pymc-extras 0.2.7__py3-none-any.whl → 0.3.1__py3-none-any.whl

pymc_extras/inference/pathfinder/pathfinder.py

@@ -63,7 +63,7 @@ from rich.text import Text
 # TODO: change to typing.Self after Python versions greater than 3.10
 from typing_extensions import Self
 
-from pymc_extras.inference.laplace import add_data_to_inferencedata
+from pymc_extras.inference.laplace_approx.idata import add_data_to_inference_data
 from pymc_extras.inference.pathfinder.importance_sampling import (
     importance_sampling as _importance_sampling,
 )
@@ -1759,6 +1759,6 @@ def fit_pathfinder(
         importance_sampling=importance_sampling,
     )
 
-    idata = add_data_to_inferencedata(idata, progressbar, model, compile_kwargs)
+    idata = add_data_to_inference_data(idata, progressbar, model, compile_kwargs)
 
     return idata

pymc_extras/linearmodel.py

@@ -2,10 +2,12 @@ import numpy as np
 import pandas as pd
 import pymc as pm
 
+from sklearn.base import BaseEstimator
+
 from pymc_extras.model_builder import ModelBuilder
 
 
-class LinearModel(ModelBuilder):
+class LinearModel(ModelBuilder, BaseEstimator):
     def __init__(
         self, model_config: dict | None = None, sampler_config: dict | None = None, nsamples=100
     ):

pymc_extras/model/marginal/graph_analysis.py

@@ -5,6 +5,7 @@ from itertools import zip_longest
 
 from pymc import SymbolicRandomVariable
 from pymc.model.fgraph import ModelVar
+from pymc.variational.minibatch_rv import MinibatchRandomVariable
 from pytensor.graph import Variable, ancestors
 from pytensor.graph.basic import io_toposort
 from pytensor.tensor import TensorType, TensorVariable
@@ -313,6 +314,9 @@ def _subgraph_batch_dim_connection(var_dims: VAR_DIMS, input_vars, output_vars)
 
             var_dims[node.outputs[0]] = output_dims
 
+        elif isinstance(node.op, MinibatchRandomVariable):
+            var_dims[node.outputs[0]] = inputs_dims[0]
+
         else:
             raise NotImplementedError(f"Marginalization through operation {node} not supported.")
 

pymc_extras/prior.py

@@ -84,6 +84,7 @@ from __future__ import annotations
 import copy
 
 from collections.abc import Callable
+from functools import partial
 from inspect import signature
 from typing import Any, Protocol, runtime_checkable
 
@@ -278,7 +279,7 @@ class VariableFactory(Protocol):
 def sample_prior(
     factory: VariableFactory,
     coords=None,
-    name: str = "var",
+    name: str = "variable",
     wrap: bool = False,
     **sample_prior_predictive_kwargs,
 ) -> xr.Dataset:
@@ -292,7 +293,7 @@ def sample_prior(
         The coordinates for the variable, by default None.
         Only required if the dims are specified.
     name : str, optional
-        The name of the variable, by default "var".
+        The name of the variable, by default "variable".
     wrap : bool, optional
         Whether to wrap the variable in a `pm.Deterministic` node, by default False.
     sample_prior_predictive_kwargs : dict
@@ -362,7 +363,7 @@ class Prior:
 
     - `preliz` attribute to get the equivalent distribution in `preliz`
     - `sample_prior` method to sample from the prior
-    - `graph` get a dummy model graph with the distribution
+    - `to_graph` get a dummy model graph with the distribution
     - `constrain` to shift the distribution to a different range
 
     Parameters
@@ -900,7 +901,7 @@ class Prior:
     def sample_prior(
         self,
         coords=None,
-        name: str = "var",
+        name: str = "variable",
         **sample_prior_predictive_kwargs,
     ) -> xr.Dataset:
         """Sample the prior distribution for the variable.
@@ -911,7 +912,7 @@ class Prior:
             The coordinates for the variable, by default None.
             Only required if the dims are specified.
         name : str, optional
-            The name of the variable, by default "var".
+            The name of the variable, by default "variable".
         sample_prior_predictive_kwargs : dict
             Additional arguments to pass to `pm.sample_prior_predictive`.
 
