Shift to the pymc current version #548

miemiekurisu · 2022-08-13T14:22:24Z

Update to pymc current version and add some Arviz content

miemiekurisu · 2022-08-13T14:27:15Z

I'm reading this book again these days and find some of the contents a bit outdated even in pymc3 version.
So I plan to update it to pymc current version.
I believe that I've tested these new codes in the file well, and it works well under the pymc current version.

…于分支 master # 您的分支与上游分支 'origin/master' 一致。 # # 要提交的变更： # 修改： Chapter2_MorePyMC/Ch2_MorePyMC_PyMC_current.ipynb # # 尚未暂存以备提交的变更： # 修改： Chapter1_Introduction/Ch1_Introduction_PyMC3.ipynb # # 未跟踪的文件: # Chapter3_MCMC/Ch3_IntroMCMC_PyMC3_current.ipynb #

CamDavidsonPilon · 2022-08-18T16:17:57Z

Great, thanks @miemiekurisu. This is pymc4, correct?

miemiekurisu · 2022-08-22T06:52:30Z

Great, thanks @miemiekurisu. This is pymc4, correct?

Definitely, based on the pymc4. And I found some gaps between pymc4 and 3, different APIs, different usages, etc.
But I'll try my best ヾ(≧▽≦*)o

twiecki · 2022-08-26T06:54:57Z

Thanks for taking this on @miemiekurisu!

…ke it work, and other small updates

…iew about advi code here. The result looks just OK.

miemiekurisu · 2022-09-04T07:55:58Z

Update Chapter 5, some codes work, but I'm afraid it needs some review or check =￣ω￣=

twiecki · 2022-09-04T13:51:57Z

@CamDavidsonPilon Can you enable reviewnb for this repo?

…ated (return 404), and modified some related code

miemiekurisu · 2022-09-07T07:24:46Z

♪(´▽｀) Finished Ch1-6 and plan to check codes again.
And add some Arviz content to make it look more "pymc4". ★,°:.☆(￣▽￣)/$:.°★ 。

twiecki · 2022-09-07T09:12:59Z

Once we have reviewnb added looking forward to reviewing!

CamDavidsonPilon · 2022-09-07T12:33:19Z

I've added reviewnb to the repo. It's my first time using it, so I'm not 100% where it's accessed by others. Can ya'll access this page?

miemiekurisu · 2022-09-07T12:47:16Z

I've added reviewnb to the repo. It's my first time using it, so I'm not 100% where it's accessed by others. Can ya'll access this page?

Affirmative~ ヾ(•ω•`)o

Slepetys · 2022-09-08T17:53:35Z

Hi @miemiekurisu Miemiekurisu,

I restarted reading Davidson-Pilon book last weekend, in parallel with Oswaldo Martin´s book, and both were written with previous versions of PyMC and I was struggling to replicate the results with the current code until I found your fork.

Thank you very much for the effort! And also for adding some Arviz steps, which since PyMC3 makes the data analysis and model development check much easier.

Running it locally or even in Colab, I realized that your running time in the sampling step, even using exactly the same sampler and settings was much faster than mine, do you have any advice on how to speed up it?

Thanks

miemiekurisu · 2022-09-09T01:55:46Z

@Slepetys Hi，glad you found it helpful q(≧▽≦q)
I'm not so sure about the speed difference, maybe it is the hardware difference?
I just use i3 12th gen to do this work. To be honest, I think it's so so slow in some cases.

I provide my hardware brief below:

OS: Ubuntu 22.04.1 LTS x86_64
Kernel: 5.15.0-46-generic
Shell: bash 5.1.16
CPU: 12th Gen Intel i3-12100 (8) @ 5.500GHz
GPU: Intel Device 4692
Memory: 6280MiB / 15744MiB

review-notebook-app · 2022-09-30T13:18:45Z

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twiecki commented on 2022-09-30T13:18:45Z
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This should be replaced by parameter.initval.

miemiekurisu commented on 2022-11-08T09:05:14Z
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Yeah, you're right, and in fact I've noticed this initval and test_value problem when I upgrade it to pymc4.

According to this URL: pymc-devs/pymc#562 (comment)

test_val is a misusing, initval parameter should be used.

I try to keep the original content as much as possible at first, so I used the

aesara.config.compute_test_value = 'warn'

to keep compatibility.

