Use dill to serialize logp functions in DensityDist #4053
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Codecov Report
@@ Coverage Diff @@
## master #4053 +/- ##
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+ Coverage 86.82% 86.83% +0.01%
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Files 88 88
Lines 14154 14165 +11
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+ Hits 12289 12300 +11
Misses 1865 1865
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twiecki
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Aug 16, 2020
RELEASE-NOTES.md
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| @@ -5,6 +5,7 @@ | |||
| ### Maintenance | |||
| - Mentioned the way to do any random walk with `theano.tensor.cumsum()` in `GaussianRandomWalk` docstrings (see [#4048](https://github.com/pymc-devs/pymc3/pull/4048)). | |||
| - Fixed numerical instability in ExGaussian's logp by preventing `logpow` from returning `-inf` (see [#4050](https://github.com/pymc-devs/pymc3/pull/4050)). | |||
| - Use dill to serialize user defined logp functions in `DensityDist`. `dill` is now a required dependency. (see [#3844](https://github.com/pymc-devs/pymc3/issues/3844)). | |||
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Suggested change
| - Use dill to serialize user defined logp functions in `DensityDist`. `dill` is now a required dependency. (see [#3844](https://github.com/pymc-devs/pymc3/issues/3844)). | |
| - Use dill to serialize user-defined logp functions in `DensityDist`. `dill` is now a required dependency. (see [#3844](https://github.com/pymc-devs/pymc3/issues/3844)). |
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I would add what this allows what wasn't possible before. did pickling just throw an error?
twiecki
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Aug 16, 2020
scripts/create_testenv.sh
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| @@ -24,13 +24,15 @@ ENVNAME="${ENVNAME:-testenv}" # if no ENVNAME is specified, use testenv | |||
| if [ -z ${GLOBAL} ]; then | |||
| if conda env list | grep -q ${ENVNAME}; then | |||
| echo "Environment ${ENVNAME} already exists, keeping up to date" | |||
| source activate ${ENVNAME} | |||
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I think new style is conda activate (or mamba).
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If it's brittle probably best to keep it the way you had then.
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Well, it is now the way the conda docs specify it...
But I can of course change it back.
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Fix #3844
When users pass functions to
pm.DensityDist, then in most cases pickle will not be able to deal with those functions. The code will still work on Linux, because the default multiprocessing context isfork, and we don't even have to pickle the logp function. On Windows and Mac the default isspawnorforkserverhowever, and code usingpm.DensityDistwith a logp function that is not accessible in a module or protected byif __name__ == '__main__will fail. This includes all functions defined in a notebook as far as I understand.We can work around this issue by manually serializing the logp function with dill.
This PR introduces dill as a new required dependency to PyMC3, before it was optional.
Edit: I had some trouble with the cache of miniconda, so I also included a fix so that the cached environment is updated.