@@ -1175,7 +1176,7 @@ class Censored:
         """Create a censored distribution from a dictionary."""
         data = data["data"]
         return cls(  # type: ignore
-            distribution=Prior.from_dict(data["dist"]),
+            distribution=deserialize(data["dist"]),
             lower=data["lower"],
             upper=data["upper"],
         )
@@ -1354,3 +1355,34 @@ def _is_censored_type(data: dict) -> bool:
 
 register_deserialization(is_type=_is_prior_type, deserialize=Prior.from_dict)
 register_deserialization(is_type=_is_censored_type, deserialize=Censored.from_dict)
+
+
+def __getattr__(name: str):
+    """Get Prior class through the module.
+
+    Examples
+    --------
+    Create a normal distribution.
+
+    .. code-block:: python
+
+        from pymc_extras.prior import Normal
+
+        dist = Normal(mu=1, sigma=2)
+
+    Create a hierarchical normal distribution.
+
+    .. code-block:: python
+
+        import pymc_extras.prior as pr
+
+        dist = pr.Normal(mu=pr.Normal(), sigma=pr.HalfNormal(), dims="channel")
+        samples = dist.sample_prior(coords={"channel": ["C1", "C2", "C3"]})
+
+    """
+    # Protect against doctest
+    if name == "__wrapped__":
+        return
+
+    _get_pymc_distribution(name)
+    return partial(Prior, distribution=name)

pymc_extras/statespace/core/statespace.py

@@ -2047,6 +2047,69 @@ class PyMCStateSpace:
 
         return scenario
 
+    def _build_forecast_model(
+        self, time_index, t0, forecast_index, scenario, filter_output, mvn_method
+    ):
+        filter_time_dim = TIME_DIM
+        temp_coords = self._fit_coords.copy()
+
+        dims = None
+        if all([dim in temp_coords for dim in [filter_time_dim, ALL_STATE_DIM, OBS_STATE_DIM]]):
+            dims = [TIME_DIM, ALL_STATE_DIM, OBS_STATE_DIM]
+
+        t0_idx = np.flatnonzero(time_index == t0)[0]
+
+        temp_coords["data_time"] = time_index
+        temp_coords[TIME_DIM] = forecast_index
+
+        mu_dims, cov_dims = None, None
+        if all([dim in self._fit_coords for dim in [TIME_DIM, ALL_STATE_DIM, ALL_STATE_AUX_DIM]]):
+            mu_dims = ["data_time", ALL_STATE_DIM]
+            cov_dims = ["data_time", ALL_STATE_DIM, ALL_STATE_AUX_DIM]
+
+        with pm.Model(coords=temp_coords) as forecast_model:
+            (_, _, *matrices), grouped_outputs = self._kalman_filter_outputs_from_dummy_graph(
+                data_dims=["data_time", OBS_STATE_DIM],
+            )
+
+            group_idx = FILTER_OUTPUT_TYPES.index(filter_output)
+            mu, cov = grouped_outputs[group_idx]
+
+            sub_dict = {
+                data_var: pt.as_tensor_variable(data_var.get_value(), name="data")
+                for data_var in forecast_model.data_vars
+            }
+
+            missing_data_vars = np.setdiff1d(
+                ar1=[*self.data_names, "data"], ar2=[k.name for k, _ in sub_dict.items()]
+            )
+            if missing_data_vars.size > 0:
+                raise ValueError(f"{missing_data_vars} data used for fitting not found!")
+
+            mu_frozen, cov_frozen = graph_replace([mu, cov], replace=sub_dict, strict=True)
+
+            x0 = pm.Deterministic(
+                "x0_slice", mu_frozen[t0_idx], dims=mu_dims[1:] if mu_dims is not None else None
+            )
+            P0 = pm.Deterministic(
+                "P0_slice", cov_frozen[t0_idx], dims=cov_dims[1:] if cov_dims is not None else None
+            )
+
+            _ = LinearGaussianStateSpace(
+                "forecast",
+                x0,
+                P0,
+                *matrices,
+                steps=len(forecast_index),
+                dims=dims,
+                sequence_names=self.kalman_filter.seq_names,
+                k_endog=self.k_endog,
+                append_x0=False,
+                method=mvn_method,
+            )
+
+        return forecast_model
+
     def forecast(
         self,
         idata: InferenceData,
@@ -2139,8 +2202,6 @@ class PyMCStateSpace:
                   the latent state trajectories: `y[t] = Z @ x[t] + nu[t]`, where `nu ~ N(0, H)`.
 
