ModelBuilder.load versatility improvements (#210)

* fixing dims format, enabling input param preservation

* adding additional test for implemented features

* fixing typehinting in linearmodel

* introducing dims to model_builder tests to check for dim format preservation

Author: michaelraczycki

pymc_experimental/linearmodel.py

@@ -37,6 +37,10 @@ def default_sampler_config(self):
             "target_accept": 0.95,
         }
 
+    @property
+    def _serializable_model_config(self) -> Dict:
+        return self.model_config
+
     @property
     def output_var(self):
         return "y_hat"

pymc_experimental/model_builder.py

@@ -297,7 +297,7 @@ def sample_model(self, **kwargs):
             idata.extend(pm.sample_prior_predictive())
             idata.extend(pm.sample_posterior_predictive(idata))
 
-        self.set_idata_attrs(idata)
+        idata = self.set_idata_attrs(idata)
         return idata
 
     def set_idata_attrs(self, idata=None):
@@ -338,6 +338,10 @@ def set_idata_attrs(self, idata=None):
         idata.attrs["version"] = self.version
         idata.attrs["sampler_config"] = json.dumps(self.sampler_config)
         idata.attrs["model_config"] = json.dumps(self._serializable_model_config)
+        # Only classes with non-dataset parameters will implement save_input_params
+        if hasattr(self, "_save_input_params"):
+            self._save_input_params(idata)
+        return idata
 
     def save(self, fname: str) -> None:
         """
@@ -375,6 +379,17 @@ def save(self, fname: str) -> None:
         else:
             raise RuntimeError("The model hasn't been fit yet, call .fit() first")
 
+    @classmethod
+    def _convert_dims_to_tuple(cls, model_config: Dict) -> Dict:
+        for key in model_config:
+            if (
+                isinstance(model_config[key], dict)
+                and "dims" in model_config[key]
+                and isinstance(model_config[key]["dims"], list)
+            ):
+                model_config[key]["dims"] = tuple(model_config[key]["dims"])
+        return model_config
+
     @classmethod
     def load(cls, fname: str):
         """
@@ -403,8 +418,10 @@ def load(cls, fname: str):
         """
         filepath = Path(str(fname))
         idata = az.from_netcdf(filepath)
+        # needs to be converted, because json.loads was changing tuple to list
+        model_config = cls._convert_dims_to_tuple(json.loads(idata.attrs["model_config"]))
         model = cls(
-            model_config=json.loads(idata.attrs["model_config"]),
+            model_config=model_config,
             sampler_config=json.loads(idata.attrs["sampler_config"]),
         )
         model.idata = idata
@@ -480,6 +497,7 @@ def fit(
         combined_data = pd.concat([X_df, y], axis=1)
         assert all(combined_data.columns), "All columns must have non-empty names"
         self.idata.add_groups(fit_data=combined_data.to_xarray())  # type: ignore
+
         return self.idata  # type: ignore
 
     def predict(

pymc_experimental/tests/test_linearmodel.py

@@ -64,6 +64,24 @@ def fitted_linear_model_instance(toy_X, toy_y):
     return model
 
 
+@pytest.mark.skipif(
+    sys.platform == "win32", reason="Permissions for temp files not granted on windows CI."
+)
+def test_save_load(fitted_linear_model_instance):
+    model = fitted_linear_model_instance
+    temp = tempfile.NamedTemporaryFile(mode="w", encoding="utf-8", delete=False)
+    model.save(temp.name)
+    model2 = LinearModel.load(temp.name)
+    assert model.idata.groups() == model2.idata.groups()
+
+    X_pred = pd.DataFrame({"input": np.random.uniform(low=0, high=1, size=100)})
+    pred1 = model.predict(X_pred, random_seed=423)
+    pred2 = model2.predict(X_pred, random_seed=423)
+    # Predictions should be identical
+    np.testing.assert_array_equal(pred1, pred2)
+    temp.close()
+
+
 def test_save_without_fit_raises_runtime_error(toy_X, toy_y):
     test_model = LinearModel()
     with pytest.raises(RuntimeError):
@@ -83,24 +101,6 @@ def test_fit(fitted_linear_model_instance):
     assert isinstance(post_pred, xr.DataArray)
 
 
-@pytest.mark.skipif(
-    sys.platform == "win32", reason="Permissions for temp files not granted on windows CI."
-)
-def test_save_load(fitted_linear_model_instance):
-    model = fitted_linear_model_instance
-    temp = tempfile.NamedTemporaryFile(mode="w", encoding="utf-8", delete=False)
-    model.save(temp.name)
-    model2 = LinearModel.load(temp.name)
-    assert model.idata.groups() == model2.idata.groups()
-
-    X_pred = pd.DataFrame({"input": np.random.uniform(low=0, high=1, size=100)})
-    pred1 = model.predict(X_pred, random_seed=423)
-    pred2 = model2.predict(X_pred, random_seed=423)
-    # Predictions should be identical
-    np.testing.assert_array_equal(pred1, pred2)
-    temp.close()
-
-
 def test_predict(fitted_linear_model_instance):
     model = fitted_linear_model_instance
     X_pred = pd.DataFrame({"input": np.random.uniform(low=0, high=1, size=100)})

pymc_experimental/tests/test_model_builder.py

@@ -13,6 +13,7 @@
 #   limitations under the License.
 
