Remove theanof.set_theano_conf and instead use the config context (#4329)

* Remove theanof.set_theano_conf and instead use the config context properly

Author: michaelosthege

RELEASE-NOTES.md

@@ -5,6 +5,8 @@
 ### Maintenance
 - Fixed bug whereby partial traces returns after keyboard interrupt during parallel sampling had fewer draws than would've been available [#4318](https://github.com/pymc-devs/pymc3/pull/4318)
 - Make `sample_shape` same across all contexts in `draw_values` (see [#4305](https://github.com/pymc-devs/pymc3/pull/4305)).
+- Removed `theanof.set_theano_config` because it illegally touched Theano's privates (see [#4329](https://github.com/pymc-devs/pymc3/pull/4329)).
+
 
 ## PyMC3 3.10.0 (7 December 2020)
 

pymc3/model.py

@@ -36,14 +36,7 @@
 from pymc3.exceptions import ImputationWarning
 from pymc3.math import flatten_list
 from pymc3.memoize import WithMemoization, memoize
-from pymc3.theanof import (
-    floatX,
-    generator,
-    gradient,
-    hessian,
-    inputvars,
-    set_theano_conf,
-)
+from pymc3.theanof import floatX, generator, gradient, hessian, inputvars
 from pymc3.util import get_transformed_name, get_var_name
 from pymc3.vartypes import continuous_types, discrete_types, isgenerator, typefilter
 
@@ -288,15 +281,17 @@ def __new__(cls, name, bases, dct, **kargs):  # pylint: disable=unused-argument
         def __enter__(self):
             self.__class__.context_class.get_contexts().append(self)
             # self._theano_config is set in Model.__new__
+            self._config_context = None
             if hasattr(self, "_theano_config"):
-                self._old_theano_config = set_theano_conf(self._theano_config)
+                self._config_context = theano.change_flags(**self._theano_config)
+                self._config_context.__enter__()
             return self
 
         def __exit__(self, typ, value, traceback):  # pylint: disable=unused-argument
             self.__class__.context_class.get_contexts().pop()
             # self._theano_config is set in Model.__new__
-            if hasattr(self, "_old_theano_config"):
-                set_theano_conf(self._old_theano_config)
+            if self._config_context:
+                self._config_context.__exit__(typ, value, traceback)
 
         dct[__enter__.__name__] = __enter__
         dct[__exit__.__name__] = __exit__

pymc3/tests/test_theanof.py

@@ -12,16 +12,14 @@
 #   See the License for the specific language governing permissions and
 #   limitations under the License.
 
-import collections
-
 from itertools import product
 
 import numpy as np
 import pytest
 import theano
 import theano.tensor as tt
 
-from pymc3.theanof import _conversion_map, set_theano_conf, take_along_axis
+from pymc3.theanof import _conversion_map, take_along_axis
 from pymc3.vartypes import int_types
 
 FLOATX = str(theano.config.floatX)
@@ -72,27 +70,6 @@ def np_take_along_axis(arr, indices, axis):
             return arr[_make_along_axis_idx(arr.shape, indices, _axis)]
 
 
-class TestSetTheanoConfig:
-    def test_invalid_key(self):
-        with pytest.raises(ValueError) as e:
-            set_theano_conf({"bad_key": True})
-        e.match("Unknown")
-
-    def test_restore_when_bad_key(self):
-        with theano.configparser.change_flags(compute_test_value="off"):
-            with pytest.raises(ValueError):
-                conf = collections.OrderedDict([("compute_test_value", "raise"), ("bad_key", True)])
-                set_theano_conf(conf)
-            assert theano.config.compute_test_value == "off"
-
-    def test_restore(self):
-        with theano.configparser.change_flags(compute_test_value="off"):
-            conf = set_theano_conf({"compute_test_value": "raise"})
-            assert conf == {"compute_test_value": "off"}
-            conf = set_theano_conf(conf)
-            assert conf == {"compute_test_value": "raise"}
-
-
 class TestTakeAlongAxis:
     def setup_class(self):
         self.inputs_buffer = dict()

pymc3/theanof.py

@@ -15,9 +15,8 @@
 import numpy as np
 import theano
 
-from theano import scalar
+from theano import change_flags, scalar
 from theano import tensor as tt
-from theano.configparser import change_flags
 from theano.gof import Op
 from theano.gof.graph import inputs
 from theano.sandbox.rng_mrg import MRG_RandomStreams
@@ -442,34 +441,6 @@ def floatX_array(x):
     return floatX(np.array(x))
 
 
-def set_theano_conf(values):
-    """Change the theano configuration and return old values.
-
-    This is similar to `theano.configparser.change_flags`, but it
-    returns the original values in a pickleable form.
-    """
-    variables = {}
-    unknown = set(values.keys())
-    for variable in theano.configparser._config_var_list:
-        if variable.fullname in values:
-            variables[variable.fullname] = variable
-            unknown.remove(variable.fullname)
-    if len(unknown) > 0:
-        raise ValueError("Unknown theano config settings: %s" % unknown)
-
-    old = {}
-    for name, variable in variables.items():
-        old_value = variable.__get__(True, None)
-        try:
-            variable.__set__(None, values[name])
-        except Exception:
-            for key, old_value in old.items():
-                variables[key].__set__(None, old_value)
-            raise
-        old[name] = old_value
-    return old
-
-
 def ix_(*args):
     """
     Theano np.ix_ analog