Merge branch 'master' into feature-oprobit

Author: michaelosthege

.codecov.yml

@@ -13,13 +13,13 @@ coverage:
         # basic
         target: auto
         threshold: 1%
-        base: auto 
+        base: auto
     patch:
       default:
         # basic
         target: 50%
         threshold: 1%
-        base: auto 
+        base: auto
 
 comment:
   layout: "reach, diff, flags, files"

.github/ISSUE_TEMPLATE.md

@@ -1,4 +1,4 @@
-If you have questions about a specific use case, or you are not sure whether this is a bug or not, please post it to our discourse channel: https://discourse.pymc.io  
+If you have questions about a specific use case, or you are not sure whether this is a bug or not, please post it to our discourse channel: https://discourse.pymc.io
 
 ## Description of your problem
 

.github/workflows/arviz_compat.yml

@@ -9,9 +9,10 @@ jobs:
   pytest:
     strategy:
       matrix:
-        os: [ubuntu-18.04]
+        os: [ubuntu-latest, macos-latest]
         floatx: [float64]
         test-subset:
+          - pymc3/tests/test_distributions_random.py
           - pymc3/tests/test_sampling.py
       fail-fast: false
     runs-on: ${{ matrix.os }}

.github/workflows/autoupdate-pre-commit-config.yml

@@ -0,0 +1,33 @@
+name: "Update pre-commit config"
+
+on:
+  schedule:
+    - cron: "0 7 * * 1" # At 07:00 on each Monday.
+  workflow_dispatch:
+
+jobs:
+  update-pre-commit:
+    if: github.repository_owner == 'pymc-devs'
+    name: Autoupdate pre-commit config
+    runs-on: ubuntu-latest
+    steps:
+      - name: Set up Python
+        uses: actions/setup-python@v2
+      - name: Cache multiple paths
+        uses: actions/cache@v2
+        with:
+          path: |
+            ~/.cache/pre-commit
+            ~/.cache/pip
+          key: pre-commit-autoupdate-${{ runner.os }}-build
+      - name: Update pre-commit config packages
+        uses: technote-space/create-pr-action@v2
+        with:
+          GITHUB_TOKEN: ${{ secrets.ACTION_TRIGGER_TOKEN }}
+          EXECUTE_COMMANDS: |
+            pip install pre-commit
+            pre-commit autoupdate || (exit 0);
+            pre-commit run -a || (exit 0);
+          COMMIT_MESSAGE: "⬆️ UPGRADE: Autoupdate pre-commit config"
+          PR_BRANCH_NAME: "pre-commit-config-update-${PR_ID}"
+          PR_TITLE: "⬆️ UPGRADE: Autoupdate pre-commit config"

.github/workflows/pre-commit.yml

@@ -8,6 +8,8 @@ on:
 jobs:
   pre-commit:
     runs-on: ubuntu-latest
+    env:
+      SKIP: no-commit-to-branch
     steps:
     - uses: actions/checkout@v2
     - uses: actions/setup-python@v2

.github/workflows/pytest.yml

@@ -29,6 +29,7 @@ jobs:
             --ignore=pymc3/tests/test_shape_handling.py
             --ignore=pymc3/tests/test_shared.py
             --ignore=pymc3/tests/test_smc.py
+            --ignore=pymc3/tests/test_step.py
             --ignore=pymc3/tests/test_updates.py
             --ignore=pymc3/tests/test_variational_inference.py
           - |
@@ -47,6 +48,7 @@ jobs:
           - |
             pymc3/tests/test_distributions_timeseries.py
             pymc3/tests/test_shape_handling.py
+            pymc3/tests/test_step.py
             pymc3/tests/test_updates.py
             pymc3/tests/test_variational_inference.py
           - |

