Merge branch 'pymc-devs:main' into DFM_draft_implementation

Author: andreacate

conda-envs/environment-test.yml

@@ -3,17 +3,18 @@ channels:
 - conda-forge
 - nodefaults
 dependencies:
-  - pymc>=5.21.1
+  - pymc>=5.24.1
+  - pytensor>=2.31.4
   - scikit-learn
-  - better-optimize>=0.1.2
+  - better-optimize>=0.1.5
   - dask<2025.1.1
   - xhistogram
   - statsmodels
   - numba
   - pytest
   - pytest-cov
   - pydantic>=2.0.0
-  - preliz>=0.5.0
+  - preliz>=0.20.0
   - pip
   - pip:
       - jax

notebooks/Structural Timeseries Modeling.ipynb

@@ -335,13 +335,20 @@ def find_MAP(
         var.name: value for var, value in zip(unobserved_vars, unobserved_vars_values)
     }
 
-    idata = map_results_to_inference_data(optimized_point, frozen_model, include_transformed)
-    idata = add_fit_to_inference_data(idata, raveled_optimized, H_inv)
+    idata = map_results_to_inference_data(
+        map_point=optimized_point, model=frozen_model, include_transformed=include_transformed
+    )
+
+    idata = add_fit_to_inference_data(
+        idata=idata, mu=raveled_optimized, H_inv=H_inv, model=frozen_model
+    )
+
     idata = add_optimizer_result_to_inference_data(
-        idata, optimizer_result, method, raveled_optimized, model
+        idata=idata, result=optimizer_result, method=method, mu=raveled_optimized, model=model
     )
+
     idata = add_data_to_inference_data(
-        idata, progressbar=False, model=model, compile_kwargs=compile_kwargs
+        idata=idata, progressbar=False, model=model, compile_kwargs=compile_kwargs
     )
 
     return idata

pymc_extras/inference/laplace_approx/find_map.py

@@ -38,16 +38,15 @@
 from pymc.initial_point import make_initial_point_fn
 from pymc.model import modelcontext
 from pymc.model.core import Point
+from pymc.progress_bar import CustomProgress, default_progress_theme
 from pymc.pytensorf import (
     compile,
     find_rng_nodes,
     reseed_rngs,
 )
 from pymc.util import (
-    CustomProgress,
     RandomSeed,
     _get_seeds_per_chain,
-    default_progress_theme,
     get_default_varnames,
 )
 from pytensor.compile.function.types import Function