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Replacing PyMC3 plots w/ Arviz plots & sigma Param change [Part 1] #27

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Feb 7, 2021
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Replacing PyMC3 plots w/ Arviz plots & sigma Param change [Part 1] #27

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bae7f98
:art: Update plots from pymc to arviz dependencies & replace param sd…
CloudChaoszero Jan 19, 2021
39ddaf0
:bug: Update varname param to var_names for arviz dep
CloudChaoszero Feb 4, 2021
6ffdc0f
:bug: Resolve outdated PyMC3 or Pandas functionality to current form
CloudChaoszero Feb 5, 2021
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4 changes: 2 additions & 2 deletions examples/case_studies/disaster_model.py
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Original file line number Diff line number Diff line change
Expand Up @@ -8,7 +8,7 @@

"""


import arviz as az
import theano.tensor as tt

from numpy import arange, array
Expand Down Expand Up @@ -152,4 +152,4 @@
start = {"early_mean": 2.0, "late_mean": 3.0}

tr = pm.sample(1000, tune=500, start=start)
pm.traceplot(tr)
pm.plot_trace(tr)
4 changes: 2 additions & 2 deletions examples/case_studies/disaster_model_theano_op.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@
Note that gradient based samplers will not work.
"""


import arviz as az
import theano.tensor as tt

from numpy import arange, array, empty
Expand Down Expand Up @@ -166,4 +166,4 @@ def rate_(switchpoint, early_mean, late_mean):
start = {"early_mean": 2.0, "late_mean": 3.0}

tr = pm.sample(1000, tune=500, start=start, step=[step1, step2], cores=2)
pm.traceplot(tr)
az.plot_trace(tr)
3 changes: 2 additions & 1 deletion examples/case_studies/garch_example.py
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Original file line number Diff line number Diff line change
@@ -1,7 +1,8 @@
import numpy as np
import theano.tensor as tt

from pymc3 import Model, Normal, Uniform, sample, summary
from arviz import summary
from pymc3 import Model, Normal, Uniform, sample

"""
Example from Stan - slightly altered
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3 changes: 2 additions & 1 deletion examples/case_studies/gelman_schools.py
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Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
import numpy as np

from pymc3 import HalfCauchy, Model, Normal, loo, sample
from arviz import loo
from pymc3 import HalfCauchy, Model, Normal, sample

"""Original Stan model
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4 changes: 2 additions & 2 deletions examples/case_studies/lightspeed_example.py
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Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
import numpy as np

import arviz as az
import pymc3 as pm

light_speed = np.array(
Expand Down Expand Up @@ -92,7 +92,7 @@ def run(n=5000):
with model_1:
trace = pm.sample(n)

pm.summary(trace)
az.summary(trace)


if __name__ == "__main__":
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4 changes: 2 additions & 2 deletions examples/pymc3_howto/LKJ_correlation.py
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
import numpy as np
import theano.tensor as tt

import arviz as az
from numpy.random import multivariate_normal

import pymc3 as pm
Expand Down Expand Up @@ -53,7 +53,7 @@ def run(n=1000):
n = 50
with model:
trace = pm.sample(n)
pm.traceplot(
az.plot_trace(
trace, varnames=["mu", "r"], lines={"mu": mu_r, "r": corr_r[np.triu_indices(n_var, k=1)]}
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I am quite sure arviz does not accept varnames, it should be var_names

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Ah, correct! Thanks for that. I updated to arviz 0.11, and got this error

y:212: UserWarning: A valid var_name should be provided, found {'m'} expected from {'mu', 'r'}
  warnings.warn(
Traceback (most recent call last):
  File "LKJ_correlation.py", line 62, in <module>
    run()
  File "LKJ_correlation.py", line 56, in run
    az.plot_trace(
  File "/Users/CloudChaoszero/opt/anaconda3/envs/pymc3-dev-py38/lib/python3.8/site-packages/arviz/plots/traceplot.py", line 238, in plot_trace
    axes = plot(**trace_plot_args)
  File "/Users/CloudChaoszero/opt/anaconda3/envs/pymc3-dev-py38/lib/python3.8/site-packages/arviz/plots/backends/matplotlib/traceplot.py", line 384, in plot_trace
    for _, _, vlines in (j for j in lines if j[0] == var_name and j[1] == selection):
  File "/Users/CloudChaoszero/opt/anaconda3/envs/pymc3-dev-py38/lib/python3.8/site-packages/arviz/plots/backends/matplotlib/traceplot.py", line 384, in <genexpr>
    for _, _, vlines in (j for j in lines if j[0] == var_name and j[1] == selection):
IndexError: string index out of range

(This error looks related arviz-devs/arviz#988)

Any thoughts why this happened?

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@CloudChaoszero CloudChaoszero Feb 5, 2021 •
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I think I found out why now. It's due to the lines param.

az.plot_trace(
        trace, varnames=["mu", "r"], lines={"mu": mu_r, "r": corr_r[np.triu_indices(n_var, k=1)]}
...

I removed it to make the az.plot_trac() work.

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Try

lines=(("mu", {}, mu_r), ("r", {}, corr_r[np.triu_indices(n_var, k=1)]))

)

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4 changes: 2 additions & 2 deletions examples/pymc3_howto/rankdata_ordered.py
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Original file line number Diff line number Diff line change
Expand Up @@ -46,14 +46,14 @@ def run(n=1500):
with m:
trace = pm.sample(n)

pm.traceplot(trace, varnames=["mu_hat"])
az.plot_trace(trace, varnames=["mu_hat"])

print("Example observed data: ")
print(y[:30, :].T)
print("The true ranking is: ")
print(yreal.flatten())
print("The Latent mean is: ")
latentmu = np.hstack(([0], pm.summary(trace, varnames=["mu_hat"])["mean"].values))
latentmu = np.hstack(([0], az.summary(trace, varnames=["mu_hat"])["mean"].values))
print(np.round(latentmu, 2))
print("The estimated ranking is: ")
print(np.argsort(latentmu))
Expand Down
3 changes: 2 additions & 1 deletion examples/samplers/samplers_mvnormal.py
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Expand Up @@ -9,6 +9,7 @@

import time

import arviz as az
import numpy as np
import pandas as pd
import theano.tensor as tt
Expand Down Expand Up @@ -50,7 +51,7 @@ def run(steppers, p):
runtimes[name] = time.time() - t_start
print("{} samples across {} chains".format(len(mt) * mt.nchains, mt.nchains))
traces[name] = mt
en = pm.ess(mt)
en = az.ess(mt)
print(f"effective: {en}\r\n")
if USE_XY:
effn[name] = np.mean(en["x"]) / len(mt) / mt.nchains
Expand Down
5 changes: 3 additions & 2 deletions examples/time_series/arma_example.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@

from theano import scan, shared

import arviz as az
import pymc3 as pm

"""
Expand Down Expand Up @@ -82,8 +83,8 @@ def run(n_samples=1000):
with model:
trace = pm.sample(draws=n_samples, tune=1000, target_accept=0.99)

pm.plots.traceplot(trace)
pm.plots.forestplot(trace)
az.plot_trace(trace)
az.plot_forest(trace)


if __name__ == "__main__":
Expand Down