Comments (9)
ricardoV94
commented on September 27, 2024
1
I'm closing this issue here, as it seems there is nothing left to do other than re-release pymc and pymc-experimental.
Let me know if I missed anything
from pytensor.
ricardoV94
commented on September 27, 2024
This may be related to #1, namely because OpFromGraph does not handle special gradient variable types like DisconnectedInput. Just a very vague hypothesis though
from pytensor.
ricardoV94
commented on September 27, 2024
We should check if the problem goes away again after #723
from pytensor.
ricardoV94
commented on September 27, 2024
This may also have been solved before by: #340
from pytensor.
ricardoV94
commented on September 27, 2024
@iAvicenna can you try running with the latest pymc-experimental? I think this is not failing anymore
from pytensor.
iAvicenna
commented on September 27, 2024
Hello I tried running this on:
pymc_experimental: '0.1.0'
pymc: '5.13.1'
pytensor/pytensor-base: 2.20.0
It now goes for
>Metropolis: [w]
>NUTS: [mu_x, mu_y, σ]
Previously it was all metropolis and none of it could be changed to NUTs. Still can not force w to be sampled with NUTs.
I am trying these on the versions in the main branch, should I try this after installing pytensor from branch fix_OFG_grad?
from pytensor.
ricardoV94
commented on September 27, 2024
Strange I think I tried from main and it was all nuts
from pytensor.
iAvicenna
commented on September 27, 2024
Hmm so here is my environment (it is not minimal, it has numpyro, jax and cuda related libs cause I wanted to test gpu and also spyder kernels, let me know if you think any of those would cause a problem):
_libgcc_mutex 0.1 conda_forge conda-forge
_openmp_mutex 4.5 2_kmp_llvm conda-forge
arviz 0.18.0 pyhd8ed1ab_0 conda-forge
asttokens 2.4.1 pyhd8ed1ab_0 conda-forge
atk-1.0 2.38.0 hd4edc92_1 conda-forge
binutils_impl_linux-64 2.40 ha885e6a_0 conda-forge
binutils_linux-64 2.40 hdade7a5_3 conda-forge
blas 2.122 openblas conda-forge
blas-devel 3.9.0 22_linux64_openblas conda-forge
brotli 1.1.0 hd590300_1 conda-forge
brotli-bin 1.1.0 hd590300_1 conda-forge
bzip2 1.0.8 hd590300_5 conda-forge
c-ares 1.28.1 hd590300_0 conda-forge
ca-certificates 2024.2.2 hbcca054_0 conda-forge
cached-property 1.5.2 hd8ed1ab_1 conda-forge
cached_property 1.5.2 pyha770c72_1 conda-forge
cachetools 5.3.3 pyhd8ed1ab_0 conda-forge
cairo 1.18.0 h3faef2a_0 conda-forge
certifi 2024.2.2 pyhd8ed1ab_0 conda-forge
cloudpickle 3.0.0 pyhd8ed1ab_0 conda-forge
comm 0.2.2 pyhd8ed1ab_0 conda-forge
cons 0.4.6 pyhd8ed1ab_0 conda-forge
contourpy 1.2.1 py312h8572e83_0 conda-forge
cycler 0.12.1 pyhd8ed1ab_0 conda-forge
debugpy 1.8.1 py312h30efb56_0 conda-forge
decorator 5.1.1 pyhd8ed1ab_0 conda-forge
dm-tree 0.1.8 py312h72fbbdf_4 conda-forge
etuples 0.3.9 pyhd8ed1ab_0 conda-forge
