Fix errors from pymc 5.26 release #2011

juanitorduz · 2025-10-17T16:14:21Z

Vibe coded some components.

📚 Documentation preview 📚: https://pymc-marketing--2011.org.readthedocs.build/en/2011/

codecov · 2025-10-17T16:19:47Z

Codecov Report

❌ Patch coverage is 93.75000% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 93.89%. Comparing base (47d500c) to head (621e665).
⚠️ Report is 2 commits behind head on main.

Files with missing lines	Patch %	Lines
pymc_marketing/customer_choice/nested_logit.py	93.33%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2011      +/-   ##
==========================================
- Coverage   93.89%   93.89%   -0.01%     
==========================================
  Files          67       67              
  Lines        9221     9220       -1     
==========================================
- Hits         8658     8657       -1     
  Misses        563      563

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pymc_marketing/customer_choice/nested_logit.py

ricardoV94 · 2025-10-17T16:35:43Z

pymc_marketing/customer_choice/nested_logit.py

+            # Select rows for this nest's alternatives
+            nest_alt_indices = nest_indices[level][nest]
+            if n_alts_in_nest == 1:
+                # For single alternative nests, explicitly maintain 2D shape


Use expand dims instead?

I meant instead of the slice indexing thing. You can index the same but expand_dims after the case where it goes 1d

mmm something like ad6c5e9 ?

I still don't know how this is related to the new PyTensor though

mmm I still do not know either, this is me trying to make broadcasting work again 🙈

What was the error?

NathanielF · 2025-10-17T21:07:41Z

Looks like the notebooks all ran successfully too?

NathanielF

I don't see any major issues with the code changes, but i can take a look at running the models tomorrow and making sure the results look right. Just want to understand what issue it was?

NathanielF · 2025-10-17T21:10:08Z

pymc_marketing/customer_choice/nested_logit.py

-        y_nest = U[:, nest_indices[level][nest]]
+        nest_idx = nest_indices[level][nest]
+        y_nest = U[:, nest_idx]
+        n_alts_in_nest = len(nest_idx)


This looks fine. Just renaming

NathanielF · 2025-10-17T21:15:08Z

pymc_marketing/customer_choice/nested_logit.py

+        I_nest = pm.Deterministic(
+            f"I_{nest}", pm.math.logsumexp((y_nest - max_y_nest) / lambda_, axis=-1)
+        )
+        W_nest = w_nest + pt.expand_dims(I_nest * lambda_, axis=-1)


was it this part that was failing?

ricardoV94 · 2025-10-18T09:17:23Z

@juanitorduz what test/nb failed with the nested logit and with what error?

juanitorduz · 2025-10-18T09:28:50Z

@juanitorduz what test/nb failed with the nested logit and with what error?

This one #2010 (comment) (a test)

NathanielF · 2025-10-18T09:46:11Z

Just to say i'm trying to re-run now and encountered issue. I installed a fresh environment and it seems there is some incompatibility with tqdm

ERROR:2025-10-18 10:42:31,769:jax._src.callback:441: jax.io_callback failed
Traceback (most recent call last):
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/tqdm/notebook.py", line 262, in update
    return super().update(n=n)
           ^^^^^^^^^^^^^^^^^^^
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/tqdm/std.py", line 1242, in update
    self.refresh(lock_args=self.lock_args)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/tqdm/std.py", line 1347, in refresh
    self.display()
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/tqdm/notebook.py", line 168, in display
    ltext.value = left
    ^^^^^^^^^^^
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/traitlets/traitlets.py", line 716, in __set__
    self.set(obj, value)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/traitlets/traitlets.py", line 706, in set
    obj._notify_trait(self.name, old_value, new_value)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/traitlets/traitlets.py", line 1513, in _notify_trait
    self.notify_change(
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipywidgets/widgets/widget.py", line 686, in notify_change
    self.send_state(key=name)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipywidgets/widgets/widget.py", line 555, in send_state
    self._send(msg, buffers=buffers)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipywidgets/widgets/widget.py", line 818, in _send
    self.comm.send(data=msg, buffers=buffers)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/comm/base_comm.py", line 144, in send
    self.publish_msg(
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipykernel/comm/comm.py", line 42, in publish_msg
    parent=self.kernel.get_parent(),
           ^^^^^^^^^^^^^^^^^^^^^^^^
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipykernel/kernelbase.py", line 797, in get_parent
    return self._shell_parent.get()
           ^^^^^^^^^^^^^^^^^^^^^^^^
LookupError: <ContextVar name='shell_parent' at 0x105aa62f0>

