v5.0.2

What's Changed

Major Changes 🛠

• Bump PyTensor to 2.9.1 by @michaelosthege in #6431
• Remove add_values/remove_values to fix backend type issues by @michaelosthege in #6451

New Features 🎉

• Infer logprob of absolute operations and fix logprob of powers with negative values by @LukeLB in #6414

Bugfixes 🪲

• Revert "Add informative error if user tries to use Aesara function with PyTensor variables by @ricardoV94 in #6440
• Fix bug that does not correctly set the dtype of determinsitic variab… by @jessegrabowski in #6425

Maintenance 🔧

• Inconsistent kwarg progressbar or progress_bar by @Gimmesoup in #6389
• Default VonMises kappa to 1.0 and fix math notation in doc by @wd60622 in #6419
• ModelGraph only stops ancestry check at model defined named_vars by @lucianopaz in #6426
• Add Matern12 covariance function to docs by @fonnesbeck in #6429
• Reference template notebook in Jupyter style guide by @reshamas in #6433
• Refactor internal sampling functions by @michaelosthege in #6444
• Refactoring and addition of helpers to handle flat stats by @michaelosthege in #6443
• Add seealso note to install docs by @OriolAbril in #6448

New Contributors

• @Gimmesoup made their first contribution in #6389
• @jessegrabowski made their first contribution in #6425

Full Changelog: v5.0.1...v5.0.2

v5.0.1

What's Changed

New Features 🎉

• Implement logp derivation for division, subtraction and negation by @ricardoV94 in #6371
• Extend logprob inference to power transforms by @ricardoV94 in #6400

Bugfixes 🐛

• Update PyTensor dependency and fix bugs in inferred mixture logprob by @ricardoV94 in #6397

Maintenance 🔧

• Update Release Notes template by @ricardoV94 in #6392
• Remove global RandomStream by @ricardoV94 in #6396
• Fix error in docstring of Truncated by @ricardoV94 in #6395
• added postprocessing_chunks option to sample_blackjax_nuts and sample… by @wnorcbrown in #6388
• replaces numpy sqrt method with pytensor equivalent by @morganstrom in #6405

New Contributors

• @wnorcbrown made their first contribution in #6388

Full Changelog: v5.0.0...v5.0.1

v5.0.0

What's Changed

In this major release we are switching our graph computation backend from Aesara to PyTensor, which is a fork of Aesara under PyMC governance.
Read the full announcement here: PyMC is Forking Aesara to PyTensor.

The switch itself should be rather seamless and you can probably just update your imports:

import aesara.tensor as at       # old (pymc >=4,< 5)
import pytensor.tensor as pt     # new (pymc >=5)

If you encounter problems updating please check the latest Discussions and don't hesitate to get in touch.

Major Changes 🛠

• ⚠ Switched the graph backend from Aesara to PyTensor
• Merged AePPL into a new logprob submodule. Dispatch methods can be found in logprob.abstract
• ⚠ The log_likelihood, needed for arviz.compare is no longer computed by default. It can be added with idata = pm.compute_log_likelihood(idata) or using pm.sample(idata_kwargs=dict(log_likelihood=True)) by @ricardoV94 in #6374
• Changed Minibatch API by @ferrine in #6304
• Fix ordering transformation for batched dimensions, and deprecate in favor of univariate_ordered and multivariate_ordered by @TimOliverMaier in #6255 and @ricardoV94 in #6375

New Features & Bugfixes 🎉

• Support logp derivation in DensityDist when random function returns a PyTensor variable by @ricardoV94 in #6361
• Added alternative parametrization for AsymmetricLaplace by @aloctavodia in #6337

Docs & Maintenance 🔧

• Bugfixes to increase robustness against unnamed dims by @michaelosthege in #6339
• Updated GOVERNANCE.md by @canyon289 in #6358
• Fixed overriding user provided mp_ctx strings to pm.sample() on M1 MacOS by @digicosmos86 in #6363
• Simplify measurable transform rewrites by @ricardoV94 in #6370
• Fix measurable stack and join with interdependent inputs by @ricardoV94 in #6342
• Allow transforms to work with multiple-valued nodes by @ricardoV94 in #6341
• Fix transformed Scan values by @ricardoV94 in #6343
• Add issue templates by @ferrine in #6327
• Fail docs build on errors in core notebooks by @michaelosthege in #6324
• Curated ecosystem references by @michaelosthege in #6383
• Switched run_mypy.py from pass-listing to fail-listing by @michaelosthege in #6381
• Runing pydocstyle in pre-commit by @michaelosthege in #6382
• Removed NoDistribution from docs by @stestoll in #6316
• Fix transforms example by @ricardoV94 in #6333

