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Merge branch 'fix-4206' of https://github.com/michaelosthege/pymc3 into fix-4206
2 parents b81397e + fac09f8 commit 21bf324

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‎.codecov.yml

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codecov:
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require_ci_to_pass: no
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notify:
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after_n_builds: 9
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coverage:
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precision: 2

‎.github/workflows/arviz_compat.yml

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name: arviz-compatibility
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on:
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pull_request:
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push:
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branches: [master]
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jobs:
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pytest:
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strategy:
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matrix:
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python-version: ["3.8"]
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os: [ubuntu-18.04]
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floatx: [float64]
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test-subset:
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- pymc3/tests/test_sampling.py
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runs-on: ${{ matrix.os }}
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env:
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TEST_SUBSET: ${{ matrix.test-subset }}
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THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc.cxxflags='-march=native'
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defaults:
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run:
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shell: bash -l {0}
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steps:
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- uses: actions/checkout@v2
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- name: Cache conda
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uses: actions/cache@v1
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env:
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# Increase this value to reset cache if environment-dev.yml has not changed
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CACHE_NUMBER: 0
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with:
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path: ~/conda_pkgs_dir
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key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
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hashFiles('environment-dev.yml') }}
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- uses: conda-incubator/setup-miniconda@v2
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with:
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activate-environment: testenv
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channel-priority: strict
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environment-file: environment-dev.yml
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use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
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- run: |
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conda activate testenv
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conda remove arviz -y
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pip install git+git://github.com/arviz-devs/arviz.git
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python -m pytest -v --cov=pymc3 --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET -n auto

‎.github/workflows/pytest.yml

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name: pytest
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on:
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pull_request:
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push:
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branches: [master]
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jobs:
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pytest:
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strategy:
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matrix:
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python-version: ["3.6"]
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os: [ubuntu-18.04]
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floatx: [float32, float64]
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test-subset:
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- |
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--ignore=pymc3/tests/test_dist_math.py
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--ignore=pymc3/tests/test_distribution_defaults.py
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--ignore=pymc3/tests/test_distributions.py
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--ignore=pymc3/tests/test_distributions_random.py
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--ignore=pymc3/tests/test_distributions_timeseries.py
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--ignore=pymc3/tests/test_examples.py
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--ignore=pymc3/tests/test_gp.py
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--ignore=pymc3/tests/test_parallel_sampling.py
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--ignore=pymc3/tests/test_posteriors.py
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--ignore=pymc3/tests/test_quadpotential.py
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--ignore=pymc3/tests/test_random.py
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--ignore=pymc3/tests/test_sampling.py
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--ignore=pymc3/tests/test_shape_handling
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--ignore=pymc3/tests/test_shared.py
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--ignore=pymc3/tests/test_smc.py
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--ignore=pymc3/tests/test_updates.py
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--ignore=pymc3/tests/test_variational_inference.py
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- |
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pymc3/tests/test_dist_math.py
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pymc3/tests/test_distribution_defaults.py
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pymc3/tests/test_distributions_random.py
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pymc3/tests/test_distributions_timeseries.py
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pymc3/tests/test_parallel_sampling.py
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pymc3/tests/test_random.py
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pymc3/tests/test_sampling.py
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pymc3/tests/test_shared.py
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pymc3/tests/test_smc.py
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- |
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pymc3/tests/test_examples.py
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pymc3/tests/test_gp.py
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pymc3/tests/test_posteriors.py
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pymc3/tests/test_quadpotential.py
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- |
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pymc3/tests/test_shape_handling.py
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pymc3/tests/test_updates.py
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pymc3/tests/test_variational_inference.py
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- |
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pymc3/tests/test_distributions.py
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runs-on: ${{ matrix.os }}
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env:
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TEST_SUBSET: ${{ matrix.test-subset }}
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THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc.cxxflags='-march=native'
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defaults:
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run:
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shell: bash -l {0}
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steps:
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- uses: actions/checkout@v2
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- name: Cache conda
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uses: actions/cache@v1
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env:
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# Increase this value to reset cache if environment-dev.yml has not changed
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CACHE_NUMBER: 0
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with:
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path: ~/conda_pkgs_dir
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key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
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hashFiles('environment-dev.yml') }}
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- uses: conda-incubator/setup-miniconda@v2
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with:
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activate-environment: testenv
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channel-priority: strict
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environment-file: environment-dev.yml
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use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
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- run: |
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conda activate testenv
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python -m pytest -v --cov=pymc3 --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET -n auto
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- name: Upload coverage to Codecov
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uses: codecov/codecov-action@v1
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with:
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env_vars: OS,PYTHON
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name: codecov-umbrella
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fail_ci_if_error: false

