indirect_resize_without_coords(self):
with pm.Model() as pmodel:
pmodel.add_coord("mdim", length=2)
pm.Data("mdata", [1, 2], dims="mdim")
assert pmodel.dim_lengths["mdim"].get_value() == 2
assert pmodel.coords["mdim"] is None
# First resize the dimension.
pmodel.dim_lengths["mdim"].set_value(3)
# Then change the data.
with warnings.catch_warnings():
warnings.simplefilter("error")
pmodel.set_data("mdata", [1, 2, 3])
# Now the other way around.
with warnings.catch_warnings():
warnings.simplefilter("error")
pmodel.set_data("mdata", [1, 2, 3, 4])
def test_set_data_indirect_resize_with_coords(self):
with pm.Model() as pmodel: