v5.1.1

While this release carries a minor-version number increase, it is actually a major release (5.1). 5.1.0 was skipped due to a packaging issue.

What's Changed

Major Changes 🛠

• Access to external NUTS samplers (nutpie, blackjax, numpyro) with new sample() kwarg called nuts_sampler which often provide huge speed-ups and improved convergence by @twiecki and @ricardoV94 in #6422
• Enforce dims elements to be strings by @ricardoV94 in #6470
• Align DEMetropolis defaults with literature recommendations by @gbrunkhorst in #6488
• Tests are no longer part of the package by @Armavica in #6540
• Replace rvs_to_total_sizes mapping by MinibatchRandomVariables by @ricardoV94 in #6523

New Features 🎉

• Use separate argument in CustomDist for functions that return symbolic representations by @ricardoV94 in #6462
• Add nu parametrization to beta distribution by @alekracicot in #6344
• Preregister shapes of sampler stats by @michaelosthege in #6517
• Optional McBackend support by @michaelosthege in #6510
• Make VI (posterior) mean and std accessible as a structured xarray by @fonnesbeck in #6387
• Add mutable coords to Model by @Dhruvanshu-Joshi in #6515
• Allow Scan logprob inference of non-pure RandomVariable outputs by @ricardoV94 in #6578
• Public test utilities can now be found in testing module by @ricardoV94 in #6571

Bugfixes 🪲

• Fix bug in transformed scan variables by @ricardoV94 in #6573

Maintenance 🔧

• Fix some UserWarnings by @ricardoV94 in #6407
• Decouple convergence checking from SamplerReport by @michaelosthege in #6453
• Updated LICENSE to include AePPL license info by @fonnesbeck in #6474
• Fix typo in model comparison notebook by @Mikhail-Naumov in #6480
• Add devcontainer Docker image by @maresb in #6482
• Update GitPod base image to use pymc-built image by @maresb in #6483
• Register Op as subclass of Distributions with rv_type defined by @ricardoV94 in #6493
• Refactoring towards IBaseTrace interfaces by @michaelosthege in #6475
• Fix some type issues related to retrieving stats from traces by @michaelosthege in #6504
• Move pymc/distributions/logprob.py to pymc/logprob/ by @Armavica in #6441
• Update GLM_linear.ipynb by @bsenst in #6519
• Fix plot in HyperGeometric docstring by @aleicazatti in #6513
• Build docs in simplified environment by @michaelosthege in #6537
• BetaBinomial variance is not correctly described by @soma2000-lang in #6516
• Rename zerosum_axes to n_zerosum_axes by @michaelraczycki in #6522
• issue #5791, dims & cords inference from xarray by @michaelraczycki in #6514
• Fix some code lints found with ruff by @Armavica in #6545
• Add check for variables in step samplers by @michaelraczycki in #6524
• Fix two typos in documentation by @JoKeyser in #6547
• Bump PyTensor dependency by @ricardoV94 in #6531
• Updated docstring for Potential function by @Dhruvanshu-Joshi in #6559
• TruncatedNormal only accepts mu and sigma as non keyword arguments by @michaelraczycki in #6568
• Exclude tests from package discovery by @Armavica in #6552

New Contributors

• @Mikhail-Naumov made their first contribution in #6480
• @gbrunkhorst made their first contribution in #6488
• @dependabot made their first contribution in #6490
• @bsenst made their first contribution in #6519
• @Dhruvanshu-Joshi made their first contribution in #6515
• @aleicazatti made their first contribution in #6513
• @michaelraczycki made their first contribution in #6522
• @JoKeyser made their first contribution in #6547

Full Changelog: v5.0.2...v5.1.1

v5.1.0

This release was skipped due to a packaging problem.

v5.0.2

What's Changed

Major Changes 🛠

• Bump PyTensor to 2.9.1 by @michaelosthege in #6431
• Remove add_values/remove_values to fix backend type issues by @michaelosthege in #6451

New Features 🎉

• Infer logprob of absolute operations and fix logprob of powers with negative values by @LukeLB in #6414

Bugfixes 🪲

• Revert "Add informative error if user tries to use Aesara function with PyTensor variables by @ricardoV94 in #6440
• Fix bug that does not correctly set the dtype of determinsitic variab… by @jessegrabowski in #6425

Maintenance 🔧

• Inconsistent kwarg progressbar or progress_bar by @Gimmesoup in #6389
• Default VonMises kappa to 1.0 and fix math notation in doc by @wd60622 in #6419
• ModelGraph only stops ancestry check at model defined named_vars by @lucianopaz in #6426
• Add Matern12 covariance function to docs by @fonnesbeck in #6429
• Reference template notebook in Jupyter style guide by @reshamas in #6433
• Refactor internal sampling functions by @michaelosthege in #6444
• Refactoring and addition of helpers to handle flat stats by @michaelosthege in #6443
• Add seealso note to install docs by @OriolAbril in #6448

New Contributors

• @Gimmesoup made their first contribution in #6389
• @jessegrabowski made their first contribution in #6425

Full Changelog: v5.0.1...v5.0.2

v5.0.1

What's Changed

New Features 🎉

• Implement logp derivation for division, subtraction and negation by @ricardoV94 in #6371
• Extend logprob inference to power transforms by @ricardoV94 in #6400

Bugfixes 🐛

• Update PyTensor dependency and fix bugs in inferred mixture logprob by @ricardoV94 in #6397

Maintenance 🔧

• Update Release Notes template by @ricardoV94 in #6392
• Remove global RandomStream by @ricardoV94 in #6396
• Fix error in docstring of Truncated by @ricardoV94 in #6395
• added postprocessing_chunks option to sample_blackjax_nuts and sample… by @wnorcbrown in #6388
• replaces numpy sqrt method with pytensor equivalent by @morganstrom in #6405

New Contributors

• @wnorcbrown made their first contribution in #6388

Full Changelog: v5.0.0...v5.0.1

v5.0.0

What's Changed

In this major release we are switching our graph computation backend from Aesara to PyTensor, which is a fork of Aesara under PyMC governance.
Read the full announcement here: PyMC is Forking Aesara to PyTensor.

The switch itself should be rather seamless and you can probably just update your imports:

import aesara.tensor as at       # old (pymc >=4,< 5)
import pytensor.tensor as pt     # new (pymc >=5)

If you encounter problems updating please check the latest Discussions and don't hesitate to get in touch.

Major Changes 🛠

• ⚠ Switched the graph backend from Aesara to PyTensor
• Merged AePPL into a new logprob submodule. Dispatch methods can be found in logprob.abstract
• ⚠ The log_likelihood, needed for arviz.compare is no longer computed by default. It can be added with idata = pm.compute_log_likelihood(idata) or using pm.sample(idata_kwargs=dict(log_likelihood=True)) by @ricardoV94 in #6374
• Changed Minibatch API by @ferrine in #6304
• Fix ordering transformation for batched dimensions, and deprecate in favor of univariate_ordered and multivariate_ordered by @TimOliverMaier in #6255 and @ricardoV94 in #6375

New Features & Bugfixes 🎉

• Support logp derivation in DensityDist when random function returns a PyTensor variable by @ricardoV94 in #6361
• Added alternative parametrization for AsymmetricLaplace by @aloctavodia in #6337

Docs & Maintenance 🔧

• Bugfixes to increase robustness against unnamed dims by @michaelosthege in #6339
• Updated GOVERNANCE.md by @canyon289 in #6358
• Fixed overriding user provided mp_ctx strings to pm.sample() on M1 MacOS by @digicosmos86 in #6363
• Simplify measurable transform rewrites by @ricardoV94 in #6370
• Fix measurable stack and join with interdependent inputs by @ricardoV94 in #6342
• Allow transforms to work with multiple-valued nodes by @ricardoV94 in #6341
• Fix transformed Scan values by @ricardoV94 in #6343
• Add issue templates by @ferrine in #6327
• Fail docs build on errors in core notebooks by @michaelosthege in #6324
• Curated ecosystem references by @michaelosthege in #6383
• Switched run_mypy.py from pass-listing to fail-listing by @michaelosthege in #6381
• Runing pydocstyle in pre-commit by @michaelosthege in #6382
• Removed NoDistribution from docs by @stestoll in #6316
• Fix transforms example by @ricardoV94 in #6333

New Contributors

• @digicosmos86 made their first contribution in #6363

Full Changelog: v4.4.0...v5.0.0

v4.4.0

What's Changed

Major Changes 🛠

• Removed support for selectively tracking variables via pm.sample(trace=[...]). by @michaelosthege in #6269
• Do not rely on tag information for rv and logp conversions by @ricardoV94 in #6281. This includes:
  • Deprecated accessing any of [value_variable|observations|transform|total_size] via var.tag in favor of model.rvs_to_[values|transforms|total_sizes]
  • Deprecated joint_logp in favor of model.logp
  • Deprecated aesaraf.rvs_to_value_vars in favor of model.replace_rvs_by_values
• Using keyword seed for initial point no longer supported by @wd60622 in #6291
• Sampling of transformed variables from prior_predictive is no longer allowed by @ricardoV94 in #6309
• Require all step methods to return stats by @michaelosthege in #6313. This includes
  • Require all step methods to return stats from their step/astep method.
  • The BlockedStep.generates_stats attribute was removed.

New Features & Bugfixes 🎉

• Fix shared variable latex by @ricardoV94 in #6260
• Fix bug when replacing random variables with nested value transforms by @ricardoV94 in #6281
• Do not infer graph_model node types based on variable Op class by @ricardoV94 in #6259
• Do not propagate dims to observed component of imputed variable by @ricardoV94 in #6263
• Fix Categorical and Multinomial bugs by @ricardoV94 in #6265
• Sample stats for blackjax nuts by @TimOliverMaier in #6264
• Add warning if observed in DensityDist is dict by @symeneses in #6292
• Fix versioneer config to match version tags by @michaelosthege in #6314

Docs & Maintenance 🔧

• Split sampling.py into sampling.py and sampling_forward.py by @michaelosthege in #6257
• Improve join_nonshared_inputs documentation by @wd60622 in #6216
• Move sampling code to a submodule by @michaelosthege in #6268
• Fixed a typo in the overview notebook by @grtyvr in #6274
• Check that sampler vars correspond to value variables in the model by @ricardoV94 in #6235
• Updated pymc.DiscreteWeibull docstring by @hyosubkim in #6283
• Improve random seed processing for SMC sampling by @juanitorduz in #6298
• Remove wrong type-hints and stale docstrings from distributions by @ricardoV94 in #6280
• update theme by @OriolAbril in #6296
• Fix some typos and lints by @Armavica in #6300
• Update docstrings for sample_smc and smc.py by @rowangayleschaefer in #6114
• Fix Flaky Euler-Maruyama Tests by @wd60622 in #6287

New Contributors

• @grtyvr made their first contribution in #6274
• @hyosubkim made their first contribution in #6283

Full Changelog: v4.3.0...v4.4.0

v4.3.0

What's Changed

Major Changes 🛠

• Remove samples and keep_size from sample_posterior_predictive by @pibieta in #6029
• Deprecate old or unused Model methods by @ricardoV94 in #6237
• Rename SMC files by @IMvision12 in #6174
• Require backends to record sample stats by @wd60622 in #6205
• Collect sampler warnings only through stats by @michaelosthege in #6192

New Features & Bugfixes 🎉

• Refactor EulerMaruyama to work in v4 by @junpenglao in #6227
• Fix bug in get_vars_in_point_list when model does not have variables that exist in the trace by @lucianopaz in #6203

Docs & Maintenance 🔧

• Speed up posterior predictive sampling by @OriolAbril in #6208
• Add option to include transformed variables in InferenceData by @dfm in #6232
• Set start method to "fork" for MacOs ARM devices by @bchen93 in #6218
• Deprecate sample_posterior_predictive_w by @zaxtax in #6254
• Fix latex repr of symbolic distributions by @mattiadg in #6231
• Some doc fixes by @OriolAbril in #6200
• Modify logo_link to work with new sphinx schema by @hdnl in #6209
• Fix docstring of the ZeroInflatedPoisson distribution by @cscheffler in #6213
• Fix debug_print of wrong variable in notebook by @ricardoV94 in #6225
• Fix flaky TestMixture.test_component_choice_random by @bherwerth in #6222
• Seed flaky test TestSamplePPC.test_normal_scalar by @mattiadg in #6220
• Fix flaky TestTruncation.truncation_discrete_random by @mattiadg in #6229
• Seed pm.sample in BaseSampler(SeededTest) to make deriving test classes deterministic by @mattiadg in #6251

New Contributors

• @hdnl made their first contribution in #6209
• @mattiadg made their first contribution in #6220
• @bchen93 made their first contribution in #6218
• @IMvision12 made their first contribution in #6174

