Merge branch 'master' into cover-choose-chains

Author: MarcoGorelli

.github/workflows/arviz_compat.yml

@@ -18,7 +18,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     env:
       TEST_SUBSET: ${{ matrix.test-subset }}
-      THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc.cxxflags='-march=native'
+      THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc__cxxflags='-march=native'
     defaults:
       run:
         shell: bash -l {0}
@@ -33,6 +33,18 @@ jobs:
           path: ~/conda_pkgs_dir
           key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
             hashFiles('conda-envs/environment-dev-py38.yml') }}
+      - name: Cache multiple paths
+        uses: actions/cache@v2
+        env:
+          # Increase this value to reset cache if requirements.txt has not changed
+          CACHE_NUMBER: 0
+        with:
+          path: |
+            ~/.cache/pip
+            $RUNNER_TOOL_CACHE/Python/*
+            ~\AppData\Local\pip\Cache
+          key: ${{ runner.os }}-build-${{ matrix.python-version }}-${{
+            hashFiles('requirements.txt') }}
       - uses: conda-incubator/setup-miniconda@v2
         with:
           activate-environment: pymc3-dev-py38
@@ -47,7 +59,7 @@ jobs:
       - name: Install latest arviz
         run: |
           conda activate pymc3-dev-py38
-          conda remove arviz -y
+          pip uninstall arviz -y
           pip install git+git://github.com/arviz-devs/arviz.git
       - name: Run tests
         run: |

.github/workflows/pytest.yml

@@ -21,6 +21,7 @@ jobs:
             --ignore=pymc3/tests/test_examples.py
             --ignore=pymc3/tests/test_gp.py
             --ignore=pymc3/tests/test_mixture.py
+            --ignore=pymc3/tests/test_ode.py
             --ignore=pymc3/tests/test_parallel_sampling.py
             --ignore=pymc3/tests/test_posteriors.py
             --ignore=pymc3/tests/test_quadpotential.py
@@ -43,6 +44,7 @@ jobs:
           - |
             pymc3/tests/test_examples.py
             pymc3/tests/test_mixture.py
+            pymc3/tests/test_ode.py
             pymc3/tests/test_posteriors.py
             pymc3/tests/test_quadpotential.py
           - |
@@ -59,7 +61,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     env:
       TEST_SUBSET: ${{ matrix.test-subset }}
-      THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc.cxxflags='-march=native'
+      THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc__cxxflags='-march=native'
     defaults:
       run:
         shell: bash -l {0}
@@ -74,6 +76,18 @@ jobs:
           path: ~/conda_pkgs_dir
           key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
             hashFiles('conda-envs/environment-dev-py36.yml') }}
+      - name: Cache multiple paths
+        uses: actions/cache@v2
+        env:
+          # Increase this value to reset cache if requirements.txt has not changed
+          CACHE_NUMBER: 0
+        with:
+          path: |
+            ~/.cache/pip
+            $RUNNER_TOOL_CACHE/Python/*
+            ~\AppData\Local\pip\Cache
+          key: ${{ runner.os }}-build-${{ matrix.python-version }}-${{
+            hashFiles('requirements.txt') }}
       - uses: conda-incubator/setup-miniconda@v2
         with:
           activate-environment: pymc3-dev-py36

.github/workflows/windows.yml

@@ -17,7 +17,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     env:
       TEST_SUBSET: ${{ matrix.test-subset }}
-      THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc.cxxflags='-march=core2'
+      THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc__cxxflags='-march=core2'
     defaults:
       run:
         shell: bash -l {0}
@@ -32,12 +32,29 @@ jobs:
           path: ~/conda_pkgs_dir
           key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
             hashFiles('conda-envs/environment-dev-py37.yml') }}
+      - name: Cache multiple paths
+        uses: actions/cache@v2
+        env:
+          # Increase this value to reset cache if requirements.txt has not changed
+          CACHE_NUMBER: 0
+        with:
+          path: |
+            ~/.cache/pip
+            $RUNNER_TOOL_CACHE/Python/*
+            ~\AppData\Local\pip\Cache
+          key: ${{ runner.os }}-build-${{ matrix.python-version }}-${{
+            hashFiles('requirements.txt') }}
       - uses: conda-incubator/setup-miniconda@v2
         with:
           activate-environment: pymc3-dev-py37
           channel-priority: strict
           environment-file: conda-envs/environment-dev-py37.yml
           use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
+      - name: Install-pymc3
+        run: |
+          conda activate pymc3-dev-py37
+          pip install -e .
+          python --version
       - run: |
           conda activate pymc3-dev-py37
           python -m pytest -vv --cov=pymc3 --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET

.pre-commit-config.yaml

@@ -11,6 +11,7 @@ repos:
     -   id: no-commit-to-branch
         args: [--branch, master]
     -   id: requirements-txt-fixer
+        exclude: ^requirements-dev\.txt$
     -   id: trailing-whitespace
 - repo: https://github.com/nbQA-dev/nbQA
   rev: 0.5.4
@@ -61,6 +62,19 @@ repos:
       language: python
       name: Check no tests are ignored
       pass_filenames: false
+    - id: conda-env-sort
+      additional_dependencies: [pyyaml]
+      entry: python scripts/sort_conda_envs.py
+      files: ^conda-envs/
+      language: python
+      name: Sort dependencies in conda envs
+      types: [yaml]
+    - id: pip-from-conda
+      additional_dependencies: [pyyaml]
+      entry: python scripts/generate_pip_deps_from_conda.py
+      files: ^conda-envs/
+      language: python
+      name: Generate pip dependency from conda
     - id: no-relative-imports
       name: No relative imports
       entry: from \.[\.\w]* import

CONTRIBUTING.md

@@ -15,6 +15,8 @@ We appreciate being notified of problems with the existing PyMC code. We prefer
 
 Please verify that your issue is not being currently addressed by other issues or pull requests by using the GitHub search tool to look for key words in the project issue tracker.
 
+Filter on the ["beginner friendly"](https://github.com/pymc-devs/pymc3/issues?q=is%3Aopen+is%3Aissue+label%3A%22beginner+friendly%22) label for issues which are good for new contributors.
+
 # Contributing code via pull requests
 
 While issue reporting is valuable, we strongly encourage users who are inclined to do so to submit patches for new or existing issues via pull requests. This is particularly the case for simple fixes, such as typos or tweaks to documentation, which do not require a heavy investment of time and attention.
@@ -38,7 +40,7 @@ The preferred workflow for contributing to PyMC3 is to fork the [GitHub reposito
 3. Create a ``feature`` branch to hold your development changes:
 
    ```bash
-   $ git switch -c my-feature
+   $ git checkout -b my-feature
    ```
 
    Always use a ``feature`` branch. It's good practice to never routinely work on the ``master`` branch of any repository.
@@ -147,4 +149,6 @@ Follow [TensorFlow's style guide](https://www.tensorflow.org/community/contribut
 
 For documentation strings, we *prefer* [numpy style](https://numpydoc.readthedocs.io/en/latest/format.html) to comply with the style that predominates in our upstream dependencies.
 
+Finally, see the [PyMC3 Python Code Style](https://github.com/pymc-devs/pymc3/wiki/PyMC3-Python-Code-Style) and the [PyMC's Jupyter Notebook Style](https://github.com/pymc-devs/pymc3/wiki/PyMC's-Jupyter-Notebook-Style) guides.
+
 #### This guide was derived from the [scikit-learn guide to contributing](https://github.com/scikit-learn/scikit-learn/blob/master/CONTRIBUTING.md)

RELEASE-NOTES.md

@@ -4,6 +4,7 @@
 
 ### 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)).
 
 ## PyMC3 3.10.0 (7 December 2020)
 

conda-envs/environment-dev-py36.yml

@@ -1,31 +1,22 @@
 name: pymc3-dev-py36
 channels:
-  - conda-forge
-  - defaults
+- conda-forge
+- defaults
 dependencies:
-  - python=3.6
-  - arviz>=0.9
-  - theano-pymc==1.0.11
-  - numpy>=1.13
-  - scipy>=0.18
-  - pandas>=0.18
-  - patsy>=0.5
-  - fastprogress>=0.2
-  - h5py>=2.7
-  - typing-extensions>=3.7
-  - python-graphviz
-  - ipython>=7.16
-  - nbsphinx>=0.4
-  - numpydoc>=0.9
-  - pre-commit>=2.8.0
-  - pytest-cov>=2.5
-  - pytest>=3.0
-  - recommonmark>=0.4
-  - sphinx-autobuild>=0.7
-  - sphinx>=1.5
-  - watermark
-  - dataclasses  # python_version < 3.7
-  - contextvars  # python_version < 3.7
-  - mkl-service
-  - dill
-  - libblas=*=*mkl
+- contextvars
+- dataclasses
+- h5py>=2.7
+- ipython>=7.16
+- libblas=*=*mkl
+- mkl-service
+- nbsphinx>=0.4
+- numpydoc>=0.9
+- pre-commit>=2.8.0
+- pytest-cov>=2.5
+- pytest>=3.0
+- python-graphviz
+- python=3.6
+- recommonmark>=0.4
+- sphinx-autobuild>=0.7
+- sphinx>=1.5
+- watermark