exceptiongroup 1.2.0 pyhd8ed1ab_2 conda-forge
executing 2.0.1 pyhd8ed1ab_0 conda-forge
expat 2.6.2 h59595ed_0 conda-forge
filelock 3.13.4 pyhd8ed1ab_0 conda-forge
font-ttf-dejavu-sans-mono 2.37 hab24e00_0 conda-forge
font-ttf-inconsolata 3.000 h77eed37_0 conda-forge
font-ttf-source-code-pro 2.038 h77eed37_0 conda-forge
font-ttf-ubuntu 0.83 h77eed37_1 conda-forge
fontconfig 2.14.2 h14ed4e7_0 conda-forge
fonts-conda-ecosystem 1 0 conda-forge
fonts-conda-forge 1 0 conda-forge
fonttools 4.51.0 py312h98912ed_0 conda-forge
freetype 2.12.1 h267a509_2 conda-forge
fribidi 1.0.10 h36c2ea0_0 conda-forge
gcc 12.3.0 h915e2ae_6 conda-forge
gcc_impl_linux-64 12.3.0 h1562d66_6 conda-forge
gcc_linux-64 12.3.0 h6477408_3 conda-forge
gdk-pixbuf 2.42.11 hb9ae30d_0 conda-forge
giflib 5.2.2 hd590300_0 conda-forge
graphite2 1.3.13 h59595ed_1003 conda-forge
graphviz 9.0.0 h78e8752_1 conda-forge
gtk2 2.24.33 h280cfa0_4 conda-forge
gts 0.7.6 h977cf35_4 conda-forge
gxx 12.3.0 h915e2ae_6 conda-forge
gxx_impl_linux-64 12.3.0 h1562d66_6 conda-forge
gxx_linux-64 12.3.0 h4a1b8e8_3 conda-forge
h5netcdf 1.3.0 pyhd8ed1ab_0 conda-forge
h5py 3.11.0 nompi_py312h1b477d7_100 conda-forge
harfbuzz 8.3.0 h3d44ed6_0 conda-forge
hdf5 1.14.3 nompi_h4f84152_100 conda-forge
icu 73.2 h59595ed_0 conda-forge
importlib-metadata 7.1.0 pyha770c72_0 conda-forge
importlib_metadata 7.1.0 hd8ed1ab_0 conda-forge
ipykernel 6.29.3 pyhd33586a_0 conda-forge
ipython 8.22.2 pyh707e725_0 conda-forge
jax 0.4.26 pypi_0 pypi
jaxlib 0.4.26+cuda12.cudnn89 pypi_0 pypi
jedi 0.19.1 pyhd8ed1ab_0 conda-forge
joblib 1.4.0 pyhd8ed1ab_0 conda-forge
jupyter_client 8.6.1 pyhd8ed1ab_0 conda-forge
jupyter_core 5.7.2 py312h7900ff3_0 conda-forge
kernel-headers_linux-64 2.6.32 he073ed8_17 conda-forge
keyutils 1.6.1 h166bdaf_0 conda-forge
kiwisolver 1.4.5 py312h8572e83_1 conda-forge
krb5 1.21.2 h659d440_0 conda-forge
lcms2 2.16 hb7c19ff_0 conda-forge
ld_impl_linux-64 2.40 h55db66e_0 conda-forge
lerc 4.0.0 h27087fc_0 conda-forge
libabseil 20240116.1 cxx17_h59595ed_2 conda-forge
libaec 1.1.3 h59595ed_0 conda-forge
libblas 3.9.0 22_linux64_openblas conda-forge
libbrotlicommon 1.1.0 hd590300_1 conda-forge
libbrotlidec 1.1.0 hd590300_1 conda-forge
libbrotlienc 1.1.0 hd590300_1 conda-forge
libcblas 3.9.0 22_linux64_openblas conda-forge
libcurl 8.7.1 hca28451_0 conda-forge
libdeflate 1.20 hd590300_0 conda-forge
libedit 3.1.20191231 he28a2e2_2 conda-forge
libev 4.33 hd590300_2 conda-forge
libexpat 2.6.2 h59595ed_0 conda-forge
libffi 3.4.2 h7f98852_5 conda-forge
libgcc-devel_linux-64 12.3.0 h2af2641_106 conda-forge
libgcc-ng 13.2.0 hc881cc4_6 conda-forge
libgd 2.3.3 h119a65a_9 conda-forge
libgfortran-ng 13.2.0 h69a702a_6 conda-forge
libgfortran5 13.2.0 h43f5ff8_6 conda-forge
libglib 2.80.0 hf2295e7_6 conda-forge
libgomp 13.2.0 hc881cc4_6 conda-forge
libhwloc 2.10.0 default_h2fb2949_1000 conda-forge
