Merge branch 'main' into v4-4523

Author: ferrine

.github/PULL_REQUEST_TEMPLATE.md

@@ -5,6 +5,6 @@ Depending on what your PR does, here are a few things you might want to address
 + [ ] what are the (breaking) changes that this PR makes?
 + [ ] important background, or details about the implementation
 + [ ] are the changes—especially new features—covered by tests and docstrings?
-+ [ ] [linting/style checks have been run](https://github.com/pymc-devs/pymc3/wiki/PyMC3-Python-Code-Style)
++ [ ] [linting/style checks have been run](https://docs.pymc.io/en/latest/contributing/python_style.html)
 + [ ] [consider adding/updating relevant example notebooks](https://github.com/pymc-devs/pymc-examples)
 + [ ] right before it's ready to merge, mention the PR in the RELEASE-NOTES.md

.github/workflows/arviz_compat.yml

@@ -20,11 +20,18 @@ jobs:
         os: [ubuntu-latest, macos-latest]
         floatx: [float64]
         test-subset:
-          - pymc/tests/test_distributions.py
-
           - |
-            pymc/tests/test_distributions_random.py
+            pymc/tests/test_parallel_sampling.py
+            pymc/tests/test_posteriors.py
             pymc/tests/test_sampling.py
+
+          - |
+            pymc/tests/test_data_container.py
+            pymc/tests/test_idata_conversion.py
+            pymc/tests/test_missing.py
+            pymc/tests/test_model.py
+            pymc/tests/test_shape_handling.py
+            pymc/tests/test_shared.py
       fail-fast: false
     runs-on: ${{ matrix.os }}
     env:
@@ -38,12 +45,12 @@ jobs:
       - name: Cache conda
         uses: actions/cache@v1
         env:
-          # Increase this value to reset cache if environment-dev-py39.yml has not changed
+          # Increase this value to reset cache if environment-test-py39.yml has not changed
           CACHE_NUMBER: 0
         with:
           path: ~/conda_pkgs_dir
           key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
-            hashFiles('conda-envs/environment-dev-py39.yml') }}
+            hashFiles('conda-envs/environment-test-py39.yml') }}
       - name: Cache multiple paths
         uses: actions/cache@v2
         env:
@@ -61,19 +68,19 @@ jobs:
           miniforge-variant: Mambaforge
           miniforge-version: latest
           mamba-version: "*"
-          activate-environment: pymc-dev-py39
+          activate-environment: pymc-test-py39
           channel-priority: strict
-          environment-file: conda-envs/environment-dev-py39.yml
+          environment-file: conda-envs/environment-test-py39.yml
           use-mamba: true
           use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
       - name: Install pymc
         run: |
-          conda activate pymc-dev-py39
+          conda activate pymc-test-py39
           pip install -e .
           python --version
       - name: Install latest arviz
         run: |
-          conda activate pymc-dev-py39
+          conda activate pymc-test-py39
           pip uninstall arviz -y
           pip install git+git://github.com/arviz-devs/arviz.git
       - name: Run tests

.github/workflows/jaxtests.yml

@@ -34,12 +34,12 @@ jobs:
       - name: Cache conda
         uses: actions/cache@v1
         env:
-          # Increase this value to reset cache if environment-dev-py39.yml has not changed
+          # Increase this value to reset cache if environment-test-py39.yml has not changed
           CACHE_NUMBER: 0
         with:
           path: ~/conda_pkgs_dir
           key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
-            hashFiles('conda-envs/environment-dev-py39.yml') }}
+            hashFiles('conda-envs/environment-test-py39.yml') }}
       - name: Cache multiple paths
         uses: actions/cache@v2
         env:
@@ -57,19 +57,19 @@ jobs:
           miniforge-variant: Mambaforge
           miniforge-version: latest
           mamba-version: "*"
-          activate-environment: pymc-dev-py39
+          activate-environment: pymc-test-py39
           channel-priority: strict
-          environment-file: conda-envs/environment-dev-py39.yml
+          environment-file: conda-envs/environment-test-py39.yml
           use-mamba: true
           use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
       - name: Install pymc
         run: |
-          conda activate pymc-dev-py39
+          conda activate pymc-test-py39
           pip install -e .
           python --version
       - name: Install jax specific dependencies
         run: |
-          conda activate pymc-dev-py39
+          conda activate pymc-test-py39
           pip install "numpyro>=0.8.0"
       - name: Run tests
         run: |

