Remove support for continuation of traces

Author: michaelosthege

pymc3/sampling.py

@@ -252,9 +252,9 @@ def sample(
     draws=1000,
     step=None,
     init="auto",
-    n_init=200000,
+    n_init=200_000,
     start=None,
-    trace=None,
+    trace: Optional[Union[BaseTrace, List[str]]] = None,
     chain_idx=0,
     chains=None,
     cores=None,
@@ -296,10 +296,9 @@ def sample(
         Defaults to ``trace.point(-1))`` if there is a trace provided and model.initial_point if not
         (defaults to empty dict). Initialization methods for NUTS (see ``init`` keyword) can
         overwrite the default.
-    trace : backend, list, or MultiTrace
-        This should be a backend instance, a list of variables to track, or a MultiTrace object
-        with past values. If a MultiTrace object is given, it must contain samples for the chain
-        number ``chain``. If None or a list of variables, the NDArray backend is used.
+    trace : backend or list
+        This should be a backend instance, or a list of variables to track.
+        If None or a list of variables, the NDArray backend is used.
     chain_idx : int
         Chain number used to store sample in backend. If ``chains`` is greater than one, chain
         numbers will start here.
@@ -813,7 +812,7 @@ def _sample(
     start,
     draws: int,
     step=None,
-    trace=None,
+    trace: Optional[Union[BaseTrace, List[str]]] = None,
     tune=None,
     model: Optional[Model] = None,
     callback=None,
@@ -839,10 +838,9 @@ def _sample(
         The number of samples to draw
     step : function
         Step function
-    trace : backend, list, or MultiTrace
-        This should be a backend instance, a list of variables to track, or a MultiTrace object
-        with past values. If a MultiTrace object is given, it must contain samples for the chain
-        number ``chain``. If None or a list of variables, the NDArray backend is used.
+    trace : backend or list
+        This should be a backend instance, or a list of variables to track.
+        If None or a list of variables, the NDArray backend is used.
     tune : int, optional
         Number of iterations to tune, if applicable (defaults to None)
     model : Model (optional if in ``with`` context)
@@ -899,10 +897,9 @@ def iter_sample(
     start : dict
         Starting point in parameter space (or partial point). Defaults to trace.point(-1)) if
         there is a trace provided and model.initial_point if not (defaults to empty dict)
-    trace : backend, list, or MultiTrace
-        This should be a backend instance, a list of variables to track, or a MultiTrace object
-        with past values. If a MultiTrace object is given, it must contain samples for the chain
-        number ``chain``. If None or a list of variables, the NDArray backend is used.
+    trace : backend or list
+        This should be a backend instance, or a list of variables to track.
+        If None or a list of variables, the NDArray backend is used.
     chain : int, optional
         Chain number used to store sample in backend. If ``cores`` is greater than one, chain numbers
         will start here.
@@ -939,7 +936,7 @@ def _iter_sample(
     draws,
     step,
     start=None,
-    trace=None,
+    trace: Optional[Union[BaseTrace, List[str]]] = None,
     chain=0,
     tune=None,
     model=None,
@@ -955,12 +952,10 @@ def _iter_sample(
     step : function
         Step function
     start : dict, optional
-        Starting point in parameter space (or partial point). Defaults to trace.point(-1)) if
-        there is a trace provided and model.initial_point if not (defaults to empty dict)
-    trace : backend, list, MultiTrace, or None
-        This should be a backend instance, a list of variables to track, or a MultiTrace object
-        with past values. If a MultiTrace object is given, it must contain samples for the chain
-        number ``chain``. If None or a list of variables, the NDArray backend is used.
+        Starting point in parameter space (or partial point). Defaults to model.initial_point if not (defaults to empty dict)
+    trace : backend or list
+        This should be a backend instance, or a list of variables to track.
+        If None or a list of variables, the NDArray backend is used.
     chain : int, optional
         Chain number used to store sample in backend. If ``cores`` is greater than one, chain numbers
         will start here.
@@ -986,12 +981,9 @@ def _iter_sample(
     if start is None:
         start = {}
 
-    strace = _choose_backend(trace, chain, model=model)
+    strace = _choose_backend(trace, model=model)
 
-    if len(strace) > 0:
-        model.update_start_vals(start, strace.point(-1))
-    else:
-        model.update_start_vals(start, model.initial_point)
+    model.update_start_vals(start, model.initial_point)
 
     try:
         step = CompoundStep(step)
@@ -1258,7 +1250,7 @@ def _prepare_iter_population(
     # 5. a PopulationStepper is configured for parallelized stepping
 
     # 1. prepare a BaseTrace for each chain
-    traces = [_choose_backend(None, chain, model=model) for chain in chains]
+    traces = [_choose_backend(None, model=model) for chain in chains]
     for c, strace in enumerate(traces):
         # initialize the trace size and variable transforms
         if len(strace) > 0:
@@ -1361,30 +1353,29 @@ def _iter_population(draws, tune, popstep, steppers, traces, points):
                 steppers[c].report._finalize(strace)
 
 
-def _choose_backend(trace, chain, **kwds) -> Backend:
+def _choose_backend(trace: Optional[Union[BaseTrace, List[str]]], **kwds) -> Backend:
     """Selects or creates a NDArray trace backend for a particular chain.
 
