pymc-extras 0.7.0__py3-none-any.whl → 0.8.0__py3-none-any.whl

pymc_extras/inference/laplace_approx/laplace.py

@@ -137,7 +137,7 @@ def get_conditional_gaussian_approximation(
     hess = pytensor.graph.replace.graph_replace(hess, {x: x0})
 
     # Full log(p(x | y, params)) using the Laplace approximation (up to a constant)
-    _, logdetQ = pt.nlinalg.slogdet(Q)
+    _, logdetQ = pt.linalg.slogdet(Q)
     conditional_gaussian_approx = (
         -0.5 * x.T @ (-hess + Q) @ x + x.T @ (Q @ mu + jac - hess @ x0) + 0.5 * logdetQ
     )
@@ -153,7 +153,7 @@ def unpack_last_axis(packed_input, packed_shapes):
         return [pt.split_dims(packed_input, packed_shapes[0], axis=-1)]
 
     keep_axes = tuple(range(packed_input.ndim))[:-1]
-    return pt.unpack(packed_input, axes=keep_axes, packed_shapes=packed_shapes)
+    return pt.unpack(packed_input, keep_axes=keep_axes, packed_shapes=packed_shapes)
 
 
 def draws_from_laplace_approx(

pymc_extras/inference/pathfinder/pathfinder.py

@@ -385,7 +385,7 @@ def inverse_hessian_factors(
     # more performant and numerically precise to use solve than inverse: https://jax.readthedocs.io/en/latest/_autosummary/jax.numpy.linalg.inv.html
 
     # E_inv: (L, J, J)
-    E_inv = pt.slinalg.solve_triangular(E, Ij, check_finite=False)
+    E_inv = pt.linalg.solve_triangular(E, Ij, check_finite=False)
     eta_diag = pytensor.scan(pt.diag, sequences=[eta], return_updates=False)
 
     # block_dd: (L, J, J)

pymc_extras/prior.py

@@ -1575,9 +1575,9 @@ def __getattr__(name: str):
         samples = dist.sample_prior(coords={"channel": ["C1", "C2", "C3"]})
 
     """
-    # Protect against doctest
-    if name == "__wrapped__":
-        return
+    # Ignore Python internal attributes needed for introspection
+    if name.startswith("__"):
+        raise AttributeError(name)
 
     _get_pymc_distribution(name)
     return partial(Prior, distribution=name)