libiconv 1.17 hd590300_2 conda-forge
libjpeg-turbo 3.0.0 hd590300_1 conda-forge
liblapack 3.9.0 22_linux64_openblas conda-forge
liblapacke 3.9.0 22_linux64_openblas conda-forge
libnghttp2 1.58.0 h47da74e_1 conda-forge
libnsl 2.0.1 hd590300_0 conda-forge
libopenblas 0.3.27 pthreads_h413a1c8_0 conda-forge
libpng 1.6.43 h2797004_0 conda-forge
librsvg 2.58.0 hadf69e7_1 conda-forge
libsanitizer 12.3.0 h2af2641_6 conda-forge
libsodium 1.0.18 h36c2ea0_1 conda-forge
libsqlite 3.45.3 h2797004_0 conda-forge
libssh2 1.11.0 h0841786_0 conda-forge
libstdcxx-devel_linux-64 12.3.0 h2af2641_106 conda-forge
libstdcxx-ng 13.2.0 h95c4c6d_6 conda-forge
libtiff 4.6.0 h1dd3fc0_3 conda-forge
libuuid 2.38.1 h0b41bf4_0 conda-forge
libwebp 1.3.2 h658648e_1 conda-forge
libwebp-base 1.3.2 hd590300_1 conda-forge
libxcb 1.15 h0b41bf4_0 conda-forge
libxcrypt 4.4.36 hd590300_1 conda-forge
libxml2 2.12.6 h232c23b_2 conda-forge
libzlib 1.2.13 hd590300_5 conda-forge
llvm-openmp 18.1.3 h4dfa4b3_0 conda-forge
logical-unification 0.4.6 pyhd8ed1ab_0 conda-forge
markdown-it-py 3.0.0 pyhd8ed1ab_0 conda-forge
matplotlib-base 3.8.4 py312he5832f3_0 conda-forge
matplotlib-inline 0.1.7 pyhd8ed1ab_0 conda-forge
mdurl 0.1.2 pyhd8ed1ab_0 conda-forge
minikanren 1.0.3 pyhd8ed1ab_0 conda-forge
mkl 2023.2.0 h84fe81f_50496 conda-forge
mkl-service 2.4.1 py312h4daa2fd_0 conda-forge
ml-dtypes 0.4.0 pypi_0 pypi
multipledispatch 0.6.0 py_0 conda-forge
munkres 1.1.4 pyh9f0ad1d_0 conda-forge
ncurses 6.4.20240210 h59595ed_0 conda-forge
nest-asyncio 1.6.0 pyhd8ed1ab_0 conda-forge
numpy 1.26.4 py312heda63a1_0 conda-forge
numpyro 0.14.0 pypi_0 pypi
nvidia-cublas-cu12 12.4.5.8 pypi_0 pypi
nvidia-cuda-cupti-cu12 12.4.127 pypi_0 pypi
nvidia-cuda-nvcc-cu12 12.4.131 pypi_0 pypi
nvidia-cuda-nvrtc-cu12 12.4.127 pypi_0 pypi
nvidia-cuda-runtime-cu12 12.4.127 pypi_0 pypi
nvidia-cudnn-cu12 8.9.7.29 pypi_0 pypi
nvidia-cufft-cu12 11.2.1.3 pypi_0 pypi
nvidia-cusolver-cu12 11.6.1.9 pypi_0 pypi
nvidia-cusparse-cu12 12.3.1.170 pypi_0 pypi
nvidia-nccl-cu12 2.21.5 pypi_0 pypi
nvidia-nvjitlink-cu12 12.4.127 pypi_0 pypi
openblas 0.3.27 pthreads_h7a3da1a_0 conda-forge
openjpeg 2.5.2 h488ebb8_0 conda-forge
openssl 3.2.1 hd590300_1 conda-forge
opt-einsum 3.3.0 pypi_0 pypi
packaging 24.0 pyhd8ed1ab_0 conda-forge
pandas 2.2.2 py312hfb8ada1_0 conda-forge
pango 1.52.2 ha41ecd1_0 conda-forge
parso 0.8.4 pyhd8ed1ab_0 conda-forge
patsy 0.5.6 pyhd8ed1ab_0 conda-forge
pcre2 10.43 hcad00b1_0 conda-forge
pexpect 4.9.0 pyhd8ed1ab_0 conda-forge
pickleshare 0.7.5 py_1003 conda-forge
pillow 10.3.0 py312hdcec9eb_0 conda-forge
pip 24.0 pyhd8ed1ab_0 conda-forge
pixman 0.43.2 h59595ed_0 conda-forge
platformdirs 4.2.0 pyhd8ed1ab_0 conda-forge
prompt-toolkit 3.0.42 pyha770c72_0 conda-forge
psutil 5.9.8 py312h98912ed_0 conda-forge
pthread-stubs 0.4 h36c2ea0_1001 conda-forge
