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Fix pm.DensityDist bug and incorporate latest upstream changes #42

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merged 23 commits into from
Jul 22, 2020

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@gmingas gmingas commented Jul 22, 2020

  • Switches from pm.DensityDist to pm.Potential to describe the likelihood in MLDA notebooks and script examples. This is done because of the bug described here.
  • Changes a few parameters in the MLDA .py example to match the ones in the equivalent notebook.
  • Merges latest upstream master changes.

Closes #40

bwengals and others added 23 commits June 26, 2020 11:02
* update gp-latent nb to use arviz

* rerun, run black

* rerun after fixes from comments

* rerun black
* rewrite radon notebook using ArviZ and xarray

Roughly half notebook has been updated

* add comments on xarray usage

* rewrite 2n half of notebook

* minor fix

* rerun notebook and minor changes

* rerun notebook on pymc3.9.2 and ArviZ 0.9.0

* remove unused import

* add change to release notes
…ostics (pymc-devs#3981)

* first attempt to vectorize smc kernel

* add ess, remove multiprocessing

* run multiple chains

* remove unused imports

* add more info to report

* minor fix

* test log

* fix type_num error

* remove unused imports update BF notebook

* update notebook with diagnostics

* update notebooks

* update notebook

* update notebook
* Honor discard_tuned_samples during KeyboardInterrupt

* Do not compute convergence checks without samples
* Add time values as sampler stats for NUTS

* Use float time counters for nuts stats

* Add timing sampler stats to release notes

* Improve doc of time related sampler stats

Co-authored-by: Alexandre ANDORRA <andorra.alexandre@gmail.com>

Co-authored-by: Alexandre ANDORRA <andorra.alexandre@gmail.com>
* Drop support for py3.6

* Update RELEASE-NOTES.md

Co-authored-by: Colin <ColCarroll@users.noreply.github.com>

Co-authored-by: Colin <ColCarroll@users.noreply.github.com>
* Add more info to divergence warnings

* Add dataclasses as requirement for py3.6

* Fix tests for extra divergence info

* Remove py3.6 requirements
Co-authored-by: Adrian Seyboldt <aseyboldt@users.noreply.github.com>
* Merge close remote connection

* Manually pickle step method in multiprocess sampling

* Fix tests for extra divergence info

* Add test for remote process crash

* Better formatting in test_parallel_sampling

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>

* Use mp_ctx forkserver on MacOS

* Add test for pickle with dill

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
* Fix posterior pred. sampling keep_size w/ arviz input.

Previously posterior predictive sampling functions did not properly
handle the `keep_size` keyword argument when getting an xarray Dataset
as parameter.

Also extended these functions to accept InferenceData object as input.

* Reformatting.

* Check type errors.

Make errors consistent across sample_posterior_predictive and fast_sample_posterior_predictive, and add 2 tests.

* Add changelog entry.

Co-authored-by: Robert P. Goldman <rpgoldman@sift.net>
* update notebook

* move dist functions out of simulator class

* fix docstring

* add warning and test for automatic selection of sort sum_stat when using wassertein and energy distances

* update release notes

* fix typo

* add sim_data test

* update and add tests

* update and add tests
…-devs#3989)

* fix the expression of periodic kernel

* revert change and add doc

* FIXUP: add suggested doc string

* FIXUP: revertchanges in .gitignore
* Fix for issue 4022.

Check for support for `warn` argument in `matplotlib.use()` call. Drop it if it causes an error.

* Alternative fix.
… in MLDA notebooks and script examples. This is done because of the bug described in arviz-devs/arviz#1279. The commit also changes a few parameters in the MLDA .py example to match the ones in the equivalent notebook.
* Remove Dirichlet distribution type restrictions

Closes pymc-devs#3999.

* Add missing Dirichlet shape parameters to tests

* Remove Dirichlet positive concentration parameter constructor tests

This test can't be performed in the constructor if we're allowing Theano-type
distribution parameters.

* Add a hack to statically infer Dirichlet argument shapes

Co-authored-by: Brandon T. Willard <brandonwillard@users.noreply.github.com>
to keep mlda_develop updated with recent changes.
@gmingas gmingas merged commit 798b89f into mlda Jul 22, 2020
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Fix broken arviz step after sampling finishes
9 participants