Merge branch 'pymc-devs:main' into main

Author: ciguaran

.github/workflows/devcontainer-docker-image.yml

@@ -19,30 +19,30 @@ jobs:
 
     steps:
     - name: Checkout source
-      uses: actions/checkout@2541b1294d2704b0964813337f33b291d3f8596b
+      uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
 
     - name: Setup Docker buildx
-      uses: docker/setup-buildx-action@v2.4.1
+      uses: docker/setup-buildx-action@v3.0.0
 
     - name: Prepare metadata
       id: meta
-      uses: docker/metadata-action@69f6fc9d46f2f8bf0d5491e4aabe0bb8c6a4678a
+      uses: docker/metadata-action@96383f45573cb7f253c731d3b3ab81c87ef81934
       with:
         images: ${{ env.REGISTRY }}/${{ env.IMAGE_NAME }}
         tags: |
           type=sha,enable=true,prefix=git-
           type=raw,value=latest
 
     - name: Log into registry ${{ env.REGISTRY }}
-      uses: docker/login-action@49ed152c8eca782a232dede0303416e8f356c37b
+      uses: docker/login-action@343f7c4344506bcbf9b4de18042ae17996df046d
       with:
         registry: ${{ env.REGISTRY }}
         username: ${{ github.actor }}
         password: ${{ secrets.GITHUB_TOKEN }}
 
     - name: Build and push Docker image
       id: docker_build
-      uses: docker/build-push-action@3b5e8027fcad23fda98b2e3ac259d8d67585f671
+      uses: docker/build-push-action@0565240e2d4ab88bba5387d719585280857ece09
       with:
         context: .
         file: scripts/dev.Dockerfile

.github/workflows/dispatched_pre-commit.yml

@@ -7,7 +7,7 @@ jobs:
   runPreCommit:
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
         with:
           repository: ${{github.event.client_payload.pull_request.head.repo.full_name}}
           ref: ${{github.event.client_payload.pull_request.head.ref}}

.github/workflows/docker-image.yml

@@ -13,17 +13,17 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - name: Checkout code
-        uses: actions/checkout@v3
+        uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
 
       - name: Login to Docker Hub
-        uses: docker/login-action@v2
+        uses: docker/login-action@343f7c4344506bcbf9b4de18042ae17996df046d
         with:
           username: ${{ secrets.DOCKERHUB_USERNAME }}
           password: ${{ secrets.DOCKERHUB_TOKEN }}
 
       - name: Extract metadata (tags, labels) for Docker
         id: meta
-        uses: docker/metadata-action@v4
+        uses: docker/metadata-action@96383f45573cb7f253c731d3b3ab81c87ef81934
         with:
           images: |
               name=pymc/pymc,enable=true
@@ -34,7 +34,7 @@ jobs:
               type=semver,pattern={{major}}.{{minor}}
 
       - name: Build and load image
-        uses: docker/build-push-action@3b5e8027fcad23fda98b2e3ac259d8d67585f671
+        uses: docker/build-push-action@0565240e2d4ab88bba5387d719585280857ece09
         with:
           context: .
           file: scripts/Dockerfile
@@ -46,7 +46,7 @@ jobs:
            docker run --rm ${{ env.CONTAINER_NAME }} conda run -n pymc-dev python -c 'import pymc;print(pymc.__version__)'
 
       - name: Build and push
-        uses: docker/build-push-action@3b5e8027fcad23fda98b2e3ac259d8d67585f671
+        uses: docker/build-push-action@0565240e2d4ab88bba5387d719585280857ece09
         with:
           context: .
           push: true

.github/workflows/pre-commit.yml

@@ -11,16 +11,18 @@ jobs:
     env:
       SKIP: no-commit-to-branch
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
     - uses: actions/setup-python@v4
+      with:
+        python-version: "3.9"  # Run pre-commit on oldest supported Python version
     - uses: pre-commit/[email protected]
   mypy:
     runs-on: ubuntu-latest
     defaults:
       run:
         shell: bash -l {0}
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
       - name: Cache conda
         uses: actions/cache@v3
         env:
@@ -50,7 +52,7 @@ jobs:
           activate-environment: pymc-test
           channel-priority: strict
           environment-file: conda-envs/environment-test.yml
-          python-version: 3.9
+          python-version: "3.9"  # Run pre-commit on oldest supported Python version
           use-mamba: true
           use-only-tar-bz2: false # IMPORTANT: This may break caching of conda packages! See https://github.com/conda-incubator/setup-miniconda/issues/267
       - name: Install-pymc and mypy dependencies