.github/workflows/windows.yml

@@ -0,0 +1,43 @@
+name: windows
+
+on:
+  pull_request:
+  push:
+    branches: [master]
+
+jobs:
+  pytest:
+    strategy:
+      matrix:
+        os: [windows-latest]
+        floatx: [float64]
+        test-subset:
+          - pymc3/tests/test_distributions_random.py
+          - pymc3/tests/test_sampling.py
+    runs-on: ${{ matrix.os }}
+    env:
+      TEST_SUBSET: ${{ matrix.test-subset }}
+      THEANO_FLAGS: floatX=${{ matrix.floatx }},gcc.cxxflags='-march=core2'
+    defaults:
+      run:
+        shell: bash -l {0}
+    steps:
+      - uses: actions/checkout@v2
+      - name: Cache conda
+        uses: actions/cache@v1
+        env:
+          # Increase this value to reset cache if conda-envs/environment-dev-py37.yml has not changed
+          CACHE_NUMBER: 0
+        with:
+          path: ~/conda_pkgs_dir
+          key: ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
+            hashFiles('conda-envs/environment-dev-py37.yml') }}
+      - uses: conda-incubator/setup-miniconda@v2
+        with:
+          activate-environment: pymc3-dev-py37
+          channel-priority: strict
+          environment-file: conda-envs/environment-dev-py37.yml
+          use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
+      - run: |
+          conda activate pymc3-dev-py37
+          python -m pytest -vv --cov=pymc3 --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET

.pre-commit-config.yaml

@@ -1,18 +1,31 @@
+exclude: ^(docs/logos|pymc3/examples/data)/
 repos:
 - repo: https://github.com/pre-commit/pre-commit-hooks
   rev: v3.3.0
   hooks:
-    -   id: end-of-file-fixer
+    -   id: check-merge-conflict
     -   id: check-toml
+    -   id: check-yaml
+    -   id: debug-statements
+    -   id: end-of-file-fixer
+    -   id: no-commit-to-branch
+        args: [--branch, master]
+    -   id: requirements-txt-fixer
+    -   id: trailing-whitespace
 - repo: https://github.com/nbQA-dev/nbQA
-  rev: 0.4.1
+  rev: 0.5.4
   hooks:
     - id: nbqa-black
       additional_dependencies: [black==20.8b1]
     - id: nbqa-isort
       additional_dependencies: [isort==5.6.4]
     - id: nbqa-pyupgrade
       additional_dependencies: [pyupgrade==2.7.4]
+- repo: https://github.com/PyCQA/isort
+  rev: 5.6.4
+  hooks:
+    - id: isort
+      name: isort
 - repo: https://github.com/asottile/pyupgrade
   rev: v2.7.4
   hooks:
@@ -41,11 +54,15 @@ repos:
       entry: python scripts/check_toc_is_complete.py
       language: python
       name: Check all notebooks appear in table of contents
-      pass_filenames: false
       types: [jupyter]
     - id: check-no-tests-are-ignored
       entry: python scripts/check_all_tests_are_covered.py
       files: ^\.github/workflows/pytest\.yml$
       language: python
       name: Check no tests are ignored
       pass_filenames: false
+    - id: no-relative-imports
+      name: No relative imports
+      entry: from \.[\.\w]* import
+      types: [python]
+      language: pygrep

GOVERNANCE.md

@@ -13,7 +13,7 @@ developed openly and hosted in public GitHub repositories under the
 [GitHub organization](https://github.com/pymc-devs/pymc3). Examples of
 Project Software include the PyMC3 code and the Documentation, etc. The Services run by the
 Project consist of public websites and web-services that are hosted
-at [http://pymc-devs.github.io/pymc3/](http://pymc-devs.github.io/pymc3/) 
+at [http://pymc-devs.github.io/pymc3/](http://pymc-devs.github.io/pymc3/)
 The Project is developed by a team of distributed developers, called
 Contributors. Contributors are individuals who have contributed code,
 documentation, designs or other work to one or more Project repositories.
@@ -131,7 +131,7 @@ The current Steering Council membership comprises:
 - Junpeng Lao
 - Osvaldo Martin
 - Austin Rochford
-- Adrian Seyboldt 
+- Adrian Seyboldt
 - Thomas Wiecki
 
 ### Council membership

README.rst

@@ -21,11 +21,11 @@ The future of PyMC3 & Theano
 There have been many questions and uncertainty around the future of PyMC3 since Theano
 stopped getting developed by the original authors, and we started experiments with PyMC4.
 