conda-envs/environment-dev-py37.yml

@@ -1,29 +1,20 @@
 name: pymc3-dev-py37
 channels:
-  - conda-forge
-  - defaults
+- conda-forge
+- defaults
 dependencies:
-  - python=3.7
-  - arviz>=0.9
-  - theano-pymc==1.0.11
-  - numpy>=1.13
-  - scipy>=0.18
-  - pandas>=0.18
-  - patsy>=0.5
-  - fastprogress>=0.2
-  - h5py>=2.7
-  - typing-extensions>=3.7
-  - python-graphviz
-  - ipython>=7.16
-  - nbsphinx>=0.4
-  - numpydoc>=0.9
-  - pre-commit>=2.8.0
-  - pytest-cov>=2.5
-  - pytest>=3.0
-  - recommonmark>=0.4
-  - sphinx-autobuild>=0.7
-  - sphinx>=1.5
-  - watermark
-  - mkl-service
-  - dill
-  - libblas=*=*mkl
+- h5py>=2.7
+- ipython>=7.16
+- libblas=*=*mkl
+- mkl-service
+- nbsphinx>=0.4
+- numpydoc>=0.9
+- pre-commit>=2.8.0
+- pytest-cov>=2.5
+- pytest>=3.0
+- python-graphviz
+- python=3.7
+- recommonmark>=0.4
+- sphinx-autobuild>=0.7
+- sphinx>=1.5
+- watermark

conda-envs/environment-dev-py38.yml

@@ -1,29 +1,20 @@
 name: pymc3-dev-py38
 channels:
-  - conda-forge
-  - defaults
+- conda-forge
+- defaults
 dependencies:
-  - python=3.8
-  - arviz>=0.9
-  - theano-pymc==1.0.11
-  - numpy>=1.13
-  - scipy>=0.18
-  - pandas>=0.18
-  - patsy>=0.5
-  - fastprogress>=0.2
-  - h5py>=2.7
-  - typing-extensions>=3.7
-  - python-graphviz
-  - ipython>=7.16
-  - nbsphinx>=0.4
-  - numpydoc>=0.9
-  - pre-commit>=2.8.0
-  - pytest-cov>=2.5
-  - pytest>=3.0
-  - recommonmark>=0.4
-  - sphinx-autobuild>=0.7
-  - sphinx>=1.5
-  - watermark
-  - mkl-service
-  - dill
-  - libblas=*=*mkl
+- h5py>=2.7
+- ipython>=7.16
+- libblas=*=*mkl
+- mkl-service
+- nbsphinx>=0.4
+- numpydoc>=0.9
+- pre-commit>=2.8.0
+- pytest-cov>=2.5
+- pytest>=3.0
+- python-graphviz
+- python=3.8
+- recommonmark>=0.4
+- sphinx-autobuild>=0.7
+- sphinx>=1.5
+- watermark

pymc3/__init__.py

@@ -32,8 +32,8 @@ def __set_compiler_flags():
     # Workarounds for Theano compiler problems on various platforms
     import theano
 
-    current = theano.config.gcc.cxxflags
-    theano.config.gcc.cxxflags = f"{current} -Wno-c++11-narrowing"
+    current = theano.config.gcc__cxxflags
+    theano.config.gcc__cxxflags = f"{current} -Wno-c++11-narrowing"
 
 
 __set_compiler_flags()

pymc3/distributions/distribution.py

@@ -690,6 +690,7 @@ def draw_values(params, point=None, size=None):
     """
     # The following check intercepts and redirects calls to
     # draw_values in the context of sample_posterior_predictive
+    size = to_tuple(size)
     ppc_sampler = vectorized_ppc.get(None)
     if ppc_sampler is not None:
         # this is being done inside new, vectorized sample_posterior_predictive

pymc3/distributions/multivariate.py

@@ -724,7 +724,7 @@ def perform(self, node, inputs, outputs):
             pm._log.exception("Failed to check if %s positive definite", x)
             raise
 
-    def infer_shape(self, node, shapes):
+    def infer_shape(self, fgraph, node, shapes):
         return [[]]
 
     def grad(self, inp, grads):

pymc3/distributions/simulator.py

@@ -18,7 +18,7 @@
 
 from scipy.spatial import cKDTree
 
-from pymc3.distributions.distribution import NoDistribution, draw_values
+from pymc3.distributions.distribution import NoDistribution, draw_values, to_tuple
 
 __all__ = ["Simulator"]
 
@@ -114,11 +114,12 @@ def random(self, point=None, size=None):
         -------
         array
         """
+        size = to_tuple(size)
         params = draw_values([*self.params], point=point, size=size)
-        if size is None:
+        if len(size) == 0:
             return self.function(*params)
         else:
-            return np.array([self.function(*params) for _ in range(size)])
+            return np.array([self.function(*params) for _ in range(size[0])])
 
     def _str_repr(self, name=None, dist=None, formatting="plain"):
         if dist is None:

pymc3/math.py

@@ -363,7 +363,7 @@ def grad(self, inputs, gout):
         idx = tt.arange(gz.shape[-1])
         return [gz[..., idx, idx]]
 
-    def infer_shape(self, nodes, shapes):
+    def infer_shape(self, fgraph, nodes, shapes):
         return [(shapes[0][0],) + (shapes[0][1],) * 2]
 
 
@@ -422,7 +422,7 @@ def grad(self, inputs, gout):
         ]
         return [gout[0][slc] for slc in slices]
 
-    def infer_shape(self, nodes, shapes):
+    def infer_shape(self, fgraph, nodes, shapes):
         first, second = zip(*shapes)
         return [(tt.add(*first), tt.add(*second))]