Fix remaining type problems in metropolis.py

Author: michaelosthege

pymc/aesaraf.py

@@ -35,7 +35,7 @@
 from aeppl.logprob import CheckParameterValue
 from aeppl.transforms import RVTransform
 from aesara import scalar
-from aesara.compile.mode import Mode, get_mode
+from aesara.compile import Function, Mode, get_mode
 from aesara.gradient import grad
 from aesara.graph import node_rewriter, rewrite_graph
 from aesara.graph.basic import (
@@ -1044,7 +1044,7 @@ def compile_pymc(
     random_seed: SeedSequenceSeed = None,
     mode=None,
     **kwargs,
-) -> Callable[..., Union[np.ndarray, List[np.ndarray]]]:
+) -> Function:
     """Use ``aesara.function`` with specialized pymc rewrites always enabled.
 
     This function also ensures shared RandomState/Generator used by RandomVariables

pymc/step_methods/arraystep.py

@@ -273,7 +273,7 @@ def step(self, point) -> Tuple[PointType, StatsType]:
         return super().step(point)
 
 
-def metrop_select(mr, q, q0):
+def metrop_select(mr: np.ndarray, q: np.ndarray, q0: np.ndarray) -> Tuple[np.ndarray, bool]:
     """Perform rejection/acceptance step for Metropolis class samplers.
 
     Returns the new sample q if a uniform random number is less than the

pymc/step_methods/metropolis.py

@@ -68,38 +68,29 @@ def __init__(self, s):
 
 class NormalProposal(Proposal):
     def __call__(self, rng: Optional[np.random.Generator] = None):
-        if rng is None:
-            rng = nr
-        return rng.normal(scale=self.s)
+        return (rng or nr).normal(scale=self.s)
 
 
 class UniformProposal(Proposal):
     def __call__(self, rng: Optional[np.random.Generator] = None):
-        if rng is None:
-            rng = nr
-        return rng.uniform(low=-self.s, high=self.s, size=len(self.s))
+        return (rng or nr).uniform(low=-self.s, high=self.s, size=len(self.s))
 
 
 class CauchyProposal(Proposal):
     def __call__(self, rng: Optional[np.random.Generator] = None):
-        if rng is None:
-            rng = nr
-        return rng.standard_cauchy(size=np.size(self.s)) * self.s
+        return (rng or nr).standard_cauchy(size=np.size(self.s)) * self.s
 
 
 class LaplaceProposal(Proposal):
     def __call__(self, rng: Optional[np.random.Generator] = None):
-        if rng is None:
-            rng = nr
         size = np.size(self.s)
-        return (rng.standard_exponential(size=size) - rng.standard_exponential(size=size)) * self.s
+        r = rng or nr
+        return (r.standard_exponential(size=size) - r.standard_exponential(size=size)) * self.s
 
 
 class PoissonProposal(Proposal):
     def __call__(self, rng: Optional[np.random.Generator] = None):
-        if rng is None:
-            rng = nr
-        return rng.poisson(lam=self.s, size=np.size(self.s)) - self.s
+        return (rng or nr).poisson(lam=self.s, size=np.size(self.s)) - self.s
 
 
 class MultivariateNormalProposal(Proposal):
@@ -111,13 +102,12 @@ def __init__(self, s):
         self.chol = scipy.linalg.cholesky(s, lower=True)
 
     def __call__(self, num_draws=None, rng: Optional[np.random.Generator] = None):
-        if rng is None:
-            rng = nr
+        rng_ = rng or nr
         if num_draws is not None:
-            b = rng.normal(size=(self.n, num_draws))
+            b = rng_.normal(size=(self.n, num_draws))
             return np.dot(self.chol, b).T
         else:
-            b = rng.normal(size=self.n)
+            b = rng_.normal(size=self.n)
             return np.dot(self.chol, b)
 
 
@@ -247,7 +237,7 @@ def reset_tuning(self):
     def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
 
         point_map_info = q0.point_map_info
-        q0 = q0.data
+        q0d = q0.data
 
         if not self.steps_until_tune and self.tune:
             # Tune scaling parameter
@@ -261,30 +251,30 @@ def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
         if self.any_discrete:
             if self.all_discrete:
                 delta = np.round(delta, 0).astype("int64")
-                q0 = q0.astype("int64")
-                q = (q0 + delta).astype("int64")
+                q0d = q0d.astype("int64")
+                q = (q0d + delta).astype("int64")
             else:
                 delta[self.discrete] = np.round(delta[self.discrete], 0)
-                q = q0 + delta
+                q = q0d + delta
         else:
-            q = floatX(q0 + delta)
+            q = floatX(q0d + delta)
 
         if self.elemwise_update:
-            q_temp = q0.copy()
+            q_temp = q0d.copy()
             # Shuffle order of updates (probably we don't need to do this in every step)
             np.random.shuffle(self.enum_dims)
             for i in self.enum_dims:
                 q_temp[i] = q[i]
-                accept_rate_i = self.delta_logp(q_temp, q0)
-                q_temp_, accepted_i = metrop_select(accept_rate_i, q_temp, q0)
+                accept_rate_i = self.delta_logp(q_temp, q0d)
+                q_temp_, accepted_i = metrop_select(accept_rate_i, q_temp, q0d)
                 q_temp[i] = q_temp_[i]
                 self.accept_rate_iter[i] = accept_rate_i
                 self.accepted_iter[i] = accepted_i
                 self.accepted_sum[i] += accepted_i
             q = q_temp
         else:
-            accept_rate = self.delta_logp(q, q0)
-            q, accepted = metrop_select(accept_rate, q, q0)
+            accept_rate = self.delta_logp(q, q0d)
+            q, accepted = metrop_select(accept_rate, q, q0d)
             self.accept_rate_iter = accept_rate
             self.accepted_iter = accepted
             self.accepted_sum += accepted
@@ -399,11 +389,11 @@ def __init__(self, vars, scaling=1.0, tune=True, tune_interval=100, model=None):
 
         super().__init__(vars, [model.compile_logp()])
 