-We are happy to announce that PyMC3 on Theano (which we are `developing further <https://github.com/pymc-devs/Theano-PyMC>`__) 
-with a new JAX backend is the future. PyMC4 will not be developed further. 
+We are happy to announce that PyMC3 on Theano (which we are `developing further <https://github.com/pymc-devs/Theano-PyMC>`__)
+with a new JAX backend is the future. PyMC4 will not be developed further.
 
 See the `full announcement <https://pymc-devs.medium.com/the-future-of-pymc3-or-theano-is-dead-long-live-theano-d8005f8a0e9b>`__
-for more details. 
+for more details.
 
 Features
 ========
@@ -119,8 +119,9 @@ Another option is to clone the repository and install PyMC3 using
 Dependencies
 ============
 
-PyMC3 is tested on Python 3.6 and depends on Theano, NumPy,
-SciPy, and Pandas (see ``requirements.txt`` for version
+PyMC3 is tested on Python 3.6, 3.7, and 3.8 and depends on `Theano-PyMC <https://github.com/pymc-devs/Theano-PyMC>`__,
+NumPy, SciPy, and Pandas
+(see `requirements.txt <https://github.com/pymc-devs/pymc3/blob/master/requirements.txt>`__ for version
 information).
 
 Optional
@@ -168,6 +169,7 @@ Software using PyMC3
 - `beat <https://github.com/hvasbath/beat>`__: Bayesian Earthquake Analysis Tool.
 - `pymc-learn <https://github.com/pymc-learn/pymc-learn>`__: Custom PyMC models built on top of pymc3_models/scikit-learn API
 - `fenics-pymc3 <https://github.com/IvanYashchuk/fenics-pymc3>`__: Differentiable interface to FEniCS, a library for solving partial differential equations.
+- `cell2location <https://github.com/BayraktarLab/cell2location>`__: Comprehensive mapping of tissue cell architecture via integrated single cell and spatial transcriptomics.
 
 Please contact us if your software is not listed here.
 

RELEASE-NOTES.md

@@ -1,6 +1,6 @@
 # Release Notes
 
-## PyMC3 3.10.0 (on deck)
+## PyMC3 3.10.0 (7 December 2020)
 
 This is a major release with many exciting new features. The biggest change is that we now rely on our own fork of [Theano-PyMC](https://github.com/pymc-devs/Theano-PyMC). This is in line with our [big announcement about our commitment to PyMC3 and Theano](https://pymc-devs.medium.com/the-future-of-pymc3-or-theano-is-dead-long-live-theano-d8005f8a0e9b).
 
@@ -34,7 +34,8 @@ This new version of `Theano-PyMC` comes with an experimental JAX backend which,
 - `sample_posterior_predictive_w` can now feed on `xarray.Dataset` - e.g. from `InferenceData.posterior`. (see [#4042](https://github.com/pymc-devs/pymc3/pull/4042))
 - Change SMC metropolis kernel to independent metropolis kernel [#4115](https://github.com/pymc-devs/pymc3/pull/4115))
 - Add alternative parametrization to NegativeBinomial distribution in terms of n and p (see [#4126](https://github.com/pymc-devs/pymc3/issues/4126))
-- Added semantically meaningful `str` representations to PyMC3 objects for console, notebook, and GraphViz use (see [#4076](https://github.com/pymc-devs/pymc3/pull/4076), [#4065](https://github.com/pymc-devs/pymc3/pull/4065), [#4159](https://github.com/pymc-devs/pymc3/pull/4159), [#4217](https://github.com/pymc-devs/pymc3/pull/4217), and [#4243](https://github.com/pymc-devs/pymc3/pull/4243)).
+- Added semantically meaningful `str` representations to PyMC3 objects for console, notebook, and GraphViz use (see [#4076](https://github.com/pymc-devs/pymc3/pull/4076), [#4065](https://github.com/pymc-devs/pymc3/pull/4065), [#4159](https://github.com/pymc-devs/pymc3/pull/4159), [#4217](https://github.com/pymc-devs/pymc3/pull/4217), [#4243](https://github.com/pymc-devs/pymc3/pull/4243), and [#4260](https://github.com/pymc-devs/pymc3/pull/4260)).
+- Add Discrete HyperGeometric Distribution (see [#4249](https://github.com/pymc-devs/pymc3/pull/#4249))
 