‎.pre-commit-config.yaml

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rev: 20.8b1
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- id: black
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- repo: https://github.com/PyCQA/pylint
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rev: pylint-2.6.0
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hooks:
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- id: pylint
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args: [--rcfile=.pylintrc]
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files: ^pymc3/
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- repo: local
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- id: watermark

‎.pylintrc

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# Enable the message, report, category or checker with the given id(s). You can
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# either give multiple identifier separated by comma (,) or put this option
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# multiple time. See also the "--disable" option for examples.
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enable=import-error,
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import-self,
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enable=import-self,
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reimported,
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wildcard-import,
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misplaced-future,

‎.travis.yml

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‎RELEASE-NOTES.md

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# Release Notes
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## PyMC3 3.9.x (on deck)
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## PyMC3 3.10.0 (on deck)
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5-
### Maintenance
6-
- Removed non-NDArray (Text, SQLite, HDF5) backends and associated tests.
7-
- Switch the dependency of Theano to our own fork, [Theano-PyMC](https://github.com/pymc-devs/Theano-PyMC).
8-
- Mentioned the way to do any random walk with `theano.tensor.cumsum()` in `GaussianRandomWalk` docstrings (see [#4048](https://github.com/pymc-devs/pymc3/pull/4048)).
9-
- Fixed numerical instability in ExGaussian's logp by preventing `logpow` from returning `-inf` (see [#4050](https://github.com/pymc-devs/pymc3/pull/4050)).
10-
- Use dill to serialize user defined logp functions in `DensityDist`. The previous serialization code fails if it is used in notebooks on Windows and Mac. `dill` is now a required dependency. (see [#3844](https://github.com/pymc-devs/pymc3/issues/3844)).
11-
- Numerically improved stickbreaking transformation - e.g. for the `Dirichlet` distribution. [#4129](https://github.com/pymc-devs/pymc3/pull/4129)
12-
- Enabled the `Multinomial` distribution to handle batch sizes that have more than 2 dimensions. [#4169](https://github.com/pymc-devs/pymc3/pull/4169)
5+
This is a major release with many exciting new features. The biggest change is that we now rely on our own fork of [Theano-PyMC](https://github.com/pymc-devs/Theano-PyMC). This is in line with our [big announcement about our commitment to PyMC3 and Theano](https://pymc-devs.medium.com/the-future-of-pymc3-or-theano-is-dead-long-live-theano-d8005f8a0e9b).
136