New Contributors

• @digicosmos86 made their first contribution in #6363

Full Changelog: v4.4.0...v5.0.0

v4.4.0

What's Changed

Major Changes 🛠

• Removed support for selectively tracking variables via pm.sample(trace=[...]). by @michaelosthege in #6269
• Do not rely on tag information for rv and logp conversions by @ricardoV94 in #6281. This includes:
  • Deprecated accessing any of [value_variable|observations|transform|total_size] via var.tag in favor of model.rvs_to_[values|transforms|total_sizes]
  • Deprecated joint_logp in favor of model.logp
  • Deprecated aesaraf.rvs_to_value_vars in favor of model.replace_rvs_by_values
• Using keyword seed for initial point no longer supported by @wd60622 in #6291
• Sampling of transformed variables from prior_predictive is no longer allowed by @ricardoV94 in #6309
• Require all step methods to return stats by @michaelosthege in #6313. This includes
  • Require all step methods to return stats from their step/astep method.
  • The BlockedStep.generates_stats attribute was removed.

New Features & Bugfixes 🎉

• Fix shared variable latex by @ricardoV94 in #6260
• Fix bug when replacing random variables with nested value transforms by @ricardoV94 in #6281
• Do not infer graph_model node types based on variable Op class by @ricardoV94 in #6259
• Do not propagate dims to observed component of imputed variable by @ricardoV94 in #6263
• Fix Categorical and Multinomial bugs by @ricardoV94 in #6265
• Sample stats for blackjax nuts by @TimOliverMaier in #6264
• Add warning if observed in DensityDist is dict by @symeneses in #6292
• Fix versioneer config to match version tags by @michaelosthege in #6314

Docs & Maintenance 🔧

• Split sampling.py into sampling.py and sampling_forward.py by @michaelosthege in #6257
• Improve join_nonshared_inputs documentation by @wd60622 in #6216
• Move sampling code to a submodule by @michaelosthege in #6268
• Fixed a typo in the overview notebook by @grtyvr in #6274
• Check that sampler vars correspond to value variables in the model by @ricardoV94 in #6235
• Updated pymc.DiscreteWeibull docstring by @hyosubkim in #6283
• Improve random seed processing for SMC sampling by @juanitorduz in #6298
• Remove wrong type-hints and stale docstrings from distributions by @ricardoV94 in #6280
• update theme by @OriolAbril in #6296
• Fix some typos and lints by @Armavica in #6300
• Update docstrings for sample_smc and smc.py by @rowangayleschaefer in #6114
• Fix Flaky Euler-Maruyama Tests by @wd60622 in #6287

New Contributors

• @grtyvr made their first contribution in #6274
• @hyosubkim made their first contribution in #6283

Full Changelog: v4.3.0...v4.4.0

v4.3.0

What's Changed

Major Changes 🛠

• Remove samples and keep_size from sample_posterior_predictive by @pibieta in #6029
• Deprecate old or unused Model methods by @ricardoV94 in #6237
• Rename SMC files by @IMvision12 in #6174
• Require backends to record sample stats by @wd60622 in #6205
• Collect sampler warnings only through stats by @michaelosthege in #6192

New Features & Bugfixes 🎉

• Refactor EulerMaruyama to work in v4 by @junpenglao in #6227
• Fix bug in get_vars_in_point_list when model does not have variables that exist in the trace by @lucianopaz in #6203

Docs & Maintenance 🔧

• Speed up posterior predictive sampling by @OriolAbril in #6208
• Add option to include transformed variables in InferenceData by @dfm in #6232
• Set start method to "fork" for MacOs ARM devices by @bchen93 in #6218
• Deprecate sample_posterior_predictive_w by @zaxtax in #6254
• Fix latex repr of symbolic distributions by @mattiadg in #6231
• Some doc fixes by @OriolAbril in #6200
• Modify logo_link to work with new sphinx schema by @hdnl in #6209
• Fix docstring of the ZeroInflatedPoisson distribution by @cscheffler in #6213
• Fix debug_print of wrong variable in notebook by @ricardoV94 in #6225
• Fix flaky TestMixture.test_component_choice_random by @bherwerth in #6222
• Seed flaky test TestSamplePPC.test_normal_scalar by @mattiadg in #6220
• Fix flaky TestTruncation.truncation_discrete_random by @mattiadg in #6229
• Seed pm.sample in BaseSampler(SeededTest) to make deriving test classes deterministic by @mattiadg in #6251

New Contributors

• @hdnl made their first contribution in #6209
• @mattiadg made their first contribution in #6220
• @bchen93 made their first contribution in #6218
• @IMvision12 made their first contribution in #6174

Full Changelog: v4.2.2...v4.3.0

v4.2.2

What's Changed

New Features & Bugfixes 🎉

• Add ZeroSumNormal distribution by @AlexAndorra in #6121
• Refactor Multivariate RandomWalk distributions by @ricardoV94 in #6131

Docs & Maintenance 🔧

• Finish restructuring the tests to follow the structure of the code by @Armavica in #6125
• Small typo corrections in Markdown for overview notebook by @willettk in #6183
• Run mypy outside of pre-commit in its own job by @michaelosthege in #6186
• Update docstrings of set_data and Data by @bwengals in #6087
• Remove unused trace features by @michaelosthege in #6188

