Bring back stats and plotting aliases #4536

michaelosthege · 2021-03-13T23:03:04Z

As discussed in #4528 this PR brings back the old pm.plotting and pm.stats submodules.

However they now have deprecation warnings that instruct users to switch to the original function names, either via pm.* or arviz directly.

Depending on what your PR does, here are a few things you might want to address in the description:

~~what are the (breaking) changes that this PR makes?~~ It un-breaks!
~~important background, or details about the implementation~~ All objects except __* ones are stolen from the arviz.stats or arviz.plots submodules. This is to make pm.plots and pm.stats as identical as possible, so users can seamlessly switch to the original ArviZ submodules.
~~are the changes—especially new features—covered by tests and docstrings?~~ They are covered in ArviZ.
linting/style checks have been run
~~consider adding/updating relevant example notebooks~~ No.
right before it's ready to merge, mention the PR in the RELEASE-NOTES.md

See pymc-devs#4528

michaelosthege · 2021-03-13T23:04:54Z

pymc3/plots/__init__.py

+densityplot = map_args(az.plot_density)
+pairplot = map_args(az.plot_pair)
+
+# Use compact traceplot by default


ArviZ switched their default in v0.11.0 and pinned that as a minimum.

michaelosthege · 2021-03-13T23:05:40Z

pymc3/plots/__init__.py

 """
 import functools
 import sys
 import warnings

 import arviz as az

+
+def map_args(func):
+    swaps = [("varnames", "var_names")]


These should have been around for long enough - I replaced the soft with a hard warning.

michaelosthege · 2021-03-13T23:06:30Z

pymc3/stats/__init__.py

+r2_score = map_args(az.r2_score)
+rhat = map_args(az.rhat)
+summary = map_args(az.summary)
+waic = map_args(az.waic)


All the names are identical - therefore they can be imported without wrapping.

michaelosthege · 2021-03-13T23:07:56Z

As you can see there are two commits. The first is the revert of the one that removed the wrappers a while back.

In the second commit I straightened and simplified the API and implementation.

(We'll probably want to squash-merge.)

…pers

pymc3/stats/__init__.py

OriolAbril · 2021-03-14T00:15:32Z

docs/source/api/stats.rst

+- :func:`pymc3.bfmi <arviz:arviz.bfmi>`
+- :func:`pymc3.compare <arviz:arviz.compare>`
+- :func:`pymc3.ess <arviz:arviz.ess>`
+- :data:`pymc3.geweke <arviz:arviz.geweke>`


we deleted geweke in ArviZ, it had basically been broken for a while (worked only on 1d arrays) and nobody had complained. This is why there are questions on discourse about it being missing, but so far nobody has complained about it being missing, only about the import error it causes with old pymc3 versions.

OriolAbril · 2021-03-14T00:17:00Z

docs/source/api/stats.rst

+- :func:`pymc3.compare <arviz:arviz.compare>`
+- :func:`pymc3.ess <arviz:arviz.ess>`
+- :data:`pymc3.geweke <arviz:arviz.geweke>`
+- :func:`pymc3.hpd <arviz:arviz.hpd>`


I understand wanting to keep the original pm.hpd name, but az.hpd no longer exists either, it is now az.hdi. This one is used and had a deprecation warning for several arviz releases indicating users to switch from hpd to hdi.

Note that currently the code does not do any hpd-hdi aliasing on pymc3 side though.

twiecki · 2021-03-14T11:14:32Z

I like it, but I'm not a fan of the deprecation warning. For me the ideal path forward is:

v3 will keep these wrappers indefinitely.
v4 will also have wrappers but even more light-weight as they are just forwards to the arviz functions.

If we agree on this, we don't need deprecation warnings here, except for maybe that the names will change from traceplot to plot_trace.

michaelosthege · 2021-03-14T11:30:02Z

Terminology:

wrapper: something that is wrapped with map_args; where the name of the ArviZ function is written in the PyMC3 codebase
forwards: the stuff that was imported via for example for attr in dir(az.stats):

v3 will keep these wrappers indefinitely.
We can do that - the DeprecationWarning does not say when they will go away. In reality they go away with v4.

If we agree on this, we don't need deprecation warnings here, except for maybe that the names will change from traceplot to plot_trace.

As soon as the original ArviZ function name is used, there is no DeprecationWarning.
All the warnings are just about the name changes!

twiecki · 2021-03-14T11:33:25Z

Ah, perfect! So calling pm.traceplot says to call pm.plot_trace, and when I call pm.plot_trace() there's no warning?

michaelosthege · 2021-03-14T11:35:09Z

Ah, perfect! So calling pm.traceplot says to call pm.plot_trace, and when I call pm.plot_trace() there's no warning?

Exactly:
https://github.com/pymc-devs/pymc3/pull/4536/files#diff-7551c50e746859405a4695f62a2732aa5b98cbdf10a23439c57d1f5ff6c2a935R40-R44

twiecki · 2021-03-14T11:54:11Z

Awesome, same page.

RELEASE-NOTES.md

pymc3/stats/__init__.py

docs/source/api/plots.rst

docs/source/api/stats.rst

Co-authored-by: Oriol Abril-Pla <oriol.abril.pla@gmail.com>

michaelosthege · 2021-03-14T14:55:24Z

For some reason I couldn't use "Add suggestion to batch".
If y'all are fine with it let's just sqash-merge.

Also see pymc-devs#4536 where the wrappers were brought back for v3. Closes pymc-devs#4528

Also see #4536 where the wrappers were brought back for v3. Closes #4528

Restore plots and stats wrappers

04f2612

See pymc-devs#4528

michaelosthege added enhancements v3 labels Mar 13, 2021

michaelosthege added this to the vNext (3.11.2) milestone Mar 13, 2021

michaelosthege requested a review from twiecki March 13, 2021 23:03

michaelosthege self-assigned this Mar 13, 2021

michaelosthege requested review from AlexAndorra and rpgoldman March 13, 2021 23:03

michaelosthege commented Mar 13, 2021

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michaelosthege mentioned this pull request Mar 13, 2021

Change all xfail decorated tests currently xpassing so that they all fail #4516

Closed

Alias stats/plots from ArviZ and add deprecation warnings in old wrap…

b98a895

…pers

michaelosthege force-pushed the fix-v3-4528 branch from f25affb to b98a895 Compare March 13, 2021 23:30

michaelosthege commented Mar 13, 2021

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Link to ArviZ docs, improve warnings UX

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michaelosthege and others added 2 commits March 14, 2021 15:53

Use intersphinx for docs linking

2abb029

Co-authored-by: Oriol Abril-Pla <oriol.abril.pla@gmail.com>

Use intersphinx for docs linking

83e4a2c

Co-authored-by: Oriol Abril-Pla <oriol.abril.pla@gmail.com>

twiecki approved these changes Mar 14, 2021

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michaelosthege merged commit 3079983 into pymc-devs:v3 Mar 14, 2021

michaelosthege deleted the fix-v3-4528 branch March 14, 2021 16:24

michaelosthege mentioned this pull request Mar 14, 2021

Bring back ArviZ wrappers with DeprecationWarnings #4528

Closed

michaelosthege added a commit to michaelosthege/pymc that referenced this pull request Mar 16, 2021

Revive ArviZ aliases, but raise DeprecationWarning on old wrappers

5b34301

Also see pymc-devs#4536 where the wrappers were brought back for v3. Closes pymc-devs#4528

michaelosthege mentioned this pull request Mar 16, 2021

Revive ArviZ aliases, but raise DeprecationWarning on old wrappers #4549

Merged

michaelosthege added a commit to michaelosthege/pymc that referenced this pull request Mar 16, 2021

Revive ArviZ aliases, but raise DeprecationWarning on old wrappers

5eac3d2

Also see pymc-devs#4536 where the wrappers were brought back for v3. Closes pymc-devs#4528

michaelosthege added a commit to michaelosthege/pymc that referenced this pull request Mar 16, 2021

Revive ArviZ aliases, but raise DeprecationWarning on old wrappers

bff15eb

Also see pymc-devs#4536 where the wrappers were brought back for v3. Closes pymc-devs#4528

michaelosthege added a commit that referenced this pull request Mar 17, 2021

Revive ArviZ aliases, but raise DeprecationWarning on old wrappers

70e2527

Also see #4536 where the wrappers were brought back for v3. Closes #4528

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Bring back stats and plotting aliases #4536

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Bring back stats and plotting aliases #4536

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