 import hashlib
+import json
 import sys
 import tempfile
 from typing import Dict
@@ -43,29 +44,35 @@ def toy_y(toy_X):
 @pytest.fixture(scope="module")
 def fitted_model_instance(toy_X, toy_y):
     sampler_config = {
-        "draws": 500,
-        "tune": 300,
+        "draws": 100,
+        "tune": 100,
         "chains": 2,
         "target_accept": 0.95,
     }
     model_config = {
-        "a": {"loc": 0, "scale": 10},
+        "a": {"loc": 0, "scale": 10, "dims": ("numbers",)},
         "b": {"loc": 0, "scale": 10},
         "obs_error": 2,
     }
-    model = test_ModelBuilder(model_config=model_config, sampler_config=sampler_config)
+    model = test_ModelBuilder(
+        model_config=model_config, sampler_config=sampler_config, test_parameter="test_paramter"
+    )
     model.fit(toy_X)
     return model
 
 
 class test_ModelBuilder(ModelBuilder):
+    def __init__(self, model_config=None, sampler_config=None, test_parameter=None):
+        self.test_parameter = test_parameter
+        super().__init__(model_config=model_config, sampler_config=sampler_config)
 
-    _model_type = "LinearModel"
+    _model_type = "test_model"
     version = "0.1"
 
     def build_model(self, X: pd.DataFrame, y: pd.Series, model_config=None):
+        coords = {"numbers": np.arange(len(X))}
         self.generate_and_preprocess_model_data(X, y)
-        with pm.Model() as self.model:
+        with pm.Model(coords=coords) as self.model:
             if model_config is None:
                 model_config = self.default_model_config
             x = pm.MutableData("x", self.X["input"].values)
@@ -79,13 +86,16 @@ def build_model(self, X: pd.DataFrame, y: pd.Series, model_config=None):
             obs_error = model_config["obs_error"]
 
             # priors
-            a = pm.Normal("a", a_loc, sigma=a_scale)
+            a = pm.Normal("a", a_loc, sigma=a_scale, dims=model_config["a"]["dims"])
             b = pm.Normal("b", b_loc, sigma=b_scale)
             obs_error = pm.HalfNormal("σ_model_fmc", obs_error)
 
             # observed data
             output = pm.Normal("output", a + b * x, obs_error, shape=x.shape, observed=y_data)
 
+    def _save_input_params(self, idata):
+        idata.attrs["test_paramter"] = json.dumps(self.test_parameter)
+
     @property
     def output_var(self):
         return "output"
@@ -107,7 +117,7 @@ def generate_and_preprocess_model_data(self, X: pd.DataFrame, y: pd.Series):
     @property
     def default_model_config(self) -> Dict:
         return {
-            "a": {"loc": 0, "scale": 10},
+            "a": {"loc": 0, "scale": 10, "dims": ("numbers",)},
             "b": {"loc": 0, "scale": 10},
             "obs_error": 2,
         }
@@ -122,6 +132,38 @@ def default_sampler_config(self) -> Dict:
         }
 
 
+def test_save_input_params(fitted_model_instance):
+    assert fitted_model_instance.idata.attrs["test_paramter"] == '"test_paramter"'
+
+
+def test_save_load(fitted_model_instance):
+    temp = tempfile.NamedTemporaryFile(mode="w", encoding="utf-8", delete=False)
+    fitted_model_instance.save(temp.name)
+    test_builder2 = test_ModelBuilder.load(temp.name)
+    assert fitted_model_instance.idata.groups() == test_builder2.idata.groups()
+    assert fitted_model_instance.id == test_builder2.id
+    x_pred = np.random.uniform(low=0, high=1, size=100)
+    prediction_data = pd.DataFrame({"input": x_pred})
+    pred1 = fitted_model_instance.predict(prediction_data["input"])
+    pred2 = test_builder2.predict(prediction_data["input"])
+    assert pred1.shape == pred2.shape
+    temp.close()
+
+
+def test_convert_dims_to_tuple(fitted_model_instance):
+    model_config = {
+        "a": {
+            "loc": 0,
+            "scale": 10,
+            "dims": [
+                "x",
+            ],
+        },
+    }
+    converted_model_config = fitted_model_instance._convert_dims_to_tuple(model_config)
+    assert converted_model_config["a"]["dims"] == ("x",)
+
+
 def test_initial_build_and_fit(fitted_model_instance, check_idata=True) -> ModelBuilder:
     if check_idata:
         assert fitted_model_instance.idata is not None
@@ -162,20 +204,6 @@ def test_fit_no_y(toy_X):
 @pytest.mark.skipif(
     sys.platform == "win32", reason="Permissions for temp files not granted on windows CI."
 )
-def test_save_load(fitted_model_instance):
-    temp = tempfile.NamedTemporaryFile(mode="w", encoding="utf-8", delete=False)
-    fitted_model_instance.save(temp.name)
-    test_builder2 = test_ModelBuilder.load(temp.name)
-    assert fitted_model_instance.idata.groups() == test_builder2.idata.groups()
-
-    x_pred = np.random.uniform(low=0, high=1, size=100)
-    prediction_data = pd.DataFrame({"input": x_pred})
-    pred1 = fitted_model_instance.predict(prediction_data["input"])
-    pred2 = test_builder2.predict(prediction_data["input"])
-    assert pred1.shape == pred2.shape
-    temp.close()
-
-
 def test_predict(fitted_model_instance):
     x_pred = np.random.uniform(low=0, high=1, size=100)
     prediction_data = pd.DataFrame({"input": x_pred})