.pre-commit-config.yaml

@@ -24,7 +24,7 @@ repos:
     - id: pyupgrade
       args: [--py37-plus]
 - repo: https://github.com/psf/black
-  rev: 21.12b0
+  rev: 22.1.0
   hooks:
     - id: black
 - repo: https://github.com/PyCQA/pylint

benchmarks/benchmarks/benchmarks.py

@@ -32,9 +32,9 @@ def glm_hierarchical_model(random_seed=123):
 
     n_counties = len(data.county.unique())
     with pm.Model() as model:
-        mu_a = pm.Normal("mu_a", mu=0.0, sd=100 ** 2)
+        mu_a = pm.Normal("mu_a", mu=0.0, sd=100**2)
         sigma_a = pm.HalfCauchy("sigma_a", 5)
-        mu_b = pm.Normal("mu_b", mu=0.0, sd=100 ** 2)
+        mu_b = pm.Normal("mu_b", mu=0.0, sd=100**2)
         sigma_b = pm.HalfCauchy("sigma_b", 5)
         a = pm.Normal("a", mu=0, sd=1, shape=n_counties)
         b = pm.Normal("b", mu=0, sd=1, shape=n_counties)
@@ -70,7 +70,7 @@ def mixture_model(random_seed=1234):
     # Initialization can be poorly specified, this is a hack to make it work
     start = {
         "mu": mu_true.copy(),
-        "tau_log__": np.log(1.0 / sigma ** 2),
+        "tau_log__": np.log(1.0 / sigma**2),
         "w_stickbreaking__": np.array([-0.03, 0.44]),
     }
     return model, start
@@ -137,8 +137,8 @@ def time_drug_evaluation(self):
             group2_mean = pm.Normal("group2_mean", y_mean, sd=y_std)
             group1_std = pm.Uniform("group1_std", lower=sigma_low, upper=sigma_high)
             group2_std = pm.Uniform("group2_std", lower=sigma_low, upper=sigma_high)
-            lambda_1 = group1_std ** -2
-            lambda_2 = group2_std ** -2
+            lambda_1 = group1_std**-2
+            lambda_2 = group2_std**-2
 
             nu = pm.Exponential("ν_minus_one", 1 / 29.0) + 1
 
@@ -147,7 +147,7 @@ def time_drug_evaluation(self):
             diff_of_means = pm.Deterministic("difference of means", group1_mean - group2_mean)
             pm.Deterministic("difference of stds", group1_std - group2_std)
             pm.Deterministic(
-                "effect size", diff_of_means / np.sqrt((group1_std ** 2 + group2_std ** 2) / 2)
+                "effect size", diff_of_means / np.sqrt((group1_std**2 + group2_std**2) / 2)
             )
             pm.sample(
                 draws=20000, cores=4, chains=4, progressbar=False, compute_convergence_checks=False

conda-envs/environment-dev-py37.yml

@@ -4,30 +4,32 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aeppl=0.0.18
+- aeppl=0.0.26
 - aesara=2.3.8
 - arviz>=0.11.4
+- blas
 - cachetools>=4.2.1
 - cloudpickle
 - fastprogress>=0.2.0
 - h5py>=2.7
-- ipython
+- ipython>=7.16
 - myst-nb
-- numpy>=1.15
+- numpy>=1.15.0
 - numpydoc<1.2
-- pandas>=0.24
+- pandas>=0.24.0
 - pip
 - pre-commit>=2.8.0
 - pydata-sphinx-theme
 - pytest-cov>=2.5
 - pytest>=3.0
 - python-graphviz
 - python=3.7
-- scipy>1.4.1
+- scipy>=1.4.1,<1.8.0
 - sphinx-copybutton
 - sphinx-notfound-page
 - sphinx>=1.5
-- typing-extensions
+- typing-extensions>=3.7.4
+- watermark
 - pip:
   - polyagamma
   - sphinx-design

conda-envs/environment-dev-py38.yml

@@ -4,14 +4,15 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aeppl=0.0.18
+- aeppl=0.0.26
 - aesara=2.3.8
 - arviz>=0.11.4
+- blas
 - cachetools>=4.2.1
 - cloudpickle
 - fastprogress>=0.2.0
 - h5py>=2.7
-- ipython
+- ipython>=7.16
 - myst-nb
 - numpy>=1.15.0
 - numpydoc<1.2
@@ -23,11 +24,12 @@ dependencies:
 - pytest>=3.0
 - python-graphviz
 - python=3.8
-- scipy>1.4.1
+- scipy>=1.4.1,<1.8.0
 - sphinx-copybutton
 - sphinx-notfound-page
 - sphinx>=1.5
 - typing-extensions>=3.7.4
+- watermark
 - pip:
   - polyagamma
   - sphinx-design