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### Documentation
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When upgrading, make sure that `Theano-PyMC` and not `Theano` are installed (the imports remain unchanged, however). If not, you can uninstall `Theano`:
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```
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conda remove theano
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```
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And to install:
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```
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conda install -c conda-forge theano-pymc
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```
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Or, if you are using pip (not recommended):
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```
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pip uninstall theano
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```
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And to install:
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```
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pip install theano-pymc
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```
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* Added a new notebook demonstrating how to incorporate sampling from a conjugate Dirichlet-multinomial posterior density in conjunction with other step methods (see [#4199](https://github.com/pymc-devs/pymc3/pull/4199)).
26+
This new version of `Theano-PyMC` comes with an experimental JAX backend which, when combined with the new and experimental JAX samplers in PyMC3, can greatly speed up sampling in your model. As this is still very new, please do not use it in production yet but do test it out and let us know if anything breaks and what results you are seeing, especially speed-wise.
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### New features
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- `sample_posterior_predictive_w` can now feed on `xarray.Dataset` - e.g. from `InferenceData.posterior`. (see [#4042](https://github.com/pymc-devs/pymc3/pull/4042))
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- Added `pymc3.gp.cov.Circular` kernel for Gaussian Processes on circular domains, e.g. the unit circle (see [#4082](https://github.com/pymc-devs/pymc3/pull/4082)).
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- Add MLDA, a new stepper for multilevel sampling. MLDA can be used when a hierarchy of approximate posteriors of varying accuracy is available, offering improved sampling efficiency especially in high-dimensional problems and/or where gradients are not available (see [#3926](https://github.com/pymc-devs/pymc3/pull/3926))
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- Add Bayesian Additive Regression Trees (BARTs) [#4183](https://github.com/pymc-devs/pymc3/pull/4183))
31+
- Added `pymc3.gp.cov.Circular` kernel for Gaussian Processes on circular domains, e.g. the unit circle (see [#4082](https://github.com/pymc-devs/pymc3/pull/4082)).
32+
- Added a new `MixtureSameFamily` distribution to handle mixtures of arbitrary dimensions in vectorized form for improved speed (see [#4185](https://github.com/pymc-devs/pymc3/issues/4185)).
33+
- `sample_posterior_predictive_w` can now feed on `xarray.Dataset` - e.g. from `InferenceData.posterior`. (see [#4042](https://github.com/pymc-devs/pymc3/pull/4042))
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- Change SMC metropolis kernel to independent metropolis kernel [#4115](https://github.com/pymc-devs/pymc3/pull/4115))
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- Add alternative parametrization to NegativeBinomial distribution in terms of n and p (see [#4126](https://github.com/pymc-devs/pymc3/issues/4126))
24-
- Add Bayesian Additive Regression Trees (BARTs) [#4183](https://github.com/pymc-devs/pymc3/pull/4183))
25-
- Added a new `MixtureSameFamily` distribution to handle mixtures of arbitrary dimensions in vectorized form (see [#4185](https://github.com/pymc-devs/pymc3/issues/4185)).
26-
- Added semantically meaningful `str` representations to PyMC3 objects for console, notebook, and GraphViz use (see [#4076](https://github.com/pymc-devs/pymc3/pull/4076), [#4065](https://github.com/pymc-devs/pymc3/pull/4065), [#4159](https://github.com/pymc-devs/pymc3/pull/4159), and [#4217](https://github.com/pymc-devs/pymc3/pull/4217))
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## PyMC3 3.9.3 (11 August 2020)
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- Added semantically meaningful `str` representations to PyMC3 objects for console, notebook, and GraphViz use (see [#4076](https://github.com/pymc-devs/pymc3/pull/4076), [#4065](https://github.com/pymc-devs/pymc3/pull/4065), [#4159](https://github.com/pymc-devs/pymc3/pull/4159), [#4217](https://github.com/pymc-devs/pymc3/pull/4217), and [#4243](https://github.com/pymc-devs/pymc3/pull/4243)).
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### Maintenance
33-
- Fix an error on Windows and Mac where error message from unpickling models did not show up in the notebook, or where sampling froze when a worker process crashed (see [#3991](https://github.com/pymc-devs/pymc3/pull/3991)).
34-
- Require Theano >= 1.0.5 (see [#4032](https://github.com/pymc-devs/pymc3/pull/4032)).
39+
- Switch the dependency of Theano to our own fork, [Theano-PyMC](https://github.com/pymc-devs/Theano-PyMC).
40+
- Removed non-NDArray (Text, SQLite, HDF5) backends and associated tests.
41+
- Use dill to serialize user defined logp functions in `DensityDist`. The previous serialization code fails if it is used in notebooks on Windows and Mac. `dill` is now a required dependency. (see [#3844](https://github.com/pymc-devs/pymc3/issues/3844)).
42+
- Fixed numerical instability in ExGaussian's logp by preventing `logpow` from returning `-inf` (see [#4050](https://github.com/pymc-devs/pymc3/pull/4050)).
43+
- Numerically improved stickbreaking transformation - e.g. for the `Dirichlet` distribution. [#4129](https://github.com/pymc-devs/pymc3/pull/4129)
44+
- Enabled the `Multinomial` distribution to handle batch sizes that have more than 2 dimensions. [#4169](https://github.com/pymc-devs/pymc3/pull/4169)
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### Documentation
