@@ -392,76 +392,103 @@ class Model(WithMemoization, metaclass=ContextMeta):
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name : str
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name that will be used as prefix for names of all random
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variables defined within model
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+ coords : dict
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+ Xarray-like coordinate keys and values. These coordinates can be used
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+ to specify the shape of random variables and to label (but not specify)
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+ the shape of Determinsitic, Potential and Data objects.
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+ Other than specifying the shape of random variables, coordinates have no
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+ effect on the model. They can't be used for label-based broadcasting or indexing.
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+ You must use numpy-like operations for those behaviors.
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check_bounds : bool
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Ensure that input parameters to distributions are in a valid
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range. If your model is built in a way where you know your
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parameters can only take on valid values you can set this to
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False for increased speed. This should not be used if your model
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contains discrete variables.
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+ model : PyMC model, optional
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+ A parent model that this model belongs to. If not specified and the current model
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+ is created inside another model's context, the parent model will be set to that model.
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+ If `None` the model will not have a parent.
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Examples
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--------
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- How to define a custom model
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+ Use context manager to define model and respective variables
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.. code-block:: python
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- class CustomModel(Model):
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- # 1) override init
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- def __init__(self, mean=0, sigma=1, name=''):
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- # 2) call super's init first, passing model and name
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- # to it name will be prefix for all variables here if
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- # no name specified for model there will be no prefix
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- super().__init__(name, model)
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- # now you are in the context of instance,
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- # `modelcontext` will return self you can define
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- # variables in several ways note, that all variables
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- # will get model's name prefix
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-
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- # 3) you can create variables with the register_rv method
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- self.register_rv(Normal.dist(mu=mean, sigma=sigma), 'v1', initval=1)
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- # this will create variable named like '{name::}v1'
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- # and assign attribute 'v1' to instance created
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- # variable can be accessed with self.v1 or self['v1']
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-
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- # 4) this syntax will also work as we are in the
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- # context of instance itself, names are given as usual
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- Normal('v2', mu=mean, sigma=sigma)
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-
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- # something more complex is allowed, too
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- half_cauchy = HalfCauchy('sigma', beta=10, initval=1.)
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- Normal('v3', mu=mean, sigma=half_cauchy)
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-
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- # Deterministic variables can be used in usual way
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- Deterministic('v3_sq', self.v3 ** 2)
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-
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- # Potentials too
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- Potential('p1', pt.constant(1))
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-
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- # After defining a class CustomModel you can use it in several
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- # ways
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-
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- # I:
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- # state the model within a context
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- with Model() as model:
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- CustomModel()
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- # arbitrary actions
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-
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- # II:
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- # use new class as entering point in context
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- with CustomModel() as model:
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- Normal('new_normal_var', mu=1, sigma=0)
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-
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- # III:
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- # just get model instance with all that was defined in it
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- model = CustomModel()
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-
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- # IV:
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- # use many custom models within one context
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- with Model() as model:
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- CustomModel(mean=1, name='first')
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- CustomModel(mean=2, name='second')
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-
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- # variables inside both scopes will be named like `first::*`, `second::*`
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+ import pymc as pm
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+
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+ with pm.Model() as model:
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+ x = pm.Normal("x")
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+
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+
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+ Use object API to define model and respective variables
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+
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+ .. code-block:: python
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+
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+ import pymc as pm
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+
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+ model = pm.Model()
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+ x = pm.Normal("x", model=model)
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+
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+
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+ Use coords for defining the shape of random variables and labeling other model variables
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+
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+ .. code-block:: python
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+
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+ import pymc as pm
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+ import numpy as np
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+
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+ coords = {
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+ "feature", ["A", "B", "C"],
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+ "trial", [1, 2, 3, 4, 5],
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+ }
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+
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+ with pm.Model(coords=coords) as model:
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+ intercept = pm.Normal("intercept", shape=(3,)) # Variable will have default dim label `intercept__dim_0`
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+ beta = pm.Normal("beta", dims=("feature",)) # Variable will have shape (3,) and dim label `feature`
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+
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+ # Dims below are only used for labeling, they have no effect on shape
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+ idx = pm.Data("idx", np.array([0, 1, 1, 2, 2])) # Variable will have default dim label `idx__dim_0`
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+ x = pm.Data("x", np.random.normal(size=(5, 3)), dims=("trial", "feature"))
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+ mu = pm.Deterministic("mu", intercept[idx] + beta @ x, dims="trial") # single dim can be passed as string
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+
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+ # Dims controls the shape of the variable
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+ # If not specified, it would be inferred from the shape of the observations
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+ y = pm.Normal("y", mu=mu, observed=[-1, 0, 0, 1, 1], dims=("trial",))
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+
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+
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+ Define nested models, and provide name for variable name prefixing
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+
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+ .. code-block:: python
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+
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+ import pymc as pm
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+
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+ with pm.Model(name="root") as root:
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+ x = pm.Normal("x") # Variable wil be named "root::x"
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+
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+ with pm.Model(name='first') as first:
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+ # Variable will belong to root and first
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+ y = pm.Normal("y", mu=x) # Variable wil be named "root::first::y"
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+
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+ # Can pass parent model explicitly
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+ with pm.Model(name='second', model=root) as second:
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+ # Variable will belong to root and second
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+ z = pm.Normal("z", mu=y) # Variable wil be named "root::second::z"
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+
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+
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+ Set `check_bounds` to False for models with only continuous variables and default transformers
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+ PyMC will remove the bounds check from the model logp which can speed up sampling
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+
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+ .. code-block:: python
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+
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+ import pymc as pm
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+
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+ with pm.Model(check_bounds=False) as model:
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+ sigma = pm.HalfNormal("sigma")
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+ x = pm.Normal("x", sigma=sigma) # No bounds check will be performed on `sigma`
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+
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+
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"""
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if TYPE_CHECKING :
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