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Filter warning for batched_dot until we change it #455

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Merged
merged 3 commits into from
Apr 12, 2025
Merged

Filter warning for batched_dot until we change it #455

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d040e57
Filter warning for batched_dot until we change it
zaxtax Apr 12, 2025
18a6777
Move warning filter to code from test
zaxtax Apr 12, 2025
1f2f2c1
Moving warning into contextmanager around batched_dot
zaxtax Apr 12, 2025
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22 changes: 13 additions & 9 deletions pymc_extras/inference/pathfinder/pathfinder.py
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Original file line number Diff line number Diff line change
Expand Up @@ -502,7 +502,9 @@ def bfgs_sample_dense(

logdet = 2.0 * pt.sum(pt.log(pt.abs(pt.diagonal(Lchol, axis1=-2, axis2=-1))), axis=-1)

mu = x - pt.batched_dot(H_inv, g)
with _warnings.catch_warnings():
_warnings.simplefilter("ignore", category=FutureWarning)
mu = x - pt.batched_dot(H_inv, g)

phi = pt.matrix_transpose(
# (L, N, 1)
Expand Down Expand Up @@ -572,14 +574,16 @@ def bfgs_sample_sparse(
logdet += pt.sum(pt.log(alpha), axis=-1)

# 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.
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)
)
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)
)

phi = pt.matrix_transpose(
# (L, N, 1)
Expand Down
4 changes: 3 additions & 1 deletion tests/test_pathfinder.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,9 @@
import pymc as pm
import pytest

pytestmark = pytest.mark.filterwarnings("ignore:compile_pymc was renamed to compile:FutureWarning")
pytestmark = pytest.mark.filterwarnings(
"ignore:compile_pymc was renamed to compile:FutureWarning",
)

import pymc_extras as pmx

Expand Down