Fix progressbar with nested compound step samplers (#7776)

* Fix missing import

* Fix progressbar with nested compound step samplers

* Move progressbar code to its own module

* Rename `make_update_stats_functions` to `_make_progressbar_update_functions`

* Cleanup progress_bar

* Abstract special behavior of NUTS divergences in ProgressBar

Every step sampler can now decide whether sampling is failing or not by setting "failing" in the returned update dict

* Correct `stats_dtypes_shapes` is `CategoricalGibbsMetropolis`

---------

Co-authored-by: Jesse Grabowski <[email protected]>

Author: ricardoV94

.github/workflows/tests.yml

@@ -69,6 +69,7 @@ jobs:
             tests/distributions/test_shape_utils.py
             tests/distributions/test_mixture.py
             tests/test_testing.py
+            tests/test_progress_bar.py
 
           - |
             tests/distributions/test_continuous.py

pymc/backends/arviz.py

@@ -39,8 +39,9 @@
 import pymc
 
 from pymc.model import Model, modelcontext
+from pymc.progress_bar import CustomProgress, default_progress_theme
 from pymc.pytensorf import PointFunc, extract_obs_data
-from pymc.util import CustomProgress, default_progress_theme, get_default_varnames
+from pymc.util import get_default_varnames
 
 if TYPE_CHECKING:
     from pymc.backends.base import MultiTrace

pymc/logprob/abstract.py

@@ -35,6 +35,7 @@
 #   SOFTWARE.
 
 import abc
+import warnings
 
 from collections.abc import Sequence
 from functools import singledispatch