Maybe I should add some brif comments to explain this problem to previous version readers?

review-notebook-app · 2022-09-30T13:18:46Z

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twiecki commented on 2022-09-30T13:18:45Z
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Here as well. There is no more test_value.

review-notebook-app · 2022-09-30T13:18:46Z

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twiecki commented on 2022-09-30T13:18:46Z
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import aesara.tensor as at

review-notebook-app · 2022-09-30T13:18:47Z

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twiecki commented on 2022-09-30T13:18:47Z
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replace theano -> aesara everywhere.

review-notebook-app · 2022-09-30T13:18:48Z

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twiecki commented on 2022-09-30T13:18:47Z
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again usage of test_value.

review-notebook-app · 2022-09-30T13:18:49Z

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twiecki commented on 2022-09-30T13:18:48Z
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esara.config.compute_test_value = 'off' you can probably remove this.

review-notebook-app · 2022-09-30T13:18:53Z

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twiecki commented on 2022-09-30T13:18:52Z
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PyMC4 -> PyMC 4

review-notebook-app · 2022-09-30T13:18:53Z

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twiecki commented on 2022-09-30T13:18:53Z
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Unfortunately this chapter is quite out-of-date, but since we're just porting here it's oK.

miemiekurisu commented on 2022-12-03T12:10:02Z
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LOL

twiecki · 2022-09-30T13:18:54Z

Chapter4_TheGreatestTheoremNeverTold/Ch4_LawOfLargeNumbers_PyMC_current.ipynb

@@ -0,0 +1,1487 @@
+{


I don't think you have to pass tune, and does it reuqire that many samples?

Reply via ReviewNB

I'm not quite sure about the sample size,
because according to the PYMC2 and PYMC3 version, it samples one chain on 20000 samples and burned the 1/4 of 20000 (5000).

I try to keep the code minimal modified with PYMC2 and PYMC3 version, maybe "15000 sample/ one chain/5000 tune" is more appropriate?

You can also just leave it.

review-notebook-app · 2022-09-30T13:18:55Z

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twiecki commented on 2022-09-30T13:18:55Z
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I thought the syntax to pm.Potential has changed and you need to pass pm.Potential(logp=logp).Which version of PyMC 4 is this?

miemiekurisu commented on 2022-12-29T03:49:45Z
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PYMC4 version is 4.1.5, let me check the API again

miemiekurisu commented on 2022-12-29T04:24:35Z
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Accroding to the last version here: pymc/model.py at main · pymc-devs/pymc (github.com)

def Potential(name, var, model=None):
	    """Add an arbitrary factor potential to the model likelihood
    Parameters
    ----------
    name: str
    var: PyTensor variables

    Returns
    -------
    var: var, with name attribute
    """

review-notebook-app · 2022-09-30T13:18:56Z

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twiecki commented on 2022-09-30T13:18:56Z
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Try with just pm.sample().

review-notebook-app · 2022-09-30T13:18:57Z

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twiecki commented on 2022-09-30T13:18:57Z
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PyMC3 -> PyMC

review-notebook-app · 2022-09-30T13:18:57Z

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twiecki commented on 2022-09-30T13:18:57Z
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T -> at

review-notebook-app · 2022-09-30T13:18:59Z

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twiecki commented on 2022-09-30T13:18:58Z
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Maybe add a note that Wishart is discouraged these days and that people should use LKJ.

twiecki · 2022-09-30T13:23:52Z

@miemiekurisu Sorry this took a while but your port looks really good. There are some minor things, mainly about the usage of test_values but those should be easy to fix.

review-notebook-app · 2022-10-18T07:06:10Z

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aaronsl-hku commented on 2022-10-18T07:06:09Z
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LaTeX failed to render for me. Maybe good idea to wrap it with $$?

miemiekurisu commented on 2022-12-03T11:29:05Z
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That's strange, I think it's a front end or page css problem. Sometimes I got this problem too, and it works properly after I refresh the notebook page serviral times.

twiecki commented on 2022-12-29T10:30:57Z
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ReviewNB often fails but then it displays fine.

review-notebook-app · 2022-10-18T07:06:11Z

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aaronsl-hku commented on 2022-10-18T07:06:10Z
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Line #4.        trace = pm.sample(25000, step=step)

PyMC has kwarg tune now for burning in. I suggest:

  trace = pm.sample(25000, step=step, tune=2500)

and remove the slicing in the next cell.

miemiekurisu commented on 2022-12-03T11:32:25Z
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Ur right, I noticed the kwarg at the next chapters, and also left some comments.