conda-envs/environment-dev-py39.yml

@@ -4,30 +4,32 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aeppl=0.0.18
+- aeppl=0.0.26
 - aesara=2.3.8
 - arviz>=0.11.4
+- blas
 - cachetools>=4.2.1
 - cloudpickle
 - fastprogress>=0.2.0
 - h5py>=2.7
-- ipython
+- ipython>=7.16
 - myst-nb
 - numpy>=1.15.0
 - numpydoc<1.2
-- pandas
+- pandas>=0.24.0
 - pip
 - pre-commit>=2.8.0
 - pydata-sphinx-theme
 - pytest-cov>=2.5
 - pytest>=3.0
 - python-graphviz
 - python=3.9
-- scipy>1.4.1
+- scipy>=1.4.1,<1.8.0
 - sphinx-copybutton
 - sphinx-notfound-page
 - sphinx>=1.5
 - typing-extensions>=3.7.4
+- watermark
 - pip:
   - polyagamma
   - sphinx-design

conda-envs/environment-test-py37.yml

@@ -4,22 +4,23 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aeppl=0.0.18
+- aeppl=0.0.26
 - aesara=2.3.8
 - arviz>=0.11.4
+- blas
 - cachetools>=4.2.1
 - cloudpickle
 - fastprogress>=0.2.0
 - h5py>=2.7
-- ipython
+- ipython>=7.16
 - libblas=*=*mkl
 - mkl-service
 - numpy>=1.15.0
-- pandas>=0.24
+- pandas>=0.24.0
 - pre-commit>=2.8.0
 - pytest-cov>=2.5
 - pytest>=3.0
 - python-graphviz
 - python=3.7
-- scipy>1.4.1
-- typing-extensions
+- scipy>=1.4.1,<1.8.0
+- typing-extensions>=3.7.4

conda-envs/environment-test-py38.yml

@@ -4,22 +4,23 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aeppl=0.0.18
+- aeppl=0.0.26
 - aesara=2.3.8
 - arviz>=0.11.4
+- blas
 - cachetools>=4.2.1
 - cloudpickle
 - fastprogress>=0.2.0
 - h5py>=2.7
-- ipython
+- ipython>=7.16
 - libblas=*=*mkl
 - mkl-service
 - numpy>=1.15.0
-- pandas
+- pandas>=0.24.0
 - pre-commit>=2.8.0
 - pytest-cov>=2.5
 - pytest>=3.0
 - python-graphviz
 - python=3.8
-- scipy>1.4.1
+- scipy>=1.4.1,<1.8.0
 - typing-extensions>=3.7.4

conda-envs/environment-test-py39.yml

@@ -4,22 +4,23 @@ channels:
 - conda-forge
 - defaults
 dependencies:
-- aeppl=0.0.18
+- aeppl=0.0.26
 - aesara=2.3.8
 - arviz>=0.11.4
-- cachetools
+- blas
+- cachetools>=4.2.1
 - cloudpickle
 - fastprogress>=0.2.0
-- h5py
+- h5py>=2.7
 - ipython>=7.16
 - libblas=*=*mkl
 - mkl-service
 - numpy>=1.15.0
-- pandas
+- pandas>=0.24.0
 - pre-commit>=2.8.0
 - pytest-cov>=2.5
 - pytest>=3.0
 - python-graphviz
 - python=3.9
-- scipy>1.4.1
+- scipy>=1.4.1,<1.8.0
 - typing-extensions>=3.7.4

conda-envs/windows-environment-dev-py38.yml

@@ -4,22 +4,23 @@ channels:
 - defaults
 dependencies:
  # base dependencies (see install guide for Windows)
-- aeppl=0.0.18
+- aeppl=0.0.26
 - aesara=2.3.8
 - arviz>=0.11.4
+- blas
 - cachetools>=4.2.1
 - cloudpickle
 - fastprogress>=0.2.0
-- h5py
+- h5py>=2.7
 - numpy>=1.15.0
-- pandas
+- pandas>=0.24.0
 - pip
 - python=3.8
 - python-graphviz
-- scipy>1.4.1
+- scipy>=1.4.1,<1.8.0
 - typing-extensions>=3.7.4
 # Extra stuff for dev, testing and docs build
-- ipython
+- ipython>=7.16
 - myst-nb
 - numpydoc<1.2
 - pre-commit>=2.8.0