.github/workflows/release.yml

@@ -11,7 +11,7 @@ jobs:
     env:
       PYPI_TOKEN: ${{ secrets.PYPI_TOKEN_PYMC }}
     steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
     - name: Set up Python
       uses: actions/setup-python@v4
       with:

.github/workflows/tests.yml

@@ -24,7 +24,7 @@ jobs:
     outputs:
       changes: ${{ steps.changes.outputs.src }}
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
         with:
           fetch-depth: 0
       - uses: dorny/paths-filter@v2
@@ -93,7 +93,10 @@ jobs:
             tests/gp/test_gp.py
             tests/gp/test_mean.py
             tests/gp/test_util.py
-            tests/test_model.py
+            tests/model/test_core.py
+            tests/model/test_fgraph.py
+            tests/model/transform/test_basic.py
+            tests/model/transform/test_conditioning.py
             tests/test_model_graph.py
             tests/ode/test_ode.py
             tests/ode/test_utils.py
@@ -126,7 +129,7 @@ jobs:
       run:
         shell: bash -l {0}
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
       - name: Cache conda
         uses: actions/cache@v3
         env:
@@ -187,7 +190,7 @@ jobs:
         python-version: ["3.9"]
         test-subset:
           - tests/variational/test_approximations.py tests/variational/test_callbacks.py tests/variational/test_inference.py tests/variational/test_opvi.py tests/test_initial_point.py
-          - tests/test_model.py tests/sampling/test_mcmc.py
+          - tests/model/test_core.py tests/sampling/test_mcmc.py
           - tests/gp/test_cov.py tests/gp/test_gp.py tests/gp/test_mean.py tests/gp/test_util.py tests/ode/test_ode.py tests/ode/test_utils.py tests/smc/test_smc.py tests/sampling/test_parallel.py
           - tests/step_methods/test_metropolis.py tests/step_methods/test_slicer.py tests/step_methods/hmc/test_nuts.py tests/step_methods/test_compound.py tests/step_methods/hmc/test_hmc.py
 
@@ -200,7 +203,7 @@ jobs:
       run:
         shell: cmd
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
       - name: Cache conda
         uses: actions/cache@v3
         env:
@@ -266,7 +269,7 @@ jobs:
             tests/sampling/test_parallel.py
             tests/test_data.py
             tests/variational/test_minibatch_rv.py
-            tests/test_model.py
+            tests/model/test_core.py
 
           - |
             tests/sampling/test_mcmc.py
@@ -283,7 +286,7 @@ jobs:
       run:
         shell: bash -l {0}
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
       - name: Cache conda
         uses: actions/cache@v3
         env:
@@ -351,16 +354,16 @@ jobs:
       run:
         shell: bash -l {0}
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
       - name: Cache conda
         uses: actions/cache@v3
         env:
-          # Increase this value to reset cache if environment-test.yml has not changed
+          # Increase this value to reset cache if environment-jax.yml has not changed
           CACHE_NUMBER: 0
         with:
           path: ~/conda_pkgs_dir
           key: ${{ runner.os }}-py${{matrix.python-version}}-conda-${{ env.CACHE_NUMBER }}-${{
-            hashFiles('conda-envs/environment-test.yml') }}
+            hashFiles('conda-envs/environment-jax.yml') }}
       - name: Cache multiple paths
         uses: actions/cache@v3
         env:
@@ -380,7 +383,7 @@ jobs:
           mamba-version: "*"
           activate-environment: pymc-test
           channel-priority: strict
-          environment-file: conda-envs/environment-test.yml
+          environment-file: conda-envs/environment-jax.yml
           python-version: ${{matrix.python-version}}
           use-mamba: true
           use-only-tar-bz2: false # IMPORTANT: This may break caching of conda packages! See https://github.com/conda-incubator/setup-miniconda/issues/267
@@ -389,11 +392,6 @@ jobs:
           conda activate pymc-test
           pip install -e .
           python --version
-      - name: Install external samplers
-        run: |
-          conda activate pymc-test
-          pip install "numpyro>=0.8.0"
-          pip install git+https://github.com/blackjax-devs/[email protected]
       - name: Run tests
         run: |
           python -m pytest -vv --cov=pymc --cov-report=xml --no-cov-on-fail --cov-report term --durations=50 $TEST_SUBSET
@@ -424,7 +422,7 @@ jobs:
       run:
         shell: cmd
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11
       - name: Cache conda
         uses: actions/cache@v3
         env:

.pre-commit-config.yaml

@@ -29,17 +29,17 @@ repos:
     - id: isort
       name: isort
 - repo: https://github.com/asottile/pyupgrade
-  rev: v3.9.0
+  rev: v3.10.1
   hooks:
     - id: pyupgrade
       args: [--py37-plus]
 - repo: https://github.com/psf/black
-  rev: 23.7.0
+  rev: 23.9.1
   hooks:
     - id: black
     - id: black-jupyter
 - repo: https://github.com/PyCQA/pylint
-  rev: v3.0.0a6
+  rev: v3.0.0a7
   hooks:
     - id: pylint
       args: [--rcfile=.pylintrc]

CITATION.bib

@@ -1,12 +1,10 @@
-@article{Salvatier2016,
-  doi = {10.7717/peerj-cs.55},
-  url = {https://doi.org/10.7717/peerj-cs.55},
-  year  = {2016},
-  month = {apr},
+@article{pymc2023,
+  title={PyMC: A Modern and Comprehensive Probabilistic Programming Framework in Python},
+  author={Abril-Pla Oriol and Andreani Virgile and Carroll Colin and Dong Larry and Fonnesbeck Christopher J. and Kochurov Maxim and Kumar Ravin and Lao Jupeng and Luhmann Christian C. and Martin Osvaldo A. and Osthege Michael and Vieira Ricardo and Wiecki Thomas and Zinkov Robert},
+  journal = {{PeerJ} Computer Science},
   publisher = {{PeerJ}},
-  volume = {2},
-  pages = {e55},
-  author = {John Salvatier and Thomas V. Wiecki and Christopher Fonnesbeck},
-  title = {Probabilistic programming in Python using {PyMC}3},
-  journal = {{PeerJ} Computer Science}
+  volume={9},
+  pages={e1516},
+  year={2023},
+  doi={10.7717/peerj-cs.1516}
 }

README.rst

@@ -47,7 +47,7 @@ Learn Bayesian statistics with a book together with PyMC
 --------------------------------------------------------
 
 -  `Probabilistic Programming and Bayesian Methods for Hackers <https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers>`__: Fantastic book with many applied code examples.
--  `PyMC port of the book "Doing Bayesian Data Analysis" by John Kruschke <https://github.com/aloctavodia/Doing_bayesian_data_analysis>`__ as well as the `second edition <https://github.com/JWarmenhoven/DBDA-python>`__: Principled introduction to Bayesian data analysis.
+-  `PyMC port of the book "Doing Bayesian Data Analysis" by John Kruschke <https://github.com/cluhmann/DBDA-python>`__ as well as the `first edition <https://github.com/aloctavodia/Doing_bayesian_data_analysis>`__.
 -  `PyMC port of the book "Statistical Rethinking A Bayesian Course with Examples in R and Stan" by Richard McElreath <https://github.com/pymc-devs/resources/tree/master/Rethinking>`__
 -  `PyMC port of the book "Bayesian Cognitive Modeling" by Michael Lee and EJ Wagenmakers <https://github.com/pymc-devs/resources/tree/master/BCM>`__: Focused on using Bayesian statistics in cognitive modeling.
 -  `Bayesian Analysis with Python  <https://www.packtpub.com/big-data-and-business-intelligence/bayesian-analysis-python-second-edition>`__ (second edition) by Osvaldo Martin: Great introductory book. (`code <https://github.com/aloctavodia/BAP>`__ and errata).
@@ -68,12 +68,12 @@ Citing PyMC
 ===========
 Please choose from the following:
 
