Remove GLM submodule in v4 (#4682)

* remove GLM submodule and its test

* add glm reference to Bambi

* add GLM removal to release notes

Co-authored-by: Farhan Reynaldo <[email protected]>

Author: farhanreynaldo

.github/workflows/pytest.yml

@@ -50,9 +50,6 @@ jobs:
             --ignore=pymc3/tests/test_special_functions.py
             --ignore=pymc3/tests/test_updates.py
             --ignore=pymc3/tests/test_examples.py
-            --ignore=pymc3/tests/test_glm.py
-            --ignore=pymc3/tests/test_glm_utils.py
-            --ignore=pymc3/tests/test_glm_linear.py
             --ignore=pymc3/tests/test_gp.py
             --ignore=pymc3/tests/test_model.py
             --ignore=pymc3/tests/test_model_func.py
@@ -78,8 +75,6 @@ jobs:
             pymc3/tests/test_distributions.py
             pymc3/tests/test_distributions_random.py
             pymc3/tests/test_examples.py
-            pymc3/tests/test_glm.py
-            pymc3/tests/test_glm_utils.py
             pymc3/tests/test_gp.py
             pymc3/tests/test_model.py
             pymc3/tests/test_model_func.py

RELEASE-NOTES.md

@@ -4,6 +4,7 @@
 ### Breaking Changes
 - ⚠ Theano-PyMC has been replaced with Aesara, so all external references to `theano`, `tt`, and `pymc3.theanof` need to be replaced with `aesara`, `at`, and `pymc3.aesaraf` (see [4471](https://github.com/pymc-devs/pymc3/pull/4471)).
 - 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.
 - ...
 
 ### New Features

docs/source/api/glm.rst

@@ -4,5 +4,7 @@ Generalized Linear Models
 
 .. currentmodule:: pymc3.glm.linear
 
-.. automodule:: pymc3.glm.linear
-   :members:
+Generalized Linear Models are delegated to the
+`Bambi <https://bambinos.github.io/bambi>`_.
+library, a high-level Bayesian model-building
+interface built on top of the PyMC3.

pymc3/__init__.py

@@ -52,7 +52,6 @@ def __set_compiler_flags():
 from pymc3.distributions import *
 from pymc3.distributions import transforms
 from pymc3.exceptions import *
-from pymc3.glm import *
 from pymc3.math import (
     expand_packed_triangular,
     invlogit,