Fix failed test related to PR #443 by replacing pt.batched_dot with pt.vectorize(pt.dot,...) (#453)

Author: aphc14

pymc_extras/inference/pathfinder/pathfinder.py

@@ -15,7 +15,6 @@
 import collections
 import logging
 import time
-import warnings as _warnings
 
 from collections import Counter
 from collections.abc import Callable, Iterator
@@ -40,7 +39,7 @@
 from pymc.model import modelcontext
 from pymc.model.core import Point
 from pymc.pytensorf import (
-    compile_pymc,
+    compile,
     find_rng_nodes,
     reseed_rngs,
 )
@@ -76,9 +75,6 @@
 )
 
 logger = logging.getLogger(__name__)
-_warnings.filterwarnings(
-    "ignore", category=FutureWarning, message="compile_pymc was renamed to compile"
-)
 
 REGULARISATION_TERM = 1e-8
 DEFAULT_LINKER = "cvm_nogc"
@@ -142,7 +138,7 @@ def get_logp_dlogp_of_ravel_inputs(
         [model.logp(jacobian=jacobian), model.dlogp(jacobian=jacobian)],
         model.value_vars,
     )
-    logp_dlogp_fn = compile_pymc([inputs], (logP, dlogP), **compile_kwargs)
+    logp_dlogp_fn = compile([inputs], (logP, dlogP), **compile_kwargs)
     logp_dlogp_fn.trust_input = True
 
     return logp_dlogp_fn
@@ -502,9 +498,10 @@ def bfgs_sample_dense(
 
     logdet = 2.0 * pt.sum(pt.log(pt.abs(pt.diagonal(Lchol, axis1=-2, axis2=-1))), axis=-1)
 
-    with _warnings.catch_warnings():
-        _warnings.simplefilter("ignore", category=FutureWarning)
-        mu = x - pt.batched_dot(H_inv, g)
+    # mu = x - pt.einsum("ijk,ik->ij", H_inv, g) # causes error: Multiple destroyers of g
+
+    batched_dot = pt.vectorize(pt.dot, signature="(ijk),(ilk)->(ij)")
+    mu = x - batched_dot(H_inv, pt.matrix_transpose(g[..., None]))
 
     phi = pt.matrix_transpose(
         # (L, N, 1)
@@ -573,17 +570,16 @@ def bfgs_sample_sparse(
     logdet = 2.0 * pt.sum(pt.log(pt.abs(pt.diagonal(Lchol, axis1=-2, axis2=-1))), axis=-1)
     logdet += pt.sum(pt.log(alpha), axis=-1)
 
+    # inverse Hessian
+    # (L, N, N) + (L, N, 2J), (L, 2J, 2J), (L, 2J, N) -> (L, N, N)
+    H_inv = alpha_diag + (beta @ gamma @ pt.matrix_transpose(beta))
+
     # NOTE: changed the sign from "x + " to "x -" of the expression to match Stan which differs from Zhang et al., (2022). same for dense version.
-    with _warnings.catch_warnings():
-        _warnings.simplefilter("ignore", category=FutureWarning)
-        mu = x - (
-            # (L, N), (L, N) -> (L, N)
-            pt.batched_dot(alpha_diag, g)
-            # beta @ gamma @ beta.T
-            # (L, N, 2J), (L, 2J, 2J), (L, 2J, N) -> (L, N, N)
-            # (L, N, N), (L, N) -> (L, N)
-            + pt.batched_dot((beta @ gamma @ pt.matrix_transpose(beta)), g)
-        )
+
+    # mu = x - pt.einsum("ijk,ik->ij", H_inv, g) # causes error: Multiple destroyers of g
+
+    batched_dot = pt.vectorize(pt.dot, signature="(ijk),(ilk)->(ij)")
+    mu = x - batched_dot(H_inv, pt.matrix_transpose(g[..., None]))
 
     phi = pt.matrix_transpose(
         # (L, N, 1)
@@ -857,7 +853,7 @@ def make_pathfinder_body(
 
     # return psi, logP_psi, logQ_psi, elbo_argmax
 
-    pathfinder_body_fn = compile_pymc(
+    pathfinder_body_fn = compile(
         [x_full, g_full],
         [psi, logP_psi, logQ_psi, elbo_argmax],
         **compile_kwargs,

tests/test_pathfinder.py

@@ -18,10 +18,6 @@
 import pymc as pm
 import pytest
 
-pytestmark = pytest.mark.filterwarnings(
-    "ignore:compile_pymc was renamed to compile:FutureWarning",
-)
-
 import pymc_extras as pmx
 
 
@@ -55,6 +51,7 @@ def reference_idata():
 
 
 @pytest.mark.parametrize("inference_backend", ["pymc", "blackjax"])
+@pytest.mark.filterwarnings("ignore:JAXopt is no longer maintained.:DeprecationWarning")
 def test_pathfinder(inference_backend, reference_idata):
     if inference_backend == "blackjax" and sys.platform == "win32":
         pytest.skip("JAX not supported on windows")