 ### Maintenance
 - Switch the dependency of Theano to our own fork, [Theano-PyMC](https://github.com/pymc-devs/Theano-PyMC).
@@ -43,10 +44,11 @@ This new version of `Theano-PyMC` comes with an experimental JAX backend which,
 - Fixed numerical instability in ExGaussian's logp by preventing `logpow` from returning `-inf` (see [#4050](https://github.com/pymc-devs/pymc3/pull/4050)).
 - Numerically improved stickbreaking transformation - e.g. for the `Dirichlet` distribution. [#4129](https://github.com/pymc-devs/pymc3/pull/4129)
 - Enabled the `Multinomial` distribution to handle batch sizes that have more than 2 dimensions. [#4169](https://github.com/pymc-devs/pymc3/pull/4169)
-- Test model logp before starting any MCMC chains (see [#4116](https://github.com/pymc-devs/pymc3/issues/4116))
+- Test model logp before starting any MCMC chains (see [#4211](https://github.com/pymc-devs/pymc3/pull/4211))
 - Fix bug in `model.check_test_point` that caused the `test_point` argument to be ignored. (see [PR #4211](https://github.com/pymc-devs/pymc3/pull/4211#issuecomment-727142721))
 - Refactored MvNormal.random method with better handling of sample, batch and event shapes. [#4207](https://github.com/pymc-devs/pymc3/pull/4207)
 - The `InverseGamma` distribution now implements a `logcdf`. [#3944](https://github.com/pymc-devs/pymc3/pull/3944)
+- Make starting jitter methods for nuts sampling more robust by resampling values that lead to non-finite probabilities. A new optional argument `jitter-max-retries` can be passed to `pm.sample()` and `pm.init_nuts()` to control the maximum number of retries per chain. [4298](https://github.com/pymc-devs/pymc3/pull/4298)
 
 ### Documentation
 - Added a new notebook demonstrating how to incorporate sampling from a conjugate Dirichlet-multinomial posterior density in conjunction with other step methods (see [#4199](https://github.com/pymc-devs/pymc3/pull/4199)).

benchmarks/benchmarks/benchmarks.py

@@ -17,10 +17,11 @@
 
 import numpy as np
 import pandas as pd
-import pymc3 as pm
 import theano
 import theano.tensor as tt
 
+import pymc3 as pm
+
 
 def glm_hierarchical_model(random_seed=123):
     """Sample glm hierarchical model to use in benchmarks"""

binder/requirements.txt

@@ -1,4 +1,4 @@
 -r ../requirements-dev.txt
-# this installs pymc3 itself. it is funny that this is an absolute path, 
+# this installs pymc3 itself. it is funny that this is an absolute path,
 # but reqirements-dev.txt is relative.
 .

docs/source/Advanced_usage_of_Theano_in_PyMC3.rst

@@ -1,3 +1,8 @@
+:orphan:
+
+..
+    _referenced in docs/source/notebooks/table_of_contents_tutorials.js
+
 =================================
 Advanced usage of Theano in PyMC3
 =================================