         """
-        filter_time_dim = TIME_DIM
-
         _validate_filter_arg(filter_output)
 
         compile_kwargs = kwargs.pop("compile_kwargs", {})
@@ -2185,58 +2246,23 @@ class PyMCStateSpace:
             use_scenario_index=use_scenario_index,
         )
         scenario = self._finalize_scenario_initialization(scenario, forecast_index)
-        temp_coords = self._fit_coords.copy()
-
-        dims = None
-        if all([dim in temp_coords for dim in [filter_time_dim, ALL_STATE_DIM, OBS_STATE_DIM]]):
-            dims = [TIME_DIM, ALL_STATE_DIM, OBS_STATE_DIM]
-
-        t0_idx = np.flatnonzero(time_index == t0)[0]
-
-        temp_coords["data_time"] = time_index
-        temp_coords[TIME_DIM] = forecast_index
-
-        mu_dims, cov_dims = None, None
-        if all([dim in self._fit_coords for dim in [TIME_DIM, ALL_STATE_DIM, ALL_STATE_AUX_DIM]]):
-            mu_dims = ["data_time", ALL_STATE_DIM]
-            cov_dims = ["data_time", ALL_STATE_DIM, ALL_STATE_AUX_DIM]
-
-        with pm.Model(coords=temp_coords) as forecast_model:
-            (_, _, *matrices), grouped_outputs = self._kalman_filter_outputs_from_dummy_graph(
-                scenario=scenario,
-                data_dims=["data_time", OBS_STATE_DIM],
-            )
-
-            for name in self.data_names:
-                if name in scenario.keys():
-                    pm.set_data(
-                        {"data": np.zeros((len(forecast_index), self.k_endog))},
-                        coords={"data_time": np.arange(len(forecast_index))},
-                    )
-                    break
 
-            group_idx = FILTER_OUTPUT_TYPES.index(filter_output)
-            mu, cov = grouped_outputs[group_idx]
-
-            x0 = pm.Deterministic(
-                "x0_slice", mu[t0_idx], dims=mu_dims[1:] if mu_dims is not None else None
-            )
-            P0 = pm.Deterministic(
-                "P0_slice", cov[t0_idx], dims=cov_dims[1:] if cov_dims is not None else None
-            )
+        forecast_model = self._build_forecast_model(
+            time_index=time_index,
+            t0=t0,
+            forecast_index=forecast_index,
+            scenario=scenario,
+            filter_output=filter_output,
+            mvn_method=mvn_method,
+        )
 
-            _ = LinearGaussianStateSpace(
-                "forecast",
-                x0,
-                P0,
-                *matrices,
-                steps=len(forecast_index),
-                dims=dims,
-                sequence_names=self.kalman_filter.seq_names,
-                k_endog=self.k_endog,
-                append_x0=False,
-                method=mvn_method,
-            )
+        with forecast_model:
+            if scenario is not None:
+                dummy_obs_data = np.zeros((len(forecast_index), self.k_endog))
+                pm.set_data(
+                    scenario | {"data": dummy_obs_data},
+                    coords={"data_time": np.arange(len(forecast_index))},
+                )
 
         forecast_model.rvs_to_initial_values = {
             k: None for k in forecast_model.rvs_to_initial_values.keys()

pymc_extras/statespace/filters/kalman_smoother.py

@@ -105,7 +105,7 @@ class KalmanSmoother:
         a_hat, P_hat = self.predict(a, P, T, R, Q)
 
