Fix progressbar with nested compound step samplers

Author: ricardoV94

pymc/step_methods/compound.py

@@ -189,11 +189,11 @@ def _progressbar_config(n_chains=1):
         return columns, stats
 
     @staticmethod
-    def _make_update_stats_function():
-        def update_stats(stats, step_stats, chain_idx):
-            return stats
+    def _make_update_stats_functions():
+        def update_stats(step_stats):
+            return step_stats
 
-        return update_stats
+        return (update_stats,)
 
     # Hack for creating the class correctly when unpickling.
     def __getnewargs_ex__(self):
@@ -332,16 +332,11 @@ def _progressbar_config(self, n_chains=1):
 
         return columns, stats
 
-    def _make_update_stats_function(self):
-        update_fns = [method._make_update_stats_function() for method in self.methods]
-
-        def update_stats(stats, step_stats, chain_idx):
-            for step_stat, update_fn in zip(step_stats, update_fns):
-                stats = update_fn(stats, step_stat, chain_idx)
-
-            return stats
-
-        return update_stats
+    def _make_update_stats_functions(self):
+        update_functions = []
+        for method in self.methods:
+            update_functions.extend(method._make_update_stats_functions())
+        return update_functions
 
 
 def flatten_steps(step: BlockedStep | CompoundStep) -> list[BlockedStep]:

pymc/step_methods/hmc/nuts.py

@@ -248,19 +248,11 @@ def _progressbar_config(n_chains=1):
         return columns, stats
 
     @staticmethod
-    def _make_update_stats_function():
-        def update_stats(stats, step_stats, chain_idx):
-            if isinstance(step_stats, list):
-                step_stats = step_stats[0]
+    def _make_update_stats_functions():
+        def update_stats(stats):
+            return {key: stats[key] for key in ("diverging", "step_size", "tree_size")}
 
-            if not step_stats["tune"]:
-                stats["divergences"][chain_idx] += step_stats["diverging"]
-
-            stats["step_size"][chain_idx] = step_stats["step_size"]
-            stats["tree_size"][chain_idx] = step_stats["tree_size"]
-            return stats
-
-        return update_stats
+        return (update_stats,)
 
 
 # A proposal for the next position

pymc/step_methods/metropolis.py

@@ -346,18 +346,14 @@ def _progressbar_config(n_chains=1):
         return columns, stats
 
     @staticmethod
-    def _make_update_stats_function():
-        def update_stats(stats, step_stats, chain_idx):
-            if isinstance(step_stats, list):
-                step_stats = step_stats[0]
-
-            stats["tune"][chain_idx] = step_stats["tune"]
-            stats["accept_rate"][chain_idx] = step_stats["accept"]
-            stats["scaling"][chain_idx] = step_stats["scaling"]
-
-            return stats
-
-        return update_stats
+    def _make_update_stats_functions():
+        def update_stats(step_stats):
+            return {
+                "accept_rate" if key == "accept" else key: step_stats[key]
+                for key in ("tune", "accept", "scaling")
+            }
+
+        return (update_stats,)
 
 
 def tune(scale, acc_rate):

pymc/step_methods/slicer.py

@@ -212,15 +212,8 @@ def _progressbar_config(n_chains=1):
         return columns, stats
 
     @staticmethod
-    def _make_update_stats_function():
-        def update_stats(stats, step_stats, chain_idx):
-            if isinstance(step_stats, list):
-                step_stats = step_stats[0]
+    def _make_update_stats_functions():
+        def update_stats(step_stats):
+            return {key: step_stats[key] for key in {"tune", "nstep_out", "nstep_in"}}
 
-            stats["tune"][chain_idx] = step_stats["tune"]
-            stats["nstep_out"][chain_idx] = step_stats["nstep_out"]
-            stats["nstep_in"][chain_idx] = step_stats["nstep_in"]
-
-            return stats
-
-        return update_stats
+        return (update_stats,)

pymc/util.py

@@ -763,9 +763,8 @@ def __init__(
             progressbar=progressbar,
             progressbar_theme=progressbar_theme,
         )
-
         self.progress_stats = progress_stats
-        self.update_stats = step_method._make_update_stats_function()
+        self.update_stats_functions = step_method._make_update_stats_functions()
 
         self._show_progress = show_progress
         self.divergences = 0
@@ -829,27 +828,46 @@ def update(self, chain_idx, is_last, draw, tuning, stats):
         if not tuning and stats and stats[0].get("diverging"):
             self.divergences += 1
 
-        self.progress_stats = self.update_stats(self.progress_stats, stats, chain_idx)
-        more_updates = (
-            {stat: value[chain_idx] for stat, value in self.progress_stats.items()}
-            if self.full_stats
-            else {}
-        )
+        if self.full_stats:
+            # TODO: Index by chain already?
+            chain_progress_stats = [
+                update_states_fn(step_stats)
+                for update_states_fn, step_stats in zip(
+                    self.update_stats_functions, stats, strict=True
+                )
+            ]
+            all_step_stats = {}
+            for step_stats in chain_progress_stats:
+                for key, val in step_stats.items():
+                    if key in all_step_stats:
+                        # TODO: Figure out how to integrate duplicate / non-scalar keys, ignoring them for now
+                        continue
+                    else:
+                        all_step_stats[key] = val
+
+        else:
+            all_step_stats = {}
+
+        # more_updates = (
+        #     {stat: value[chain_idx] for stat, value in progress_stats.items()}
+        #     if self.full_stats
+        #     else {}
+        # )
 
         self._progress.update(
             self.tasks[chain_idx],
             completed=draw,
             draws=draw,
             sampling_speed=speed,
             speed_unit=unit,
-            **more_updates,
+            **all_step_stats,
         )
 
         if is_last:
             self._progress.update(
                 self.tasks[chain_idx],
                 draws=draw + 1 if not self.combined_progress else draw,
-                **more_updates,
+                **all_step_stats,
                 refresh=True,
             )
 

tests/test_util.py

@@ -250,3 +250,32 @@ def test_get_value_vars_from_user_vars():
         get_value_vars_from_user_vars([x2], model1)
     with pytest.raises(ValueError, match=rf"{prefix} \['det2'\]"):
         get_value_vars_from_user_vars([det2], model2)
+
+
+def test_progressbar_nested_compound():
+    # Regression test for https://github.com/pymc-devs/pymc/issues/7721
+
+    with pm.Model():
+        a = pm.Poisson("a", mu=10)
+        b = pm.Binomial("b", n=a, p=0.8)
+        c = pm.Poisson("c", mu=11)
+        d = pm.Dirichlet("d", a=[c, b])
+
+        step = pm.CompoundStep(
+            [
+                pm.CompoundStep([pm.Metropolis(a), pm.Metropolis(b), pm.Metropolis(c)]),
+                pm.NUTS([d]),
+            ]
+        )
+
+        kwargs = {
+            "draws": 10,
+            "tune": 10,
+            "chains": 2,
+            "compute_convergence_checks": False,
+            "step": step,
+            "progressbar": True,
+        }
+
+        pm.sample(**kwargs, cores=1)
+        pm.sample(**kwargs, cores=2)