Stop assigning initial values to test_value

Author: michaelosthege

RELEASE-NOTES.md

@@ -6,7 +6,7 @@
 - ⚠ PyMC3 now requires Scipy version `>= 1.4.1` (see [4857](https://github.com/pymc-devs/pymc3/pull/4857)).
 - ArviZ `plots` and `stats` *wrappers* were removed. The functions are now just available by their original names (see [#4549](https://github.com/pymc-devs/pymc3/pull/4471) and `3.11.2` release notes).
 - The GLM submodule has been removed, please use [Bambi](https://bambinos.github.io/bambi/) instead.
-- The `Distribution` keyword argument `testval` has been deprecated in favor of `initval`.
+- The `Distribution` keyword argument `testval` has been deprecated in favor of `initval`. Furthermore `initval` no longer assigns a `tag.test_value` on tensors since the initial values are now kept track of by the model object ([see #4913](https://github.com/pymc-devs/pymc3/pull/4913)).
 - `pm.sample` now returns results as `InferenceData` instead of `MultiTrace` by default (see [#4744](https://github.com/pymc-devs/pymc3/pull/4744)).
 - `pm.sample_prior_predictive` no longer returns transformed variable values by default. Pass them by name in `var_names` if you want to obtain these draws (see [4769](https://github.com/pymc-devs/pymc3/pull/4769)).
 - ...

pymc3/distributions/distribution.py

@@ -219,12 +219,14 @@ def __new__(
             # A batch size was specified through `dims`, or implied by `observed`.
             rv_out = change_rv_size(rv_var=rv_out, new_size=resize_shape, expand=True)
 
-        if initval is not None:
-            # Assigning the testval earlier causes trouble because the RV may not be created with the final shape already.
-            rv_out.tag.test_value = initval
-
         rv_out = model.register_rv(
-            rv_out, name, observed, total_size, dims=dims, transform=transform
+            rv_out,
+            name,
+            observed,
+            total_size,
+            dims=dims,
+            transform=transform,
+            initval=initval,
         )
 
         # add in pretty-printing support

pymc3/model.py

@@ -944,11 +944,10 @@ def cont_vars(self):
         return list(typefilter(self.value_vars, continuous_types))
 
     def set_initval(self, rv_var, initval):
-        initval = (
-            rv_var.type.filter(initval)
-            if initval is not None
-            else getattr(rv_var.tag, "test_value", None)
-        )
+        if initval is not None:
+            initval = rv_var.type.filter(initval)
+
+        test_value = getattr(rv_var.tag, "test_value", None)
 
         rv_value_var = self.rvs_to_values[rv_var]
         transform = getattr(rv_value_var.tag, "transform", None)
@@ -982,7 +981,17 @@ def initval_to_rvval(value_var, value):
             initval_fn = aesara.function(
                 [], rv_var, mode=mode, givens=givens, on_unused_input="ignore"
             )
-            initval = initval_fn()
+            try:
+                initval = initval_fn()
+            except NotImplementedError as ex:
+                if "Cannot sample from" in ex.args[0]:
+                    # The RV does not have a random number generator.
+                    # Our last chance is to take the test_value.
+                    # Note that this is a workaround for Flat and HalfFlat
+                    # until an initval default mechanism is implemented (#4752).
+                    initval = test_value
+                else:
+                    raise
 
         self.initial_values[rv_value_var] = initval
 

pymc3/tests/test_initvals.py

@@ -35,6 +35,7 @@ def test_new_warnings(self):
             with pytest.warns(DeprecationWarning, match="`testval` argument is deprecated"):
                 rv = pm.Uniform("u", 0, 1, testval=0.75)
                 assert pmodel.initial_values[rv.tag.value_var] == transform_fwd(rv, 0.75)
+                assert not hasattr(rv.tag, "test_value")
         pass