At first, I trid to keep the original contents as much as possible. :)

miemiekurisu · 2022-11-07T02:36:12Z

@miemiekurisu Sorry this took a while but your port looks really good. There are some minor things, mainly about the usage of test_values but those should be easy to fix.

Sorry for not getting back to you sooner, I'm tied up with a company project whole Oct. (/▽＼)
Luckily, the project will be done at the middle of Nov.
I'll fix these review problms ASAP. (/ω＼)

miemiekurisu · 2022-11-08T09:05:15Z

Yeah, you're right, and infact I've noticed this initval and test_value problem when I upgrade it to pymc4.

Accroding to this URL: pymc-devs/pymc#562 (comment)

test_val is a misusing, initval parameter should be used.

I try to keep the orignal content as much as possible at first, so I used the

aesara.config.compute_test_value = 'warn'

to keep compatibility.

Maybe I should add some brif comments to explain this problem to previous version readers?

View entire conversation on ReviewNB

twiecki · 2022-11-08T14:52:12Z

Maybe I should add some brif comments to explain this problem to previous version readers?

Yes, I think that'd be helpful.

miemiekurisu · 2022-12-03T11:03:26Z

Got it.

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miemiekurisu · 2022-12-03T11:29:06Z

That's strange, I think it's a front end or page css problem. Sometimes I got this problem too, and it works properly after I refresh the notebook page serviral times.

View entire conversation on ReviewNB

miemiekurisu · 2022-12-03T11:32:26Z

Ur right, I noticed the kwarg at the next chapters, and also left some comments.

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review-notebook-app · 2022-12-03T11:55:40Z

Check out this pull request on

See visual diffs & provide feedback on Jupyter Notebooks.

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miemiekurisu · 2022-12-03T12:10:02Z

LOL

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miemiekurisu · 2022-12-29T03:49:46Z

PYMC4 version is 4.1.5, let me check the API again

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miemiekurisu · 2022-12-29T04:24:36Z

Accroding to the last version here: pymc/model.py at main · pymc-devs/pymc (github.com)

def Potential(name, var, model=None):
	    """Add an arbitrary factor potential to the model likelihood
    Parameters
    ----------
    name: str
    var: PyTensor variables

    Returns
    -------
    var: var, with name attribute
    """

View entire conversation on ReviewNB

twiecki · 2022-12-29T10:30:59Z

ReviewNB often fails but then it displays fine.

View entire conversation on ReviewNB

twiecki · 2022-12-30T14:34:39Z

Accroding to the last version here: pymc/model.py at main · pymc-devs/pymc (github.com)

OK, I was confused. Looks good then!

twiecki · 2022-12-30T14:36:37Z

What are the next steps here? would be great to get this merged.

miemiekurisu · 2023-02-03T02:40:02Z

What are the next steps here? would be great to get this merged.

Sorry for not getting back to you sooner ...... again 〒▽〒
I believe I had checked and solved most ReviewNB problems.
I think it's ready to be merged (/≧▽≦)/

twiecki · 2023-02-03T07:45:46Z

@miemiekurisu Great -- thanks!

@CamDavidsonPilon Want to merge?

CamDavidsonPilon · 2023-02-08T14:23:14Z

I've been pretty absent from this discussion, but thank you @miemiekurisu and @twiecki for shepherding this in!

Shift to the pymc current version

7c770e9

Update to pymc current version and add some Arviz content

miemiekurisu added 5 commits August 23, 2022 17:42

update to pymc4 current

d900a4d

update, 50% changed

0557230

ch1 little modify

adee836

for save some temp update work

0b323f4

update the Chapter3 and little modify the Ch1

a6b50e2

miemiekurisu added 4 commits August 26, 2022 16:39

generate the pictures

eee5e51

Ch4 updated the praw to 7.6.0 in top_showerthoughts_submissions to ma…

e96f611

…ke it work, and other small updates

Ch4 updated the praw to 7.6.0 in top_showerthoughts_submissions to ma…

d14068b

…ke it work, and other small updates

Modify and add some comment about mp.sample parameter . Need some rev…

fbebc83

…iew about advi code here. The result looks just OK.

change ystockquote to pandas_datareader, as ystockquote is quite outd…

ffb460e

…ated (return 404), and modified some related code

twiecki reviewed Sep 30, 2022

View reviewed changes

update reviewnb problems

55409c7

all review problems solved

212107a

CamDavidsonPilon merged commit 90683f8 into CamDavidsonPilon:master Feb 8, 2023

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Shift to the pymc current version #548

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