New Contributors

• @willettk made their first contribution in #6183

Full Changelog: v4.2.1...v4.2.2

v4.2.1

What's Changed

New Features & Bugfixes 🎉

• Check shared variable values to determine volatility in posterior predictive sampling by @lucianopaz in #6147
• Log name of variables that are sampled in predictive sampling functions by @ricardoV94 in #6142
• Fix DiscreteUniformRV dropping degenerate dimension by @ricardoV94 in #6151
• Fix shape bug when creating a truncated normal via Truncated by @ricardoV94 in #6165

Docs & Maintenance 🔧

• Repair the plot of Interpolated and add an example for Deterministic by @Armavica in #6126
• Add constant_fold helper by @ricardoV94 in #6160
• Use sigma instead of noise in GP functions 6094 by @wd60622 in #6145
• Replace multinomial sampling with systematic sampling in sample_smc by @aloctavodia in #6162
• Assume default_output is the only measurable output in SymbolicRandomVariables by @ricardoV94 in #6161

New Contributors

• @wd60622 made their first contribution in #6145

Full Changelog: v4.2.0...v4.2.1

v4.2.0

What's Changed

Major Changes 🛠

• Allow broadcasting via observed and dims by @ricardoV94 in #6063
• Remove support for specifying "dims on the fly" from the shapes of variables by @ricardoV94 in #6112
• Automatic versioning with versioneer by @cfonnesbeck in #6078

New Features & Bugfixes 🎉

• Implement Truncated distributions by @ricardoV94 in #6113
• Port GARCH11 to v4 by @junpenglao in #6119
• Implement Symbolic RVs and enable nested distribution factories (such as Mixtures of Mixtures) by @ricardoV94 in #6072
• Allow for batched alpha in StickBreakingWeights by @purna135 in #6042
• Remove NoDistribution and enable .dist API for Simulator and DensityDist by @ricardoV94 in #6110
• Add start_sigma to ADVI 2 by @markusschmaus in #6132
• Create .gitpod.yml by @ferrine in #6070 and #6109

Docs & Maintenance 🔧

• Make rvs_to_values work with non-RandomVariables by @ricardoV94 in #6101
• Fix bug in Marginalapprox by @bwengals in #6076
• Fix bug in which TruncatedNormal returns -inf for all values if any value is out of bounds by @adrn in #6128
• Rename cov_func/cov to scale_func/scale for TP/MvStudentT by @fonnesbeck in #6068
• Ignore SpecifyShape when converting to JAX by @martiningram in #6062
• Remove reshape_t by @tjburch in #6118
• Fix Model docstring by @alekracicot in #6048
• Update opvi docs by @ferrine in #6093
• Fix formatting in documentation of AR distribution parameters by @daniel-saunders-phil in #6080
• Fix incorrect formula in NormalMixture docstring by @MatthewQuenneville in #6073
• Fix last remaining PyMC3 occurrences & broken link by @Armavica in #6133
• Update GOVERNANCE.md for PyMCon_2022 planning repo by @canyon289 in #6088
• Add new core contributors by @OriolAbril in #6117
• Pin pydata-sphinx-theme by @ricardoV94 in #6120
• Mirror codebase structure in tests by @Armavica in #6084
• Clean up some warnings from the test suite by @Armavica in #6067 and #6074
• Restructure the test suite to follow the code by @Armavica in #6111

New Contributors

• @alekracicot made their first contribution in #6048
• @MatthewQuenneville made their first contribution in #6073
• @tjburch made their first contribution in #6118
• @markusschmaus made their first contribution in #6096
• @cfonnesbeck made their first contribution in #6078
• @adrn made their first contribution in #6128

Full Changelog: v4.1.7...v4.2.0

v4.1.7

What's Changed

Docs & Maintenance 🔧

• Remove note that probs are automatically rescaled by @Armavica in #6066
• update the default value of jitter to JITTER_DEFAULT by @danhphan in #6055

Full Changelog: v4.1.6...v4.1.7

v4.1.6

What's Changed

Docs & Maintenance 🔧

• adding markdown cell for Watermark by @reshamas in #6051
• DOC Adding "Git Bash command" to install virtual enviroment by @vitaliset in #6056
• Fix JAX sampling funcs overwriting existing var's dims and coords by @jhrcook in #6041
• Remove unused IS_FLOAT32 and IS_WINDOWS from test_ode by @maresb in #6057
• Add missing file test_printing.py to github runner by @Armavica in #6058
• Convert pip-installed dev dependencies to Conda by @maresb in #6060
• Upgrade to aesara=2.8.2 and aeppl=0.0.35 by @Armavica in #6059

New Contributors

• @Armavica made their first contribution in #6058

Full Changelog: v4.1.5...v4.1.6