-- |DOIpaper| *Probabilistic programming in Python using PyMC3*, Salvatier J., Wiecki T.V., Fonnesbeck C. (2016)
+- |DOIpaper| *PyMC: A Modern and Comprehensive Probabilistic Programming Framework in Python*, Abril-Pla O, Andreani V, Carroll C, Dong L, Fonnesbeck CJ, Kochurov M, Kumar R, Lao J, Luhmann CC, Martin OA, Osthege M, Vieira R, Wiecki T, Zinkov R. (2023)
 - |DOIzenodo| A DOI for all versions.
 - DOIs for specific versions are shown on Zenodo and under `Releases <https://github.com/pymc-devs/pymc/releases>`_
 
-.. |DOIpaper| image:: https://img.shields.io/badge/DOI-10.7717%2Fpeerj--cs.55-blue
-     :target: https://doi.org/10.7717/peerj-cs.55
+.. |DOIpaper| image:: https://img.shields.io/badge/DOI-10.7717%2Fpeerj--cs.1516-blue
+     :target: https://doi.org/10.7717/peerj-cs.1516
 .. |DOIzenodo| image:: https://zenodo.org/badge/DOI/10.5281/zenodo.4603970.svg
    :target: https://doi.org/10.5281/zenodo.4603970
 

conda-envs/environment-dev.yml

@@ -14,7 +14,7 @@ dependencies:
 - numpy>=1.15.0
 - pandas>=0.24.0
 - pip
-- pytensor>=2.14.1,<2.15
+- pytensor>=2.17.0,<2.18
 - python-graphviz
 - networkx
 - scipy>=1.4.1
@@ -36,7 +36,7 @@ dependencies:
 - watermark
 - polyagamma
 - sphinx-remove-toctrees
-- mypy=0.990
+- mypy=1.5.1
 - types-cachetools
 - pip:
   - git+https://github.com/pymc-devs/pymc-sphinx-theme

conda-envs/environment-docs.yml

@@ -12,7 +12,7 @@ dependencies:
 - numpy>=1.15.0
 - pandas>=0.24.0
 - pip
-- pytensor>=2.14.1,<2.15
+- pytensor>=2.17.0,<2.18
 - python-graphviz
 - scipy>=1.4.1
 - typing-extensions>=3.7.4

conda-envs/environment-jax.yml

@@ -0,0 +1,38 @@
+# "test" conda envs are used to set up our CI environment in GitHub actions
+name: pymc-test
+channels:
+- conda-forge
+- defaults
+dependencies:
+# Base dependencies
+- arviz>=0.13.0
+- blas
+- cachetools>=4.2.1
+- cloudpickle
+- fastprogress>=0.2.0
+- h5py>=2.7
+# Jaxlib version must not be greater than jax version!
+- blackjax>=1.0.0
+- jaxlib==0.4.14
+- jax==0.4.16
+- libblas=*=*mkl
+- mkl-service
+- numpy>=1.15.0
+- numpyro>=0.8.0
+- pandas>=0.24.0
+- pip
+- pytensor>=2.17.0,<2.18
+- python-graphviz
+- networkx
+- scipy>=1.4.1
+- typing-extensions>=3.7.4
+# Extra dependencies for testing
+- ipython>=7.16
+- pre-commit>=2.8.0
+- pytest-cov>=2.5
+- pytest>=3.0
+- mypy=1.5.1
+- types-cachetools
+- pip:
+  - numdifftools>=0.9.40
+  - mcbackend>=0.4.0

conda-envs/environment-test.yml

@@ -17,7 +17,7 @@ dependencies:
 - numpy>=1.15.0
 - pandas>=0.24.0
 - pip
-- pytensor>=2.14.1,<2.15
+- pytensor>=2.17.0,<2.18
 - python-graphviz
 - networkx
 - scipy>=1.4.1
@@ -27,7 +27,7 @@ dependencies:
 - pre-commit>=2.8.0
 - pytest-cov>=2.5
 - pytest>=3.0
-- mypy=0.990
+- mypy=1.5.1
 - types-cachetools
 - pip:
   - numdifftools>=0.9.40