         # Use pinv, otherwise P_hat is singular when there is missing data
-        smoother_gain = matrix_dot(pt.linalg.pinv(P_hat), T, P).T
+        smoother_gain = matrix_dot(pt.linalg.pinv(P_hat, hermitian=True), T, P).T
         a_smooth_next = a + smoother_gain @ (a_smooth - a_hat)
 
         P_smooth_next = P + quad_form_sym(smoother_gain, P_smooth - P_hat)

{pymc_extras-0.2.7.dist-info → pymc_extras-0.3.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pymc-extras
-Version: 0.2.7
+Version: 0.3.1
 Summary: A home for new additions to PyMC, which may include unusual probability distribitions, advanced model fitting algorithms, or any code that may be inappropriate to include in the pymc repository, but may want to be made available to users.
 Project-URL: Documentation, https://pymc-extras.readthedocs.io/
 Project-URL: Repository, https://github.com/pymc-devs/pymc-extras.git
@@ -226,15 +226,13 @@ Classifier: License :: OSI Approved :: Apache Software License
 Classifier: Operating System :: OS Independent
 Classifier: Programming Language :: Python
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Classifier: Topic :: Scientific/Engineering
 Classifier: Topic :: Scientific/Engineering :: Mathematics
-Requires-Python: >=3.10
-Requires-Dist: better-optimize>=0.1.2
-Requires-Dist: preliz
+Requires-Python: >=3.11
+Requires-Dist: better-optimize>=0.1.4
 Requires-Dist: pydantic>=2.0.0
 Requires-Dist: pymc>=5.21.1
 Requires-Dist: scikit-learn
@@ -247,6 +245,7 @@ Requires-Dist: xhistogram; extra == 'dask-histogram'
 Provides-Extra: dev
 Requires-Dist: blackjax; extra == 'dev'
 Requires-Dist: dask[all]<2025.1.1; extra == 'dev'
+Requires-Dist: preliz>=0.5.0; extra == 'dev'
 Requires-Dist: pytest-mock; extra == 'dev'
 Requires-Dist: pytest>=6.0; extra == 'dev'
 Requires-Dist: statsmodels; extra == 'dev'