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/jax/_src/callback.py", line 439, in io_callback_impl
    return tree_util.tree_map(np.asarray, callback(*args))
                                          ^^^^^^^^^^^^^^^
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/jax/_src/callback.py", line 70, in __call__
    return tree_util.tree_leaves(self.callback_func(*args, **kwargs))
                                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/numpyro/util.py", line 226, in _update_tqdm
    tqdm_bars[chain].update(increment)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/tqdm/notebook.py", line 267, in update
    self.disp(bar_style='danger')
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/tqdm/notebook.py", line 171, in display
    rtext.value = right
    ^^^^^^^^^^^
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/traitlets/traitlets.py", line 716, in __set__
    self.set(obj, value)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/traitlets/traitlets.py", line 706, in set
    obj._notify_trait(self.name, old_value, new_value)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/traitlets/traitlets.py", line 1513, in _notify_trait
    self.notify_change(
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipywidgets/widgets/widget.py", line 686, in notify_change
    self.send_state(key=name)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipywidgets/widgets/widget.py", line 555, in send_state
    self._send(msg, buffers=buffers)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipywidgets/widgets/widget.py", line 818, in _send
    self.comm.send(data=msg, buffers=buffers)
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/comm/base_comm.py", line 144, in send
    self.publish_msg(
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipykernel/comm/comm.py", line 42, in publish_msg
    parent=self.kernel.get_parent(),
           ^^^^^^^^^^^^^^^^^^^^^^^^
  File "/Users/nathanielforde/mambaforge/envs/pymc-marketing-dev/lib/python3.12/site-packages/ipykernel/kernelbase.py", line 797, in get_parent
    return self._shell_parent.get()
           ^^^^^^^^^^^^^^^^^^^^^^^^
LookupError: <ContextVar name='shell_parent' at 0x105aa62f0>

I'm not sure this actually impacts the sampling and just the render of the progress bar. But i'm going to let the model run for five minutes and if i don't get an update i'll try an re-install a cleaner environment

NathanielF · 2025-10-18T10:59:39Z

Confirmed @juanitorduz 's code changes will run on nutpie and vanilla pymc. But identifiability of the fixed parameters seems effected.

Formulas with fixed parameters e.g. income

Formulas without fixed parameters i.e. just alternative specific parameters.

It's also very annoying that the progress bar doesn't seem to work anymore for nutpie, sampling still seems to work though. However with numpyro the sampling itself seems broken due to progress bar incompatibility.

I will need to spend more time debugging properly. I'll try tonight.

juanitorduz · 2025-10-18T11:12:50Z

Sure! Take your time! Feel free to push to this branch I create a new PR :)

williambdean · 2025-10-18T13:03:25Z

pymc_marketing/mmm/transformers.py

 import numpy.typing as npt
 import pymc as pm
 import pytensor.tensor as pt
+from numpy.core.multiarray import normalize_axis_index


would this be conditional import? Are we supporting both versions?

NathanielF · 2025-10-18T23:22:10Z

Opened a fresh pull request here: #2015

Was easier for me to work through the difference from main. Requested a review, but i think we can close this one.

vibe coded solution

d3560f9

juanitorduz requested a review from ricardoV94 October 17, 2025 16:14

github-actions bot added MMM customer choice Related to customer choice module labels Oct 17, 2025

juanitorduz mentioned this pull request Oct 17, 2025

Add expected_residual_lifetime predictions to ShiftedBetaGeoModel #2010

Merged

6 tasks

ricardoV94 reviewed Oct 17, 2025

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pymc_marketing/customer_choice/nested_logit.py Outdated Show resolved Hide resolved

ricardoV94 reviewed Oct 17, 2025

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juanitorduz added 7 commits October 17, 2025 19:57

simplify

79bfaad

axis=-1

1483c07

expand dims

f709a77

clean

b171308

better expand dims

ad6c5e9

clear

882fc12

simplify

621e665

juanitorduz requested a review from ricardoV94 October 17, 2025 18:23

juanitorduz added priority: high dependencies labels Oct 17, 2025

ricardoV94 requested a review from NathanielF October 17, 2025 18:37

NathanielF reviewed Oct 17, 2025

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ricardoV94 mentioned this pull request Oct 18, 2025

ImportError: cannot import name 'normalize_axis_index' from 'pytensor.npy_2_compat' pymc-devs/pytensor#1675

Closed

williambdean reviewed Oct 18, 2025

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williambdean mentioned this pull request Oct 18, 2025

ImportError: cannot import name 'normalize_axis_index' from 'pytensor.npy_2_compat' #2014

Closed

NathanielF mentioned this pull request Oct 18, 2025

Fixing fixed_beta bug adding new test for nested_logit #2015

Merged

juanitorduz closed this Oct 19, 2025

juanitorduz deleted the fix-errors-pymc-new branch October 19, 2025 08:42

Fix errors from pymc 5.26 release #2011

Fix errors from pymc 5.26 release #2011

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