Disallow "__sample__" as a dimension name

Co-authored-by: Thomas Wiecki <thomas.wiecki@gmail.com>

Author: michaelosthege

pymc3/model.py

@@ -959,17 +959,18 @@ def add_coord(
         ----------
         name : str
             Name of the dimension.
-            Forbidden: {"chain", "draw"}
+            Forbidden: {"chain", "draw", "__sample__"}
         values : optional, array-like
             Coordinate values or ``None`` (for auto-numbering).
             If ``None`` is passed, a ``length`` must be specified.
         length : optional, scalar
             A symbolic scalar of the dimensions length.
             Defaults to ``aesara.shared(len(values))``.
         """
-        if name in {"draw", "chain"}:
+        if name in {"draw", "chain", "__sample__"}:
             raise ValueError(
-                "Dimensions can not be named `draw` or `chain`, as they are reserved for the sampler's outputs."
+                "Dimensions can not be named `draw`, `chain` or `__sample__`, "
+                "as those are reserved for use in `InferenceData`."
             )
         if values is None and length is None:
             raise ValueError(
@@ -981,7 +982,7 @@ def add_coord(
             )
         if name in self.coords:
             if not values.equals(self.coords[name]):
-                raise ValueError("Duplicate and incompatiple coordinate: %s." % name)
+                raise ValueError(f"Duplicate and incompatiple coordinate: {name}.")
         else:
             self._coords[name] = values
             self._dim_lengths[name] = length or aesara.shared(len(values))

pymc3/tests/test_sampling.py

@@ -213,7 +213,7 @@ def test_return_inferencedata(self, monkeypatch):
                 return_inferencedata=True,
                 discard_tuned_samples=True,
                 idata_kwargs={"prior": prior},
-                random_seed=-1
+                random_seed=-1,
             )
             assert "prior" in result
             assert isinstance(result, InferenceData)