pymc_extras/statespace/core/properties.py

@@ -0,0 +1,276 @@
+from __future__ import annotations
+
+from collections.abc import Iterator
+from copy import deepcopy
+from dataclasses import dataclass, fields
+from typing import Generic, Protocol, Self, TypeVar
+
+from pytensor.tensor.variable import TensorVariable
+
+from pymc_extras.statespace.utils.constants import (
+    ALL_STATE_AUX_DIM,
+    ALL_STATE_DIM,
+    OBS_STATE_AUX_DIM,
+    OBS_STATE_DIM,
+    SHOCK_AUX_DIM,
+    SHOCK_DIM,
+)
+
+
+class StateSpaceLike(Protocol):
+    @property
+    def state_names(self) -> tuple[str, ...]: ...
+
+    @property
+    def observed_states(self) -> tuple[str, ...]: ...
+
+    @property
+    def shock_names(self) -> tuple[str, ...]: ...
+
+
+@dataclass(frozen=True)
+class Property:
+    def __str__(self) -> str:
+        return "\n".join(f"{f.name}: {getattr(self, f.name)}" for f in fields(self))
+
+
+T = TypeVar("T", bound=Property)
+
+
+@dataclass(frozen=True)
+class Info(Generic[T]):
+    items: tuple[T, ...] | None
+    key_field: str | tuple[str, ...] = "name"
+    _index: dict[str | tuple, T] | None = None
+
+    def __post_init__(self):
+        index = {}
+        if self.items is None:
+            object.__setattr__(self, "items", ())
+        else:
+            object.__setattr__(self, "items", tuple(self.items))
+
+        for item in self.items:
+            key = self._key(item)
+            if key in index:
+                raise ValueError(f"Duplicate {self.key_field} '{key}' detected.")
+            index[key] = item
+        object.__setattr__(self, "_index", index)
+
+    def _key(self, item: T) -> str | tuple:
+        if isinstance(self.key_field, tuple):
+            return tuple(getattr(item, f) for f in self.key_field)
+        return getattr(item, self.key_field)
+
+    def get(self, key: str | tuple, default=None) -> T | None:
+        return self._index.get(key, default)
+
+    def __getitem__(self, key: str | tuple) -> T:
+        try:
+            return self._index[key]
+        except KeyError as e:
+            available = ", ".join(str(k) for k in self._index.keys())
+            raise KeyError(f"No {self.key_field} '{key}'. Available: [{available}]") from e
+
+    def __contains__(self, key: object) -> bool:
+        return key in self._index
+
+    def __iter__(self) -> Iterator[T]:
+        return iter(self.items)
+
+    def __len__(self) -> int:
+        return len(self.items)
+
+    def __str__(self) -> str:
+        return f"{self.key_field}s: {tuple(self._index.keys())}"
+
+    def add(self, new_item: T) -> Self:
+        return type(self)((*self.items, new_item))
+
+    def merge(self, other: Self, overwrite_duplicates: bool = False) -> Self:
+        if not isinstance(other, type(self)):
+            raise TypeError(f"Cannot merge {type(other).__name__} with {type(self).__name__}")
+
+        overlapping = set(self._index.keys()) & set(other._index.keys())
+        if overlapping and overwrite_duplicates:
+            return type(self)(
+                (
+                    *self.items,
+                    *(item for item in other.items if self._key(item) not in overlapping),
+                )
+            )
+
+        return type(self)(self.items + other.items)
+
+    @property
+    def names(self) -> tuple[str, ...]:
+        if isinstance(self.key_field, tuple):
+            return tuple(item.name for item in self.items)
+        return tuple(self._index.keys())
+
+    def copy(self) -> Info[T]:
+        return deepcopy(self)
+
+
+@dataclass(frozen=True)
+class Parameter(Property):
+    name: str
+    shape: tuple[int, ...] | None = None
+    dims: tuple[str, ...] | None = None
+    constraints: str | None = None
+
+
+@dataclass(frozen=True)
+class ParameterInfo(Info[Parameter]):
+    def __init__(self, parameters: tuple[Parameter, ...] | None):
+        super().__init__(items=parameters, key_field="name")
+
+    def to_dict(self):
+        return {
+            param.name: {"shape": param.shape, "constraints": param.constraints, "dims": param.dims}
+            for param in self.items
+        }
+
+
+@dataclass(frozen=True)
+class Data(Property):
+    name: str
+    shape: tuple[int | None, ...] | None = None
+    dims: tuple[str, ...] | None = None
+    is_exogenous: bool = False
+
+
+@dataclass(frozen=True)
+class DataInfo(Info[Data]):
+    def __init__(self, data: tuple[Data, ...] | None):
+        super().__init__(items=data, key_field="name")
+
+    @property
+    def needs_exogenous_data(self) -> bool:
+        return any(d.is_exogenous for d in self.items)
+
+    @property
+    def exogenous_names(self) -> tuple[str, ...]:
+        return tuple(d.name for d in self.items if d.is_exogenous)
+
+    def __str__(self) -> str:
+        return f"data: {[d.name for d in self.items]}\nneeds exogenous data: {self.needs_exogenous_data}"
+
+    def to_dict(self):
+        return {
+            data.name: {"shape": data.shape, "dims": data.dims, "exogenous": data.is_exogenous}
+            for data in self.items
+        }
+
+
+@dataclass(frozen=True)
+class Coord(Property):
+    dimension: str
+    labels: tuple[str | int, ...]
+
+
+@dataclass(frozen=True)
+class CoordInfo(Info[Coord]):
+    def __init__(self, coords: tuple[Coord, ...] | None = None):
+        super().__init__(items=coords, key_field="dimension")
+
+    def __str__(self) -> str:
+        base = "coordinates:"
+        for coord in self.items:
+            coord_str = str(coord)
+            indented = "\n".join("  " + line for line in coord_str.splitlines())
+            base += "\n" + indented + "\n"
+        return base
+
+    @classmethod
+    def default_coords_from_model(cls, model: StateSpaceLike) -> CoordInfo:
+        states = tuple(model.state_names)
+        obs_states = tuple(model.observed_states)
+        shocks = tuple(model.shock_names)
+
+        dim_to_labels = (
+            (ALL_STATE_DIM, states),
+            (ALL_STATE_AUX_DIM, states),
+            (OBS_STATE_DIM, obs_states),
+            (OBS_STATE_AUX_DIM, obs_states),
+            (SHOCK_DIM, shocks),
+            (SHOCK_AUX_DIM, shocks),
+        )
+
+        coords = tuple(Coord(dimension=dim, labels=labels) for dim, labels in dim_to_labels)
+        return cls(coords=coords)
+
+    def to_dict(self):
+        return {coord.dimension: tuple(coord.labels) for coord in self.items}
+
+
+@dataclass(frozen=True)
+class State(Property):
+    name: str
+    observed: bool
+    shared: bool = False
+
+
+@dataclass(frozen=True)
+class StateInfo(Info[State]):
+    def __init__(self, states: tuple[State, ...] | None):
+        super().__init__(items=states, key_field=("name", "observed"))
+
+    def __contains__(self, key: object) -> bool:
+        if isinstance(key, str):
+            return any(s.name == key for s in self.items)
+        return key in self._index
+
+    def __str__(self) -> str:
+        return (
+            f"states: {[s.name for s in self.items]}\nobserved: {[s.observed for s in self.items]}"
+        )
+
+    @property
+    def observed_state_names(self) -> tuple[str, ...]:
+        return tuple(s.name for s in self.items if s.observed)
+
+    @property
+    def unobserved_state_names(self) -> tuple[str, ...]:
+        return tuple(s.name for s in self.items if not s.observed)
+
+
+@dataclass(frozen=True)
+class Shock(Property):
+    name: str
+
+
+@dataclass(frozen=True)
+class ShockInfo(Info[Shock]):
+    def __init__(self, shocks: tuple[Shock, ...] | None):
+        super().__init__(items=shocks, key_field="name")
+
+
+@dataclass(frozen=True)
+class SymbolicVariable(Property):
+    name: str
+    symbolic_variable: TensorVariable
+
+
+@dataclass(frozen=True)
+class SymbolicVariableInfo(Info[SymbolicVariable]):
+    def __init__(self, symbolic_variables: tuple[SymbolicVariable, ...] | None = None):
+        super().__init__(items=symbolic_variables, key_field="name")
+
+    def to_dict(self):
+        return {variable.name: variable.symbolic_variable for variable in self.items}
+
+
+@dataclass(frozen=True)
+class SymbolicData(Property):
+    name: str
+    symbolic_data: TensorVariable
+
+
+@dataclass(frozen=True)
+class SymbolicDataInfo(Info[SymbolicData]):
+    def __init__(self, symbolic_data: tuple[SymbolicData, ...] | None = None):
+        super().__init__(items=symbolic_data, key_field="name")
+
+    def to_dict(self):
+        return {data.name: data.symbolic_data for data in self.items}