Full Changelog: v4.2.2...v4.3.0

v4.2.2

What's Changed

New Features & Bugfixes 🎉

• Add ZeroSumNormal distribution by @AlexAndorra in #6121
• Refactor Multivariate RandomWalk distributions by @ricardoV94 in #6131

Docs & Maintenance 🔧

• Finish restructuring the tests to follow the structure of the code by @Armavica in #6125
• Small typo corrections in Markdown for overview notebook by @willettk in #6183
• Run mypy outside of pre-commit in its own job by @michaelosthege in #6186
• Update docstrings of set_data and Data by @bwengals in #6087
• Remove unused trace features by @michaelosthege in #6188

New Contributors

• @willettk made their first contribution in #6183

Full Changelog: v4.2.1...v4.2.2

v4.2.1

What's Changed

New Features & Bugfixes 🎉

• Check shared variable values to determine volatility in posterior predictive sampling by @lucianopaz in #6147
• Log name of variables that are sampled in predictive sampling functions by @ricardoV94 in #6142
• Fix DiscreteUniformRV dropping degenerate dimension by @ricardoV94 in #6151
• Fix shape bug when creating a truncated normal via Truncated by @ricardoV94 in #6165

Docs & Maintenance 🔧

• Repair the plot of Interpolated and add an example for Deterministic by @Armavica in #6126
• Add constant_fold helper by @ricardoV94 in #6160
• Use sigma instead of noise in GP functions 6094 by @wd60622 in #6145
• Replace multinomial sampling with systematic sampling in sample_smc by @aloctavodia in #6162
• Assume default_output is the only measurable output in SymbolicRandomVariables by @ricardoV94 in #6161

New Contributors

• @wd60622 made their first contribution in #6145

Full Changelog: v4.2.0...v4.2.1

v4.2.0

What's Changed

Major Changes 🛠

• Allow broadcasting via observed and dims by @ricardoV94 in #6063
• Remove support for specifying "dims on the fly" from the shapes of variables by @ricardoV94 in #6112
• Automatic versioning with versioneer by @cfonnesbeck in #6078

New Features & Bugfixes 🎉

• Implement Truncated distributions by @ricardoV94 in #6113
• Port GARCH11 to v4 by @junpenglao in #6119
• Implement Symbolic RVs and enable nested distribution factories (such as Mixtures of Mixtures) by @ricardoV94 in #6072
• Allow for batched alpha in StickBreakingWeights by @purna135 in #6042
• Remove NoDistribution and enable .dist API for Simulator and DensityDist by @ricardoV94 in #6110
• Add start_sigma to ADVI 2 by @markusschmaus in #6132
• Create .gitpod.yml by @ferrine in #6070 and #6109

Docs & Maintenance 🔧

• Make rvs_to_values work with non-RandomVariables by @ricardoV94 in #6101
• Fix bug in Marginalapprox by @bwengals in #6076
• Fix bug in which TruncatedNormal returns -inf for all values if any value is out of bounds by @adrn in #6128
• Rename cov_func/cov to scale_func/scale for TP/MvStudentT by @fonnesbeck in #6068
• Ignore SpecifyShape when converting to JAX by @martiningram in #6062
• Remove reshape_t by @tjburch in #6118
• Fix Model docstring by @alekracicot in #6048
• Update opvi docs by @ferrine in #6093
• Fix formatting in documentation of AR distribution parameters by @daniel-saunders-phil in #6080
• Fix incorrect formula in NormalMixture docstring by @MatthewQuenneville in #6073
• Fix last remaining PyMC3 occurrences & broken link by @Armavica in #6133
• Update GOVERNANCE.md for PyMCon_2022 planning repo by @canyon289 in #6088
• Add new core contributors by @OriolAbril in #6117
• Pin pydata-sphinx-theme by @ricardoV94 in #6120
• Mirror codebase structure in tests by @Armavica in #6084
• Clean up some warnings from the test suite by @Armavica in #6067 and #6074
• Restructure the test suite to follow the code by @Armavica in #6111

New Contributors

• @alekracicot made their first contribution in #6048
• @MatthewQuenneville made their first contribution in #6073
• @tjburch made their first contribution in #6118
• @markusschmaus made their first contribution in #6096
• @cfonnesbeck made their first contribution in #6078
• @adrn made their first contribution in #6128

Full Changelog: v4.1.7...v4.2.0