data changed to required, changed sampler_config to optional. Added extend_idata to prediction functions, adapted test file

Author: michaelraczycki

pymc_experimental/model_builder.py

@@ -37,8 +37,8 @@ class ModelBuilder:
     def __init__(
         self,
         model_config: Dict,
-        sampler_config: Dict,
-        data: Dict[str, Union[np.ndarray, pd.DataFrame, pd.Series]] = None,
+        data: Dict[str, Union[np.ndarray, pd.DataFrame, pd.Series]],
+        sampler_config: Dict = None,
     ):
         """
         Initializes model configuration and sampler configuration for the model
@@ -47,10 +47,10 @@ def __init__(
         ----------
         model_config : Dictionary
             dictionary of parameters that initialise model configuration. Generated by the user defined create_sample_input method.
-        sampler_config : Dictionary
-            dictionary of parameters that initialise sampler configuration. Generated by the user defined create_sample_input method.
         data : Dictionary
             It is the data we need to train the model on.
+        sampler_config : Dictionary
+            dictionary of parameters that initialise sampler configuration. Generated by the user defined create_sample_input method.
         Examples
         --------
         >>> class LinearModel(ModelBuilder):
@@ -60,9 +60,11 @@ def __init__(
 
         super().__init__()
         self.model_config = model_config  # parameters for priors etc.
-        self.sample_config = sampler_config  # parameters for sampling
-        self.idata = None  # inference data object
+        self.sampler_config = sampler_config  # parameters for sampling
         self.data = data
+        self.idata = (
+            None  # inference data object placeholder, idata is generated during build execution
+        )
 
     def build(self) -> None:
         """
@@ -188,16 +190,20 @@ def load(cls, fname: str):
 
         filepath = Path(str(fname))
         idata = az.from_netcdf(filepath)
+        if "sampler_config" in idata.attrs:
+            sampler_config = json.loads(idata.attrs["sampler_config"])
+        else:
+            sampler_config = None
         model_builder = cls(
-            json.loads(idata.attrs["model_config"]),
-            json.loads(idata.attrs["sampler_config"]),
-            idata.fit_data.to_dataframe(),
+            model_config=json.loads(idata.attrs["model_config"]),
+            sampler_config=sampler_config,
+            data=idata.fit_data.to_dataframe(),
         )
         model_builder.idata = idata
         model_builder.build()
         if model_builder.id != idata.attrs["id"]:
             raise ValueError(
-                f"The file '{fname}' does not contain an inference data of the same model or configuration as '{self._model_type}'"
+                f"The file '{fname}' does not contain an inference data of the same model or configuration as '{cls._model_type}'"
             )
 
         return model_builder
@@ -206,7 +212,7 @@ def fit(
         self, data: Dict[str, Union[np.ndarray, pd.DataFrame, pd.Series]] = None
     ) -> az.InferenceData:
         """
-        As the name suggests fit can be used to fit a model using the data that is passed as a parameter.
+        Fit a model using the data passed as a parameter.
         Sets attrs to inference data of the model.
 
         Parameter
@@ -233,21 +239,26 @@ def fit(
             self._data_setter(data)
 
         with self.model:
-            self.idata = pm.sample(**self.sample_config)
+            if self.sampler_config is not None:
+                self.idata = pm.sample(**self.sampler_config)
+            else:
+                self.idata = pm.sample()
             self.idata.extend(pm.sample_prior_predictive())
             self.idata.extend(pm.sample_posterior_predictive(self.idata))
 
         self.idata.attrs["id"] = self.id
         self.idata.attrs["model_type"] = self._model_type
         self.idata.attrs["version"] = self.version
-        self.idata.attrs["sampler_config"] = json.dumps(self.sample_config)
+        if self.sampler_config is not None:
+            self.idata.attrs["sampler_config"] = json.dumps(self.sampler_config)
         self.idata.attrs["model_config"] = json.dumps(self.model_config)
         self.idata.add_groups(fit_data=self.data.to_xarray())
         return self.idata
 
     def predict(
         self,
         data_prediction: Dict[str, Union[np.ndarray, pd.DataFrame, pd.Series]] = None,
+        extend_idata: bool = True,
     ) -> dict:
         """
         Uses model to predict on unseen data and return point prediction of all the samples
@@ -256,6 +267,8 @@ def predict(
         ---------
         data_prediction : Dictionary of string and either of numpy array, pandas dataframe or pandas Series
             It is the data we need to make prediction on using the model.
+        extend_idata : Boolean determining whether the predictions should be added to inference data object.
+            Defaults to True.
 
         Returns
         -------
@@ -277,7 +290,8 @@ def predict(
 
         with self.model:  # sample with new input data
             post_pred = pm.sample_posterior_predictive(self.idata)
-
+            if extend_idata:
+                self.idata.extend(post_pred)
         # reshape output
         post_pred = self._extract_samples(post_pred)
         for key in post_pred:
@@ -288,6 +302,7 @@ def predict(
     def predict_posterior(
         self,
         data_prediction: Dict[str, Union[np.ndarray, pd.DataFrame, pd.Series]] = None,
+        extend_idata: bool = True,
     ) -> Dict[str, np.array]:
         """
         Uses model to predict samples on unseen data.
@@ -296,8 +311,8 @@ def predict_posterior(
         ---------
         data_prediction : Dictionary of string and either of numpy array, pandas dataframe or pandas Series
             It is the data we need to make prediction on using the model.
-        point_estimate : bool
-            Adds point like estimate used as mean passed as
+        extend_idata : Boolean determining whether the predictions should be added to inference data object.
+            Defaults to True.
 
         Returns
         -------
@@ -319,6 +334,8 @@ def predict_posterior(
 
         with self.model:  # sample with new input data
             post_pred = pm.sample_posterior_predictive(self.idata)
+            if extend_idata:
+                self.idata.extend(post_pred)
 
         # reshape output
         post_pred = self._extract_samples(post_pred)
@@ -359,5 +376,4 @@ def id(self) -> str:
         hasher.update(str(self.model_config.values()).encode())
         hasher.update(self.version.encode())
         hasher.update(self._model_type.encode())
-        # hasher.update(str(self.sample_config.values()).encode())
         return hasher.hexdigest()[:16]

pymc_experimental/tests/test_model_builder.py

@@ -28,10 +28,17 @@ class test_ModelBuilder(ModelBuilder):
     _model_type = "LinearModel"
     version = "0.1"
 
-    def build_model(self, model_instance: ModelBuilder, model_config: dict, data: dict = None):
+    def build_model(
+        self,
+        model_instance: ModelBuilder,
+        model_config: dict,
+        data: dict = None,
+        sampler_config: dict = None,
+    ):
         model_instance.model_config = model_config
         model_instance.data = data
         self.model_config = model_config
+        self.sampler_config = sampler_config
         self.data = data
 
         with pm.Model() as model_instance.model: