Merge branch 'master' into predictive-add-to-idata

Author: michaelosthege

.github/FUNDING.yml

@@ -0,0 +1,14 @@
+name: pre-commit
+
+on:
+  pull_request:
+  push:
+    branches: [master]
+
+jobs:
+  pre-commit:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v2
+    - uses: actions/setup-python@v2
+    - uses: pre-commit/[email protected]

.github/workflows/pre-commit.yml

@@ -41,4 +41,3 @@ benchmarks/results/
 pytestdebug.log
 .dir-locals.el
 .pycheckers
-

.gitignore

@@ -0,0 +1,38 @@
+repos:
+- repo: https://github.com/pre-commit/pre-commit-hooks
+  rev: v3.3.0
+  hooks:
+    -   id: end-of-file-fixer
+    -   id: check-toml
+- repo: https://github.com/nbQA-dev/nbQA
+  rev: 0.4.1
+  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/asottile/pyupgrade
+  rev: v2.7.4
+  hooks:
+    - id: pyupgrade
+      args: [--py36-plus]
+- repo: https://github.com/psf/black
+  rev: 20.8b1
+  hooks:
+    - id: black
+- repo: local
+  hooks:
+    - id: watermark
+      name: Check notebooks have watermark (see Jupyter style guide from PyMC3 Wiki)
+      types: [jupyter]
+      entry: '%load_ext watermark.*%watermark -n -u -v -iv -w'
+      language: pygrep
+      args: [--negate, --multiline]
+      minimum_pre_commit_version: 2.8.0
+    - id: check-toc
+      name: Check all notebooks appear in table of contents
+      types: [jupyter]
+      entry: python scripts/check_toc_is_complete.py
+      language: python

.pre-commit-config.yaml

@@ -48,8 +48,8 @@ jobs:
     stage: test
     install:
       - . ./scripts/create_testenv.sh
-      - pip uninstall arviz -y
-      # replace ArviZ with the lastest master
+      - conda activate testenv
+      # replace ArviZ with the latest master
       - pip install git+git://github.com/arviz-devs/arviz.git
       - pip install codecov
       - conda list && pip freeze

.travis.yml

@@ -13,6 +13,19 @@ large suite of problems.
 Check out the `getting started guide <http://docs.pymc.io/notebooks/getting_started>`__,  or
 `interact with live examples <https://mybinder.org/v2/gh/pymc-devs/pymc3/master?filepath=%2Fdocs%2Fsource%2Fnotebooks>`__
 using Binder!
+For questions on PyMC3, head on over to our `PyMC Discourse <https://discourse.pymc.io/>`__ forum.
+
+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. 
+
+See the `full announcement <https://pymc-devs.medium.com/the-future-of-pymc3-or-theano-is-dead-long-live-theano-d8005f8a0e9b>`__
+for more details. 
 
 Features
 ========
@@ -78,12 +91,7 @@ Or via conda-forge:
 
     conda install -c conda-forge pymc3
 
-Plotting is done using `ArviZ <https://arviz-devs.github.io/arviz/>`__
-which may be installed separately, or along with PyMC3:
-
-::
-
-    pip install pymc3[plots]
+Plotting is done using `ArviZ <https://arviz-devs.github.io/arviz/>`__ - if you follow the installation instructions above, then it will be installed alongside ``PyMC3``.
 
 The current development branch of PyMC3 can be installed from GitHub, also using ``pip``:
 
@@ -158,6 +166,8 @@ Software using PyMC3
 - `sampled <https://github.com/ColCarroll/sampled>`__: Decorator for PyMC3 models.
 - `NiPyMC <https://github.com/PsychoinformaticsLab/nipymc>`__: Bayesian mixed-effects modeling of fMRI data in Python.
 - `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.
 
 Please contact us if your software is not listed here.
 
@@ -170,13 +180,25 @@ Contributors
 ============
 
 See the `GitHub contributor
-page <https://github.com/pymc-devs/pymc3/graphs/contributors>`__
+page <https://github.com/pymc-devs/pymc3/graphs/contributors>`__. Also read our `Code of Conduct <https://github.com/pymc-devs/pymc3/blob/master/CODE_OF_CONDUCT.md>`__ guidelines for a better contributing experience.
 
 Support
 =======
 
 PyMC3 is a non-profit project under NumFOCUS umbrella. If you want to support PyMC3 financially, you can donate `here <https://numfocus.salsalabs.org/donate-to-pymc3/index.html>`__.
 
+PyMC for enterprise
+===================
+`PyMC is now available as part of the Tidelift Subscription!`
+
+Tidelift is working with PyMC and the maintainers of thousands of other open source
+projects to deliver commercial support and maintenance for the open source dependencies
+you use to build your applications. Save time, reduce risk, and improve code health,
+while contributing financially to PyMC -- making it even more robust, reliable and,
+let's face it, amazing!
+
+|tidelift_learn| |tidelift_demo|
+
 Sponsors
 ========
 
@@ -202,3 +224,9 @@ Sponsors
    :target: http://www.numfocus.org/
 .. |ODSC| image:: https://raw.githubusercontent.com/pymc-devs/pymc3/master/docs/odsc_logo.png
    :target: https://odsc.com
+.. |tidelift| image:: https://img.shields.io/badge/-lifted!-2dd160.svg?colorA=58595b&style=flat&logo=data:image/png;base64,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%2FwCjUTnDygkGoVERFQaZFlE9nreO%2BdM5u5wkifvuee892Pu3CyEcA0DeIc%2B9IwftJsR6Cko3uCjguZdjuBZhhwmYDjGrOC96WED41UtsgEdGEAPlmAfpuAbFF%2BFZLfoMfRBGzThDtLgePPwBIpdddGzOArhPHUXowbNptE2www6a%2Fm96Y3pHN7oQ1s%2B13pxt1ENaKzBFWyWzaJ%2BRO0C9Jny6VPSoKjLVbMDC5bn5OPuJF%2BBSe95PVEMuugY5AegS9fCh7BedP45hRnj8TC34QQUe9bTZyh2KgvFk2vc8GIlXyTfsvqr6bPpNgv52ynnlomZJNpB70Xhl%2Bf6Sa02p1bApEfnETwxVa%2Faj%2BW%2FFtHltmxS%2FO3krvpTtTnVgu%2F6gvHRFvG78Ef3kOe5PimJXycY74blT5R%2BAAAAAElFTkSuQmCC
+   :target: https://tidelift.com/subscription/pkg/pypi-pymc3?utm_source=pypi-pymc3&utm_medium=referral&utm_campaign=enterprise
+.. |tidelift_learn| image:: https://img.shields.io/badge/-learn%20more-2dd160.svg?color=orange&labelColor=58595b&style=flat&logo=data:image/png;base64,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%2FwCjUTnDygkGoVERFQaZFlE9nreO%2BdM5u5wkifvuee892Pu3CyEcA0DeIc%2B9IwftJsR6Cko3uCjguZdjuBZhhwmYDjGrOC96WED41UtsgEdGEAPlmAfpuAbFF%2BFZLfoMfRBGzThDtLgePPwBIpdddGzOArhPHUXowbNptE2www6a%2Fm96Y3pHN7oQ1s%2B13pxt1ENaKzBFWyWzaJ%2BRO0C9Jny6VPSoKjLVbMDC5bn5OPuJF%2BBSe95PVEMuugY5AegS9fCh7BedP45hRnj8TC34QQUe9bTZyh2KgvFk2vc8GIlXyTfsvqr6bPpNgv52ynnlomZJNpB70Xhl%2Bf6Sa02p1bApEfnETwxVa%2Faj%2BW%2FFtHltmxS%2FO3krvpTtTnVgu%2F6gvHRFvG78Ef3kOe5PimJXycY74blT5R%2BAAAAAElFTkSuQmCC
+   :target: https://tidelift.com/subscription/pkg/pypi-pymc3?utm_source=pypi-pymc3&utm_medium=referral&utm_campaign=enterprise
+.. |tidelift_demo| image:: https://img.shields.io/badge/-request%20a%20demo-2dd160.svg?color=orange&labelColor=58595b&style=flat&logo=data:image/png;base64,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%2FwCjUTnDygkGoVERFQaZFlE9nreO%2BdM5u5wkifvuee892Pu3CyEcA0DeIc%2B9IwftJsR6Cko3uCjguZdjuBZhhwmYDjGrOC96WED41UtsgEdGEAPlmAfpuAbFF%2BFZLfoMfRBGzThDtLgePPwBIpdddGzOArhPHUXowbNptE2www6a%2Fm96Y3pHN7oQ1s%2B13pxt1ENaKzBFWyWzaJ%2BRO0C9Jny6VPSoKjLVbMDC5bn5OPuJF%2BBSe95PVEMuugY5AegS9fCh7BedP45hRnj8TC34QQUe9bTZyh2KgvFk2vc8GIlXyTfsvqr6bPpNgv52ynnlomZJNpB70Xhl%2Bf6Sa02p1bApEfnETwxVa%2Faj%2BW%2FFtHltmxS%2FO3krvpTtTnVgu%2F6gvHRFvG78Ef3kOe5PimJXycY74blT5R%2BAAAAAElFTkSuQmCC
+   :target: https://tidelift.com/subscription/request-a-demo?utm_source=pypi-pymc3&utm_medium=referral&utm_campaign=enterprise

README.rst

@@ -2,24 +2,54 @@
 
 ## PyMC3 3.9.x (on deck)
 
+### Maintenance
+- Switch the dependency of Theano to our own fork, [Theano-PyMC](https://github.com/pymc-devs/Theano-PyMC).
+- Mentioned the way to do any random walk with `theano.tensor.cumsum()` in `GaussianRandomWalk` docstrings (see [#4048](https://github.com/pymc-devs/pymc3/pull/4048)).
+- Fixed numerical instability in ExGaussian's logp by preventing `logpow` from returning `-inf` (see [#4050](https://github.com/pymc-devs/pymc3/pull/4050)).
+- Use dill to serialize user defined logp functions in `DensityDist`. The previous serialization code fails if it is used in notebooks on Windows and Mac. `dill` is now a required dependency. (see [#3844](https://github.com/pymc-devs/pymc3/issues/3844)).
+- 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)
+
+### Documentation
+
+### New features
+- `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))
+- Added `pymc3.gp.cov.Circular` kernel for Gaussian Processes on circular domains, e.g. the unit circle (see [#4082](https://github.com/pymc-devs/pymc3/pull/4082)).
+- Add MLDA, a new stepper for multilevel sampling. MLDA can be used when a hierarchy of approximate posteriors of varying accuracy is available, offering improved sampling efficiency especially in high-dimensional problems and/or where gradients are not available (see [#3926](https://github.com/pymc-devs/pymc3/pull/3926))
+- 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))
+- Add Bayesian Additive Regression Trees (BARTs) [#4183](https://github.com/pymc-devs/pymc3/pull/4183))
+- Added a new `MixtureSameFamily` distribution to handle mixtures of arbitrary dimensions in vectorized form (see [#4185](https://github.com/pymc-devs/pymc3/issues/4185)).
+- 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), and [#4217](https://github.com/pymc-devs/pymc3/pull/4217))
+
+
+
+## PyMC3 3.9.3 (11 August 2020)
+
 ### Maintenance
 - Fix an error on Windows and Mac where error message from unpickling models did not show up in the notebook, or where sampling froze when a worker process crashed (see [#3991](https://github.com/pymc-devs/pymc3/pull/3991)).
+- Require Theano >= 1.0.5 (see [#4032](https://github.com/pymc-devs/pymc3/pull/4032)).
 
 ### Documentation
-- Notebook on [multilevel modeling](https://docs.pymc.io/notebooks/multilevel_modeling.html) has been rewritten to showcase ArviZ and xarray usage for inference result analysis (see [#3963](https://github.com/pymc-devs/pymc3/pull/3963))
+- Notebook on [multilevel modeling](https://docs.pymc.io/notebooks/multilevel_modeling.html) has been rewritten to showcase ArviZ and xarray usage for inference result analysis (see [#3963](https://github.com/pymc-devs/pymc3/pull/3963)).
 
 ### New features
-- Introduce optional arguments to `pm.sample`: `mp_ctx` to control how the processes for parallel sampling are started, and `pickle_backend` to specify which library is used to pickle models in parallel sampling when the multiprocessing cnotext is not of type `fork`. (see [#3991](https://github.com/pymc-devs/pymc3/pull/3991))
+- Introduce optional arguments to `pm.sample`: `mp_ctx` to control how the processes for parallel sampling are started, and `pickle_backend` to specify which library is used to pickle models in parallel sampling when the multiprocessing context is not of type `fork` (see [#3991](https://github.com/pymc-devs/pymc3/pull/3991)).
 - Add sampler stats `process_time_diff`, `perf_counter_diff` and `perf_counter_start`, that record wall and CPU times for each NUTS and HMC sample (see [ #3986](https://github.com/pymc-devs/pymc3/pull/3986)).
-- Extend `keep_size` argument handling for `sample_posterior_predictive` and `fast_sample_posterior_predictive`, to work on arviz InferenceData and xarray Dataset input values. (see [PR #4006](https://github.com/pymc-devs/pymc3/pull/4006) and [Issue #4004](https://github.com/pymc-devs/pymc3/issues/4004).
-- SMC-ABC: add the wasserstein and energy distance functions. Refactor API, the distance, sum_stats and epsilon arguments are now passed `pm.Simulator` instead of `pm.sample_smc`. Add random method to `pm.Simulator`. Add option to save the simulated data. Improves LaTeX representation [#3996](https://github.com/pymc-devs/pymc3/pull/3996)
+- Extend `keep_size` argument handling for `sample_posterior_predictive` and `fast_sample_posterior_predictive`, to work on ArviZ `InferenceData` and xarray `Dataset` input values (see [PR #4006](https://github.com/pymc-devs/pymc3/pull/4006) and issue [#4004](https://github.com/pymc-devs/pymc3/issues/4004)).
+- SMC-ABC: add the Wasserstein and energy distance functions. Refactor API, the distance, sum_stats and epsilon arguments are now passed `pm.Simulator` instead of `pm.sample_smc`. Add random method to `pm.Simulator`. Add option to save the simulated data. Improved LaTeX representation [#3996](https://github.com/pymc-devs/pymc3/pull/3996).
+- SMC-ABC: Allow use of potentials by adding them to the prior term. [#4016](https://github.com/pymc-devs/pymc3/pull/4016).
+
+_NB: The `docs/*` folder is still removed from the tarball due to an upload size limit on PyPi._
+
 
 ## PyMC3 3.9.2 (24 June 2020)
 ### Maintenance
 - Warning added in GP module when `input_dim` is lower than the number of columns in `X` to compute the covariance function (see [#3974](https://github.com/pymc-devs/pymc3/pull/3974)).
 - Pass the `tune` argument from `sample` when using `advi+adapt_diag_grad` (see issue [#3965](https://github.com/pymc-devs/pymc3/issues/3965), fixed by [#3979](https://github.com/pymc-devs/pymc3/pull/3979)).
 - Add simple test case for new coords and dims feature in `pm.Model` (see [#3977](https://github.com/pymc-devs/pymc3/pull/3977)).
 - Require ArviZ >= 0.9.0 (see [#3977](https://github.com/pymc-devs/pymc3/pull/3977)).
+- Fixed issue [#3962](https://github.com/pymc-devs/pymc3/issues/3962) by making a change in the `_random()` method of `GaussianRandomWalk` class (see PR [#3985](https://github.com/pymc-devs/pymc3/pull/3985)). Further testing revealed a new issue which is being tracked by [#4010](https://github.com/pymc-devs/pymc3/issues/4010).
 
 _NB: The `docs/*` folder is still removed from the tarball due to an upload size limit on PyPi._
 

RELEASE-NOTES.md

@@ -11,5 +11,3 @@
 #   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 #   See the License for the specific language governing permissions and
 #   limitations under the License.
-
-