{pymc_extras-0.2.7.dist-info → pymc_extras-0.3.1.dist-info}/RECORD

@@ -1,9 +1,9 @@
 pymc_extras/__init__.py,sha256=YsR6OG72aW73y6dGS7w3nGGMV-V-ImHkmUOXKMPfMRA,1230
 pymc_extras/deserialize.py,sha256=dktK5gsR96X3zAUoRF5udrTiconknH3uupiAWqkZi0M,5937
-pymc_extras/linearmodel.py,sha256=6eitl15Ec15mSZu7zoHZ7Wwy4U1DPwqfAgwEt6ILeIc,3920
+pymc_extras/linearmodel.py,sha256=KkvZ_DBXOD6myPgVNzu742YV0OzDK449_pDqNC5yae4,3975
 pymc_extras/model_builder.py,sha256=sAw77fxdiy046BvDPjocuMlbJ0Efj-CDAGtmcwYmoG0,26361
 pymc_extras/printing.py,sha256=G8mj9dRd6i0PcsbcEWZm56ek6V8mmil78RI4MUhywBs,6506
-pymc_extras/prior.py,sha256=dmw9Jz4DXRxT9jA-L3QSgMOODKqcim4NC5XguARSbxU,38718
+pymc_extras/prior.py,sha256=0XbyRRVuS7aKY5gmvJr_iq4fGyHrRDeI_OjWu_O7CTA,39449
 pymc_extras/distributions/__init__.py,sha256=fDbrBt9mxEVp2CDPwnyCW3oiutzZ0PduB8EUH3fUrjI,1377
 pymc_extras/distributions/continuous.py,sha256=530wvcO-QcYVdiVN-iQRveImWfyJzzmxiZLMVShP7w4,11251
 pymc_extras/distributions/discrete.py,sha256=HNi-K0_hnNWTcfyBkWGh26sc71FwBgukQ_EjGAaAOjY,13036
@@ -15,21 +15,24 @@ pymc_extras/distributions/transforms/__init__.py,sha256=FUp2vyRE6_2eUcQ_FVt5Dn0-
 pymc_extras/distributions/transforms/partial_order.py,sha256=oEZlc9WgnGR46uFEjLzKEUxlhzIo2vrUUbBE3vYrsfQ,8404
 pymc_extras/gp/__init__.py,sha256=sFHw2y3lEl5tG_FDQHZUonQ_k0DF1JRf0Rp8dpHmge0,745
 pymc_extras/gp/latent_approx.py,sha256=cDEMM6H1BL2qyKg7BZU-ISrKn2HJe7hDaM4Y8GgQDf4,6682
-pymc_extras/inference/__init__.py,sha256=UH6S0bGfQKKyTSuqf7yezdy9PeE2bDU8U1v4eIRv4ZI,887
-pymc_extras/inference/find_map.py,sha256=g_qXZbMz6w-De9wCMbBx8yLNkQANdPVWxLN7nJ0O17I,18523
-pymc_extras/inference/fit.py,sha256=oe20RAajImZ-VD9Ucbzri8Bof4Y2KHNhNRG19v9O3lI,1336
-pymc_extras/inference/laplace.py,sha256=Rq_D6veUYmW93GEyU8UZXiQquvJw-lK1np7NPxKCFqU,22064
+pymc_extras/inference/__init__.py,sha256=YJIBqHoJnjglof7SVESH3u67li_ETmMy24zajld0DNE,917
+pymc_extras/inference/fit.py,sha256=U_jfzuyjk5bV6AvOxtOKzBg-q4z-_BOR06Hn38T0W6E,1328
+pymc_extras/inference/laplace_approx/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+pymc_extras/inference/laplace_approx/find_map.py,sha256=DihZO3XgiIs7JFKgriluSQDdinMQZG1xjkrQ4OUREno,13859
+pymc_extras/inference/laplace_approx/idata.py,sha256=Ldkzny9qgYg9My2ydIaQfzKJ73y-xcgC7VJiGvbZhWE,13221
+pymc_extras/inference/laplace_approx/laplace.py,sha256=M8s8GfHE5SgNLOiyiHsDuMDvYGEaBMjjqthVnrxY248,18724
+pymc_extras/inference/laplace_approx/scipy_interface.py,sha256=qMxYodmmxaUGsOp1jc7HxBJc6L8NnmFT2Fd4UNNXu2c,8835
 pymc_extras/inference/pathfinder/__init__.py,sha256=FhAYrCWNx_dCrynEdjg2CZ9tIinvcVLBm67pNx_Y3kA,101
 pymc_extras/inference/pathfinder/importance_sampling.py,sha256=NwxepXOFit3cA5zEebniKdlnJ1rZWg56aMlH4MEOcG4,6264
 pymc_extras/inference/pathfinder/lbfgs.py,sha256=GOoJBil5Kft_iFwGNUGKSeqzI5x_shA4KQWDwgGuQtQ,7110
-pymc_extras/inference/pathfinder/pathfinder.py,sha256=GW04HQurj_3Nlo1C6_K2tEIeigo8x0buV3FqDLA88PQ,64439
