Fix problems with specifying target_accept and nuts kwargs (#6018)

Fix problem that target_accept is overwritten if nuts kwargs are specified

Raise error when target_accept is specified twice; directly and in nuts kwargs

Co-authored-by: Ricardo Vieira <[email protected]>

Author: mschmidt87

pymc/sampling.py

@@ -474,7 +474,14 @@ def sample(
         )
         initvals = kwargs.pop("start")
     if "target_accept" in kwargs:
-        kwargs.setdefault("nuts", {"target_accept": kwargs.pop("target_accept")})
+        if "nuts" in kwargs and "target_accept" in kwargs["nuts"]:
+            raise ValueError(
+                "`target_accept` was defined twice. Please specify it either as a direct keyword argument or in the `nuts` kwarg."
+            )
+        if "nuts" in kwargs:
+            kwargs["nuts"]["target_accept"] = kwargs.pop("target_accept")
+        else:
+            kwargs = {"nuts": {"target_accept": kwargs.pop("target_accept")}}
 
     model = modelcontext(model)
     if not model.free_RVs:

pymc/tests/test_sampling.py

@@ -1450,9 +1450,14 @@ def test_step_args():
         a = pm.Normal("a")
         idata0 = pm.sample(target_accept=0.5, random_seed=1410)
         idata1 = pm.sample(nuts={"target_accept": 0.5}, random_seed=1410 * 2)
+        idata2 = pm.sample(target_accept=0.5, nuts={"max_treedepth": 10}, random_seed=1410)
+
+        with pytest.raises(ValueError, match="`target_accept` was defined twice."):
+            pm.sample(target_accept=0.5, nuts={"target_accept": 0.95}, random_seed=1410)
 
     npt.assert_almost_equal(idata0.sample_stats.acceptance_rate.mean(), 0.5, decimal=1)
     npt.assert_almost_equal(idata1.sample_stats.acceptance_rate.mean(), 0.5, decimal=1)
+    npt.assert_almost_equal(idata2.sample_stats.acceptance_rate.mean(), 0.5, decimal=1)
 
     with pm.Model() as model:
         a = pm.Normal("a")