     Parameters
     ----------
-    trace : BaseTrace, list, MultiTrace, or None
-        This should be a BaseTrace, list of variables to track,
-        or a MultiTrace object with past values.
-        If a MultiTrace object is given, it must contain samples for the chain number ``chain``.
+    trace : BaseTrace, list, or None
+        This should be a BaseTrace, or list of variables to track.
         If None or a list of variables, the NDArray backend is used.
-    chain : int
-        Number of the chain of interest.
     **kwds :
         keyword arguments to forward to the backend creation
 
     Returns
     -------
     trace : BaseTrace
-        A trace object for the selected chain
+        The incoming, or a brand new trace object.
     """
+    if isinstance(trace, BaseTrace) and len(trace) > 0:
+        raise ValueError("Continuation of traces is no longer supported.")
+    if isinstance(trace, MultiTrace):
+        raise ValueError("Starting from existing MultiTrace objects is no longer supported.")
+
     if isinstance(trace, BaseTrace):
         return trace
-    if isinstance(trace, MultiTrace):
-        return trace._straces[chain]
     if trace is None:
         return NDArray(**kwds)
 
@@ -1401,7 +1392,7 @@ def _mp_sample(
     random_seed: list,
     start: list,
     progressbar=True,
-    trace=None,
+    trace: Optional[Union[BaseTrace, List[str]]] = None,
     model=None,
     callback=None,
     discard_tuned_samples=True,
@@ -1430,10 +1421,9 @@ def _mp_sample(
         Starting points for each chain.
     progressbar : bool
         Whether or not to display a progress bar in the command line.
-    trace : BaseTrace, list, MultiTrace or None
-        This should be a backend instance, a list of variables to track, or a MultiTrace object
-        with past values. If a MultiTrace object is given, it must contain samples for the chain
-        number ``chain``. If None or a list of variables, the NDArray backend is used.
+    trace : BaseTrace, list, or None
+        This should be a backend instance, or a list of variables to track
+        If None or a list of variables, the NDArray backend is used.
     model : Model (optional if in ``with`` context)
     callback : Callable
         A function which gets called for every sample from the trace of a chain. The function is
@@ -1455,10 +1445,10 @@ def _mp_sample(
     traces = []
     for idx in range(chain, chain + chains):
         if trace is not None:
-            strace = _choose_backend(copy(trace), idx, model=model)
+            strace = _choose_backend(copy(trace), model=model)
         else:
-            strace = _choose_backend(None, idx, model=model)
-        # for user supply start value, fill-in missing value if the supplied
+            strace = _choose_backend(None, model=model)
+        # for user supplied start value, fill-in missing value if the supplied
         # dict does not contain all parameters
         model.update_start_vals(start[idx - chain], model.initial_point)
         if step.generates_stats and strace.supports_sampler_stats:

pymc3/tests/test_sampling.py

@@ -32,6 +32,7 @@
 import pymc3 as pm
 
 from pymc3.aesaraf import compile_rv_inplace
+from pymc3.backends.base import MultiTrace
 from pymc3.backends.ndarray import NDArray
 from pymc3.exceptions import IncorrectArgumentsError, SamplingError
 from pymc3.tests.helpers import SeededTest
@@ -438,14 +439,30 @@ def test_constant_named(self):
 class TestChooseBackend:
     def test_choose_backend_none(self):
         with mock.patch("pymc3.sampling.NDArray") as nd:
-            pm.sampling._choose_backend(None, "chain")
+            pm.sampling._choose_backend(None)
         assert nd.called
 
     def test_choose_backend_list_of_variables(self):
         with mock.patch("pymc3.sampling.NDArray") as nd:
-            pm.sampling._choose_backend(["var1", "var2"], "chain")
+            pm.sampling._choose_backend(["var1", "var2"])
         nd.assert_called_with(vars=["var1", "var2"])
 
+    def test_errors_and_warnings(self):
+        with pm.Model():
+            A = pm.Normal("A")
+            B = pm.Uniform("B")
+            strace = pm.sampling.NDArray(vars=[A, B])
+            strace.setup(10, 0)
+
+            with pytest.raises(ValueError, match="from existing MultiTrace"):
+                pm.sampling._choose_backend(trace=MultiTrace([strace]))
+
+            strace.record({"A": 2, "B_interval__": 0.1})
+            assert len(strace) == 1
+            with pytest.raises(ValueError, match="Continuation of traces"):
+                pm.sampling._choose_backend(trace=strace)
+        pass
+
 
 class TestSamplePPC(SeededTest):
     def test_normal_scalar(self):