ptyprocess 0.7.0 pyhd3deb0d_0 conda-forge
pure_eval 0.2.2 pyhd8ed1ab_0 conda-forge
pygments 2.17.2 pyhd8ed1ab_0 conda-forge
pymc 5.13.1 hd8ed1ab_0 conda-forge
pymc-base 5.13.1 pyhd8ed1ab_0 conda-forge
pymc-experimental 0.1.0 pypi_0 pypi
pyparsing 3.1.2 pyhd8ed1ab_0 conda-forge
pytensor 2.20.0 py312h30efb56_1 conda-forge
pytensor-base 2.20.0 py312hfb8ada1_1 conda-forge
python 3.12.3 hab00c5b_0_cpython conda-forge
python-dateutil 2.9.0 pyhd8ed1ab_0 conda-forge
python-graphviz 0.20.3 pyh717bed2_0 conda-forge
python-tzdata 2024.1 pyhd8ed1ab_0 conda-forge
python_abi 3.12 4_cp312 conda-forge
pytz 2024.1 pyhd8ed1ab_0 conda-forge
pyzmq 26.0.2 py312h8fd38d8_0 conda-forge
readline 8.2 h8228510_1 conda-forge
rich 13.7.1 pyhd8ed1ab_0 conda-forge
scikit-learn 1.4.2 py312h394d371_0 conda-forge
scipy 1.13.0 py312heda63a1_0 conda-forge
seaborn 0.13.2 hd8ed1ab_0 conda-forge
seaborn-base 0.13.2 pyhd8ed1ab_0 conda-forge
setuptools 69.5.1 pyhd8ed1ab_0 conda-forge
six 1.16.0 pyh6c4a22f_0 conda-forge
spyder-kernels 2.5.1 unix_pyh707e725_0 conda-forge
stack_data 0.6.2 pyhd8ed1ab_0 conda-forge
statsmodels 0.14.1 py312hc7c0aa3_0 conda-forge
sysroot_linux-64 2.12 he073ed8_17 conda-forge
tbb 2021.12.0 h00ab1b0_0 conda-forge
threadpoolctl 3.4.0 pyhc1e730c_0 conda-forge
tk 8.6.13 noxft_h4845f30_101 conda-forge
toolz 0.12.1 pyhd8ed1ab_0 conda-forge
tornado 6.4 py312h98912ed_0 conda-forge
tqdm 4.66.2 pypi_0 pypi
traitlets 5.14.3 pyhd8ed1ab_0 conda-forge
typing-extensions 4.11.0 hd8ed1ab_0 conda-forge
typing_extensions 4.11.0 pyha770c72_0 conda-forge
tzdata 2024a h0c530f3_0 conda-forge
wcwidth 0.2.13 pyhd8ed1ab_0 conda-forge
wheel 0.43.0 pyhd8ed1ab_1 conda-forge
wurlitzer 3.0.3 pyhd8ed1ab_0 conda-forge
xarray 2024.3.0 pyhd8ed1ab_0 conda-forge
xarray-einstats 0.7.0 pyhd8ed1ab_0 conda-forge
xorg-kbproto 1.0.7 h7f98852_1002 conda-forge
xorg-libice 1.1.1 hd590300_0 conda-forge
xorg-libsm 1.2.4 h7391055_0 conda-forge
xorg-libx11 1.8.9 h8ee46fc_0 conda-forge
xorg-libxau 1.0.11 hd590300_0 conda-forge
xorg-libxdmcp 1.1.3 h7f98852_0 conda-forge
xorg-libxext 1.3.4 h0b41bf4_2 conda-forge
xorg-libxrender 0.9.11 hd590300_0 conda-forge
xorg-renderproto 0.11.1 h7f98852_1002 conda-forge
xorg-xextproto 7.3.0 h0b41bf4_1003 conda-forge
xorg-xproto 7.0.31 h7f98852_1007 conda-forge
xz 5.2.6 h166bdaf_0 conda-forge
zeromq 4.3.5 h59595ed_1 conda-forge
zipp 3.17.0 pyhd8ed1ab_0 conda-forge
zlib 1.2.13 hd590300_5 conda-forge
zstd 1.5.5 hfc55251_0 conda-forge
When I run the code above (forcing NUTs to everything), I get
Traceback (most recent call last):
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/spyder_kernels/py3compat.py:356 in compat_exec
exec(code, globals, locals)
File ~/Dropbox/data_analysis/MODELING/ngs_pfra_proportions_with_rf_sally/untitled0.py:65
step = pm.NUTS([weights, mu_x, mu_y, sigma])