-    def astep(self, q0: RaveledVars, *args) -> Tuple[RaveledVars, StatsType]:
+    def astep(self, apoint: RaveledVars, *args) -> Tuple[RaveledVars, StatsType]:
         logp = args[0]
-        logp_q0 = logp(q0)
-        point_map_info = q0.point_map_info
-        q0 = q0.data
+        logp_q0 = logp(apoint)
+        point_map_info = apoint.point_map_info
+        q0 = apoint.data
 
         # Convert adaptive_scale_factor to a jump probability
         p_jump = 1.0 - 0.5**self.scaling
@@ -425,9 +415,7 @@ def astep(self, q0: RaveledVars, *args) -> Tuple[RaveledVars, StatsType]:
             "p_jump": p_jump,
         }
 
-        q_new = RaveledVars(q_new, point_map_info)
-
-        return q_new, [stats]
+        return RaveledVars(q_new, point_map_info), [stats]
 
     @staticmethod
     def competence(var):
@@ -501,13 +489,13 @@ def __init__(self, vars, order="random", transit_p=0.8, model=None):
 
         super().__init__(vars, [model.compile_logp()])
 
-    def astep(self, q0: RaveledVars, *args) -> Tuple[RaveledVars, StatsType]:
+    def astep(self, apoint: RaveledVars, *args) -> Tuple[RaveledVars, StatsType]:
         logp: Callable[[RaveledVars], np.ndarray] = args[0]
         order = self.order
         if self.shuffle_dims:
             nr.shuffle(order)
 
-        q = RaveledVars(np.copy(q0.data), q0.point_map_info)
+        q = RaveledVars(np.copy(apoint.data), apoint.point_map_info)
 
         logp_curr = logp(q)
 
@@ -805,7 +793,7 @@ def __init__(
     def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
 
         point_map_info = q0.point_map_info
-        q0 = q0.data
+        q0d = q0.data
 
         if not self.steps_until_tune and self.tune:
             if self.tune == "scaling":
@@ -824,10 +812,10 @@ def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
         r1 = DictToArrayBijection.map(self.population[ir1])
         r2 = DictToArrayBijection.map(self.population[ir2])
         # propose a jump
-        q = floatX(q0 + self.lamb * (r1.data - r2.data) + epsilon)
+        q = floatX(q0d + self.lamb * (r1.data - r2.data) + epsilon)
 
-        accept = self.delta_logp(q, q0)
-        q_new, accepted = metrop_select(accept, q, q0)
+        accept = self.delta_logp(q, q0d)
+        q_new, accepted = metrop_select(accept, q, q0d)
         self.accepted += accepted
 
         self.steps_until_tune -= 1
@@ -840,9 +828,7 @@ def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
             "accepted": accepted,
         }
 
-        q_new = RaveledVars(q_new, point_map_info)
-
-        return q_new, [stats]
+        return RaveledVars(q_new, point_map_info), [stats]
 
     @staticmethod
     def competence(var, has_grad):
@@ -948,7 +934,7 @@ def __init__(
         self.accepted = 0
 
         # cache local history for the Z-proposals
-        self._history = []
+        self._history: List[np.ndarray] = []
         # remember initial settings before tuning so they can be reset
         self._untuned_settings = dict(
             scaling=self.scaling,
@@ -974,7 +960,7 @@ def reset_tuning(self):
     def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
 
         point_map_info = q0.point_map_info
-        q0 = q0.data
+        q0d = q0.data
 
         # same tuning scheme as DEMetropolis
         if not self.steps_until_tune and self.tune:
@@ -1001,13 +987,13 @@ def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
             z1 = self._history[iz1]
             z2 = self._history[iz2]
             # propose a jump
-            q = floatX(q0 + self.lamb * (z1 - z2) + epsilon)
+            q = floatX(q0d + self.lamb * (z1 - z2) + epsilon)
         else:
             # propose just with noise in the first 2 iterations
-            q = floatX(q0 + epsilon)
+            q = floatX(q0d + epsilon)
 
-        accept = self.delta_logp(q, q0)
-        q_new, accepted = metrop_select(accept, q, q0)
+        accept = self.delta_logp(q, q0d)
+        q_new, accepted = metrop_select(accept, q, q0d)
         self.accepted += accepted
         self._history.append(q_new)
 
@@ -1021,9 +1007,7 @@ def astep(self, q0: RaveledVars) -> Tuple[RaveledVars, StatsType]:
             "accepted": accepted,
         }
 
-        q_new = RaveledVars(q_new, point_map_info)
-
-        return q_new, [stats]
+        return RaveledVars(q_new, point_map_info), [stats]
 
     def stop_tuning(self):
         """At the end of the tuning phase, this method removes the first x% of the history

scripts/run_mypy.py

@@ -64,6 +64,7 @@
 pymc/step_methods/__init__.py
 pymc/step_methods/arraystep.py
 pymc/step_methods/compound.py
+pymc/step_methods/metropolis.py
 pymc/step_methods/hmc/__init__.py
 pymc/step_methods/hmc/base_hmc.py
 pymc/step_methods/hmc/hmc.py