37-
- Notebook on [multilevel modeling](https://docs.pymc.io/notebooks/multilevel_modeling.html) has been rewritten to showcase ArviZ and xarray usage for inference result analysis (see [#3963](https://github.com/pymc-devs/pymc3/pull/3963)).
47+
- Added a new notebook demonstrating how to incorporate sampling from a conjugate Dirichlet-multinomial posterior density in conjunction with other step methods (see [#4199](https://github.com/pymc-devs/pymc3/pull/4199)).
48+
- Mentioned the way to do any random walk with `theano.tensor.cumsum()` in `GaussianRandomWalk` docstrings (see [#4048](https://github.com/pymc-devs/pymc3/pull/4048)).
49+
50+
51+
## PyMC3 3.9.3 (11 August 2020)
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### New features
4054
- Introduce optional arguments to `pm.sample`: `mp_ctx` to control how the processes for parallel sampling are started, and `pickle_backend` to specify which library is used to pickle models in parallel sampling when the multiprocessing context is not of type `fork` (see [#3991](https://github.com/pymc-devs/pymc3/pull/3991)).
@@ -43,10 +57,18 @@
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- SMC-ABC: add the Wasserstein and energy distance functions. Refactor API, the distance, sum_stats and epsilon arguments are now passed `pm.Simulator` instead of `pm.sample_smc`. Add random method to `pm.Simulator`. Add option to save the simulated data. Improved LaTeX representation [#3996](https://github.com/pymc-devs/pymc3/pull/3996).
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- SMC-ABC: Allow use of potentials by adding them to the prior term. [#4016](https://github.com/pymc-devs/pymc3/pull/4016).
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60+
### Maintenance
61+
- Fix an error on Windows and Mac where error message from unpickling models did not show up in the notebook, or where sampling froze when a worker process crashed (see [#3991](https://github.com/pymc-devs/pymc3/pull/3991)).
62+
- Require Theano >= 1.0.5 (see [#4032](https://github.com/pymc-devs/pymc3/pull/4032)).
63+
64+
### Documentation
65+
- Notebook on [multilevel modeling](https://docs.pymc.io/notebooks/multilevel_modeling.html) has been rewritten to showcase ArviZ and xarray usage for inference result analysis (see [#3963](https://github.com/pymc-devs/pymc3/pull/3963)).
66+
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_NB: The `docs/*` folder is still removed from the tarball due to an upload size limit on PyPi._
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## PyMC3 3.9.2 (24 June 2020)
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### Maintenance
5173
- Warning added in GP module when `input_dim` is lower than the number of columns in `X` to compute the covariance function (see [#3974](https://github.com/pymc-devs/pymc3/pull/3974)).
5274
- Pass the `tune` argument from `sample` when using `advi+adapt_diag_grad` (see issue [#3965](https://github.com/pymc-devs/pymc3/issues/3965), fixed by [#3979](https://github.com/pymc-devs/pymc3/pull/3979)).

‎environment-dev.yml

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- conda-forge
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- defaults
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dependencies:
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- python=3.6
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- python>=3.6
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- arviz>=0.9
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- theano-pymc==1.0.11
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- numpy>=1.13
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- nose-parameterized>=0.6
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- numpydoc>=0.9
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- pre-commit>=2.8.0
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- pycodestyle>=2.3
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- pyflakes>=1.5
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- pylint>=1.7
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- pytest-cov>=2.5
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- pytest>=3.0
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- pytest-xdist
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- recommonmark>=0.4
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- seaborn>=0.8
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- sphinx-autobuild>=0.7
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- sphinx>=1.5
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- watermark
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- parameterized
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- black
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- ipywidgets
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- dataclasses # python_version < 3.7
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- contextvars # python_version < 3.7
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- mkl-service
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- dill
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- libblas=*=*mkl
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- pip:
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- black_nbconvert

‎pymc3/backends/base.py

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"""
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import itertools as itl
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import logging
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from typing import Dict, List, Optional
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from typing import List
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from abc import ABC
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import numpy as np
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import warnings
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import theano.tensor as tt
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from ..model import modelcontext, Model
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from ..model import modelcontext
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from .report import SamplerReport, merge_reports
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from ..util import get_var_name
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