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Get tune mask from "tune" or "*__tune" stats
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This restores compatibility with MCMC runs from PyMC >= 5.7.0.

Closes #102
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michaelosthege committed Jan 17, 2024
1 parent a67d391 commit 3487ed7
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Showing 3 changed files with 36 additions and 10 deletions.
2 changes: 1 addition & 1 deletion mcbackend/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@
except ModuleNotFoundError:
pass

__version__ = "0.5.1"
__version__ = "0.5.2"
__all__ = [
"NumPyBackend",
"Backend",
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26 changes: 22 additions & 4 deletions mcbackend/core.py
Original file line number Diff line number Diff line change
Expand Up @@ -23,6 +23,9 @@
_log = logging.getLogger(__file__)


__all__ = ("is_rigid", "chain_id", "Chain", "Run", "Backend")


def is_rigid(nshape: Optional[Shape]):
"""Determines wheather the shape is constant.
Expand Down Expand Up @@ -133,6 +136,20 @@ def sample_stats(self) -> Dict[str, Variable]:
return {var.name: var for var in self.rmeta.sample_stats}


def get_tune_mask(chain: Chain, slc: slice = slice(None)) -> numpy.ndarray:
"""Load the tuning mask from either a ``"tune"``, or a ``"*__tune"`` stat.
Raises
------
KeyError
When no matching stat is found.
"""
for sname in chain.sample_stats:
if sname.endswith("__tune") or sname == "tune":
return chain.get_stats(sname, slc).astype(bool)
raise KeyError("No tune stat found.")


class Run:
"""A handle on one MCMC run."""

Expand Down Expand Up @@ -231,14 +248,15 @@ def to_inferencedata(self, *, equalize_chain_lengths: bool = True, **kwargs) ->
slc = slice(0, min_clen)

# Obtain a mask by which draws can be split into warmup/posterior
if "tune" in chain.sample_stats:
tune = chain.get_stats("tune", slc).astype(bool)
else:
try:
# Use the same slice to avoid shape issues in case the chain is still active
tune = get_tune_mask(chain, slc)
except KeyError:
if c == 0:
_log.warning(
"No 'tune' stat found. Assuming all iterations are posterior draws."
)
tune = numpy.full((chain_lengths[chain.cid],), False)
tune = numpy.full((slc.stop,), False)

# Split all variables draws into warmup/posterior
for var in variables:
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18 changes: 13 additions & 5 deletions mcbackend/test_utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -277,11 +277,12 @@ def test__get_chains(self):
assert len(chain) == 1
pass

def test__to_inferencedata(self):
@pytest.mark.parametrize("tstatname", ["tune", "sampler__tune", "nottune"])
def test__to_inferencedata(self, tstatname, caplog):
rmeta = make_runmeta(
flexibility=False,
sample_stats=[
Variable("tune", "bool"),
Variable(tstatname, "bool"),
Variable("sampler_0__logp", "float32"),
Variable("warning", "str"),
],
Expand All @@ -294,15 +295,22 @@ def test__to_inferencedata(self):
draws = [make_draw(rmeta.variables) for _ in range(n)]
stats = [make_draw(rmeta.sample_stats) for _ in range(n)]
for i, (d, s) in enumerate(zip(draws, stats)):
s["tune"] = i < 4
s[tstatname] = i < 4
chain.append(d, s)

idata = run.to_inferencedata()
assert isinstance(idata, arviz.InferenceData)
assert idata.warmup_posterior.dims["chain"] == 1
assert idata.warmup_posterior.dims["draw"] == 4
assert idata.posterior.dims["chain"] == 1
assert idata.posterior.dims["draw"] == 6
if tstatname == "nottune":
# Splitting into warmup/posterior requires a tune stat!
assert any("No 'tune' stat" in r.message for r in caplog.records)
assert idata.warmup_posterior.dims["draw"] == 0
assert idata.posterior.dims["draw"] == 10
else:
assert idata.warmup_posterior.dims["draw"] == 4
assert idata.posterior.dims["draw"] == 6

for var in rmeta.variables:
assert var.name in set(idata.posterior.keys())
for svar in rmeta.sample_stats:
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