+pymc_extras/inference/pathfinder/pathfinder.py,sha256=yme_wBHnREaT5gSOD6CZ0nb87oScmXjplERiQb0mcAg,64454
 pymc_extras/inference/smc/__init__.py,sha256=wyaT4NJl1YsSQRLiDy-i0Jq3CbJZ2BQd4nnCk-dIngY,603
 pymc_extras/inference/smc/sampling.py,sha256=AYwmKqGoV6pBtKnh9SUbBKbN7VcoFgb3MmNWV7SivMA,15365
 pymc_extras/model/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pymc_extras/model/model_api.py,sha256=UHMfQXxWBujeSiUySU0fDUC5Sd_BjT8FoVz3iBxQH_4,2400
 pymc_extras/model/marginal/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pymc_extras/model/marginal/distributions.py,sha256=iM1yT7_BmivgUSloQPKE2QXGPgjvLqDMY_OTBGsdAWg,15563
-pymc_extras/model/marginal/graph_analysis.py,sha256=0hWUH_PjfpgneQ3NaT__pWHS1fh50zNbI86kH4Nub0E,15693
+pymc_extras/model/marginal/graph_analysis.py,sha256=l_WSZHivm82297zMIm8i3G_h2F-4Tq397pQlcuEP-0I,15874
 pymc_extras/model/marginal/marginal_model.py,sha256=oIdikaSnefCkyMxmzAe222qGXNucxZpHYk7548fK6iA,23631
 pymc_extras/model/transforms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pymc_extras/model/transforms/autoreparam.py,sha256=_NltGWmNqi_X9sHCqAvWcBveLTPxVy11-wENFTcN6kk,12377
@@ -39,11 +42,11 @@ pymc_extras/statespace/__init__.py,sha256=0MtZj7yT6jcyERvITnn-nkhyY8fO6Za4_vV53C
 pymc_extras/statespace/core/__init__.py,sha256=huHEiXAm8zV2MZyZ8GBHp6q7_fnWqveM7lC6ilpb3iE,309
 pymc_extras/statespace/core/compile.py,sha256=9FZfE8Bi3VfElxujfOIKRVvmyL9M5R0WfNEqPc5kbVQ,1603
 pymc_extras/statespace/core/representation.py,sha256=DwNIun6wdeEA20oWBx5M4govyWTf5JI87aGQ_E6Mb4U,18956
-pymc_extras/statespace/core/statespace.py,sha256=9jCQ4odmLK3S33tQzKMqck2gsgVoo-C3hOCBX5dc9lA,104674
+pymc_extras/statespace/core/statespace.py,sha256=mr0jDeCEfclCAGfEfEzMsogiuonGO9k2BV67wH_YKio,105627
 pymc_extras/statespace/filters/__init__.py,sha256=N9Q4D0gAq_ZtT-GtrqiX1HkSg6Orv7o1TbrWUtnbTJE,420
 pymc_extras/statespace/filters/distributions.py,sha256=-s1c5s2zm6FMc0UqKSrWnJzIF4U5bvJT_3mMNTyV_ak,11927
 pymc_extras/statespace/filters/kalman_filter.py,sha256=Z6kxsbW8_VQ6ZcPjDMA5d_XPfdUY1-4GfRwKbBNfVZs,31438
-pymc_extras/statespace/filters/kalman_smoother.py,sha256=SAjnqtiDdvV79Pp4jp6UzrdIMmH1lqXhCj5WLeHusr8,4167
+pymc_extras/statespace/filters/kalman_smoother.py,sha256=5jlSZAPveJzD5Q8omnpn7Gb1jgElBMgixGR7H9zoH8U,4183
 pymc_extras/statespace/filters/utilities.py,sha256=iwdaYnO1cO06t_XUjLLRmqb8vwzzVH6Nx1iyZcbJL2k,1584
 pymc_extras/statespace/models/ETS.py,sha256=08sbiuNvKdxcgKzS7jWj-z4jf-su73WFkYc8sKkGdEs,28538
 pymc_extras/statespace/models/SARIMAX.py,sha256=aXR6KYuqtSBOk-jvm9NvnOX5vu4QesBgCIL-KR89SXs,22207
@@ -60,7 +63,7 @@ pymc_extras/utils/linear_cg.py,sha256=KkXhuimFsrKtNd_0By2ApxQQQNm5FdBtmDQJOVbLYk
 pymc_extras/utils/model_equivalence.py,sha256=8QIftID2HDxD659i0RXHazQ-l2Q5YegCRLcDqb2p9Pc,2187
 pymc_extras/utils/prior.py,sha256=QlWVr7uKIK9VncBw7Fz3YgaASKGDfqpORZHc-vz_9gQ,6841
 pymc_extras/utils/spline.py,sha256=qGq0gcoMG5dpdazKFzG0RXkkCWP8ADPPXN-653-oFn4,4820
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