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pymc/step_methods/hmc/nuts.py:180 in __init__
super().__init__(vars, **kwargs)
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pymc/step_methods/hmc/base_hmc.py:109 in __init__
super().__init__(vars, blocked=blocked, model=self._model, dtype=dtype, **pytensor_kwargs)
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pymc/step_methods/arraystep.py:163 in __init__
func = model.logp_dlogp_function(vars, dtype=dtype, **pytensor_kwargs)
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pymc/model/core.py:613 in logp_dlogp_function
return ValueGradFunction(costs, grad_vars, extra_vars_and_values, **kwargs)
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pymc/model/core.py:332 in __init__
grads = pytensor.grad(cost, grad_vars, disconnected_inputs="ignore")
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/gradient.py:607 in grad
_rval: Sequence[Variable] = _populate_grad_dict(
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/gradient.py:1407 in _populate_grad_dict
rval = [access_grad_cache(elem) for elem in wrt]
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/gradient.py:1362 in access_grad_cache
term = access_term_cache(node)[idx]
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/gradient.py:1037 in access_term_cache
output_grads = [access_grad_cache(var) for var in node.outputs]
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/gradient.py:1362 in access_grad_cache
term = access_term_cache(node)[idx]
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/gradient.py:1192 in access_term_cache
input_grads = node.op.L_op(inputs, node.outputs, new_output_grads)
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/graph/op.py:389 in L_op
return self.grad(inputs, output_grads)
File ~/miniconda3/envs/pymc_experimental_env2/lib/python3.12/site-packages/pytensor/graph/op.py:360 in grad
raise NotImplementedError()
NotImplementedError
from pytensor.
ricardoV94
commented on September 27, 2024
You're totally right!
I reproduced the example on Colab: https://colab.research.google.com/drive/1WV9YowS9uhIWhFnfPcWZ0YIqwNwiPC8t?usp=sharing
I must have tried the wrong example or with some bleeding edge versions of pytensor/pymc not yet released. Let me confirm
EDIT: It needs the yet unreleased version of PyMC that's on main branch. I updated the example above and it now works. Sampling will be a bit slow unless you also use the main of pymc-experimental. We got a speed up in the logp in: pymc-devs/pymc-experimental#337
EDIT: I updated the example to also use bleeding pymc-experimental. To reproduce the problem just do !pip install pymc-experimental==0.1.0 instead of the git route, and don't do anything about pymc
from pytensor.
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from pytensor.