Merge branch 'develop' into feature/log-prob

Author: WardBrian

.github/ISSUE_TEMPLATE.md

@@ -10,5 +10,5 @@ Describe the issue as clearly as possible.
 Provide any additional information here.
 
 #### Current Version:
-Please include the output of `cmdstanpy.show_versions()`, or
+Please include the output of `import cmdstanpy; cmdstanpy.show_versions()`, or
 at least the cmdstan and cmdstanpy versions used.

.github/dependabot.yml

@@ -0,0 +1,10 @@
+# Set update schedule for GitHub Actions
+
+version: 2
+updates:
+
+  - package-ecosystem: "github-actions"
+    directory: "/"
+    schedule:
+      # Check for updates to GitHub Actions every week
+      interval: "weekly"

.github/workflows/main.yml

@@ -25,9 +25,9 @@ jobs:
         id: check-cmdstan
         run: |
             if [[ "${{ github.event.inputs.cmdstan-version }}" != "" ]]; then
-              echo "::set-output name=version::${{ github.event.inputs.cmdstan-version }}"
+              echo "version=${{ github.event.inputs.cmdstan-version }}" >> $GITHUB_OUTPUT
             else
-                echo "::set-output name=version::$(python -c 'import requests;print(requests.get("https://api.github.com/repos/stan-dev/cmdstan/releases/latest").json()["tag_name"][1:])')"
+                echo "version=$(python -c 'import requests;print(requests.get("https://api.github.com/repos/stan-dev/cmdstan/releases/latest").json()["tag_name"][1:])')" >> $GITHUB_OUTPUT
             fi
     outputs:
       version: ${{ steps.check-cmdstan.outputs.version }}
@@ -39,16 +39,15 @@ jobs:
     strategy:
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: [3.7, 3.8, 3.9, "3.10.6"]
-        # more specific version of 3.10 due to https://github.com/python/mypy/issues/13627
+        python-version: [3.7, 3.8, 3.9, "3.10", "3.11"]
     env:
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
     steps:
       - name: Check out github
-        uses: actions/checkout@v2
+        uses: actions/checkout@v3
 
       - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v2
+        uses: actions/setup-python@v4
         with:
           python-version: ${{ matrix.python-version }}
 
@@ -60,7 +59,7 @@ jobs:
           pip install codecov
 
       - name: Run flake8, pylint, mypy
-        if: matrix.python-version == '3.10'
+        if: matrix.python-version == '3.11'
         run: |
           flake8 cmdstanpy test
           pylint -v cmdstanpy test
@@ -82,15 +81,11 @@ jobs:
       - name: Show libraries
         run: python -m pip freeze
 
-      - name: Get system info
-        uses: kenchan0130/[email protected]
-        id: system-info
-
       - name: CmdStan installation cacheing
-        uses: actions/cache@v2
+        uses: actions/cache@v3
         with:
           path: ~/.cmdstan
-          key: ${{ runner.os }}-${{ steps.system-info.outputs.release }}-cmdstan-${{ needs.get-cmdstan-version.outputs.version }}-${{ hashFiles('**/install_cmdstan.py') }}
+          key: ${{ runner.os }}-cmdstan-${{ needs.get-cmdstan-version.outputs.version }}-${{ hashFiles('**/install_cmdstan.py') }}
 
       - name: Install CmdStan (Linux, macOS)
         if: matrix.os != 'windows-latest'

.github/workflows/release.yml

@@ -4,7 +4,7 @@ on:
   workflow_dispatch:
     inputs:
       new_version:
-        description: 'New version, for example: 0.9.69'     
+        description: 'New version, for example: 0.9.69'
         required: true
 
 jobs:
@@ -18,10 +18,10 @@ jobs:
       fail-fast: false
     steps:
       - name: Check out source code
-        uses: actions/checkout@v2
-      
+        uses: actions/checkout@v3
+
       - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v2
+        uses: actions/setup-python@v3
         with:
           python-version: ${{ matrix.python-version }}
 
@@ -36,7 +36,7 @@ jobs:
           pip install -r requirements.txt
           pip install -e .
 
-      - name: Install CmdStan 
+      - name: Install CmdStan
         run: |
           python -m cmdstanpy.install_cmdstan
 
@@ -50,15 +50,15 @@ jobs:
           git checkout -b release/v${{ github.event.inputs.new_version }}
 
           sed -i 's/^__version__ = .*$/__version__ = '\''${{ github.event.inputs.new_version }}'\''/g' cmdstanpy/_version.py
-          
+
           cd docsrc
           make github
           cd ..
-          
+
           git add .
           git commit -m "release/v${{ github.event.inputs.new_version }}: updating version numbers"
           git push -u origin release/v${{ github.event.inputs.new_version }}
-          
+
       - name: Merge into develop
         run: |
           git checkout develop
@@ -78,13 +78,13 @@ jobs:
           git pull
           git reset --hard v${{ github.event.inputs.new_version }}
           git push -f origin master
-      
+
       - name: Build wheel
         run: python setup.py sdist bdist_wheel
 
       - name: Install bdist_wheel
         run: pip install dist/*.whl
-      
+
       - name: Upload to pypi
         if: success()
         env:

.pre-commit-config.yaml

@@ -12,20 +12,20 @@ repos:
       - id: isort
   # https://github.com/python/black#version-control-integration
   - repo: https://github.com/psf/black
-    rev: 21.6b0
+    rev: 22.10.0
     hooks:
       - id: black
   - repo: https://github.com/pycqa/flake8
     rev: 3.9.2
     hooks:
       - id: flake8
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: v0.910
+    rev: v0.982
     hooks:
       - id: mypy
         # Copied from setup.cfg
         exclude: ^test/
-        additional_dependencies: [ numpy >= 1.22, types-ujson ]
+        additional_dependencies: [ numpy >= 1.22]
   # local uses the user-installed pylint, this allows dependency checking
   - repo: local
     hooks:

.pylintrc

@@ -3,7 +3,7 @@
 # A comma-separated list of package or module names from where C extensions may
 # be loaded. Extensions are loading into the active Python interpreter and may
 # run arbitrary code.
-extension-pkg-whitelist=ujson
+extension-pkg-whitelist=
 
 # Add files or directories to the blacklist. They should be base names, not
 # paths.

cmdstanpy/_version.py

@@ -1,3 +1,3 @@
 """PyPi Version"""
 
-__version__ = '1.0.7'
+__version__ = '1.0.8'

cmdstanpy/cmdstan_args.py

@@ -396,7 +396,7 @@ def __init__(
         history_size: Optional[int] = None,
     ) -> None:
 
-        self.algorithm = algorithm
+        self.algorithm = algorithm or ""
         self.init_alpha = init_alpha
         self.iter = iter
         self.save_iterations = save_iterations
@@ -414,20 +414,17 @@ def validate(
         """
         Check arguments correctness and consistency.
         """
-        if (
-            self.algorithm is not None
-            and self.algorithm not in self.OPTIMIZE_ALGOS
-        ):
+        if self.algorithm and self.algorithm not in self.OPTIMIZE_ALGOS:
             raise ValueError(
                 'Please specify optimizer algorithms as one of [{}]'.format(
                     ', '.join(self.OPTIMIZE_ALGOS)
                 )
             )
 
         if self.init_alpha is not None:
-            if self.algorithm == 'Newton':
+            if self.algorithm.lower() not in {'lbfgs', 'bfgs'}:
                 raise ValueError(
-                    'init_alpha must not be set when algorithm is Newton'
+                    'init_alpha requires that algorithm be set to bfgs or lbfgs'
                 )
             if isinstance(self.init_alpha, float):
                 if self.init_alpha <= 0:
@@ -443,9 +440,9 @@ def validate(
                 raise ValueError('iter must be type of int')
 
         if self.tol_obj is not None:
-            if self.algorithm == 'Newton':
+            if self.algorithm.lower() not in {'lbfgs', 'bfgs'}:
                 raise ValueError(
-                    'tol_obj must not be set when algorithm is Newton'
+                    'tol_obj requires that algorithm be set to bfgs or lbfgs'
                 )
             if isinstance(self.tol_obj, float):
                 if self.tol_obj <= 0:
@@ -454,9 +451,10 @@ def validate(
                 raise ValueError('tol_obj must be type of float')
 
         if self.tol_rel_obj is not None:
-            if self.algorithm == 'Newton':
+            if self.algorithm.lower() not in {'lbfgs', 'bfgs'}:
                 raise ValueError(
-                    'tol_rel_obj must not be set when algorithm is Newton'
+                    'tol_rel_obj requires that algorithm be set to bfgs'
+                    ' or lbfgs'
                 )
             if isinstance(self.tol_rel_obj, float):
                 if self.tol_rel_obj <= 0:
@@ -465,9 +463,9 @@ def validate(
                 raise ValueError('tol_rel_obj must be type of float')
 
         if self.tol_grad is not None:
-            if self.algorithm == 'Newton':
+            if self.algorithm.lower() not in {'lbfgs', 'bfgs'}:
                 raise ValueError(
-                    'tol_grad must not be set when algorithm is Newton'
+                    'tol_grad requires that algorithm be set to bfgs or lbfgs'
                 )
             if isinstance(self.tol_grad, float):
                 if self.tol_grad <= 0:
@@ -476,9 +474,10 @@ def validate(
                 raise ValueError('tol_grad must be type of float')
 
         if self.tol_rel_grad is not None:
-            if self.algorithm == 'Newton':
+            if self.algorithm.lower() not in {'lbfgs', 'bfgs'}:
                 raise ValueError(
-                    'tol_rel_grad must not be set when algorithm is Newton'
+                    'tol_rel_grad requires that algorithm be set to bfgs'
+                    ' or lbfgs'
                 )
             if isinstance(self.tol_rel_grad, float):
                 if self.tol_rel_grad <= 0:
@@ -487,9 +486,9 @@ def validate(
                 raise ValueError('tol_rel_grad must be type of float')
 
         if self.tol_param is not None:
-            if self.algorithm == 'Newton':
+            if self.algorithm.lower() not in {'lbfgs', 'bfgs'}:
                 raise ValueError(
-                    'tol_param must not be set when algorithm is Newton'
+                    'tol_param requires that algorithm be set to bfgs or lbfgs'
                 )
             if isinstance(self.tol_param, float):
                 if self.tol_param <= 0:
@@ -498,10 +497,9 @@ def validate(
                 raise ValueError('tol_param must be type of float')
 
         if self.history_size is not None:
-            if self.algorithm == 'Newton' or self.algorithm == 'BFGS':
+            if self.algorithm.lower() != 'lbfgs':
                 raise ValueError(
-                    'history_size must not be set when algorithm is '
-                    'Newton or BFGS'
+                    'history_size requires that algorithm be set to lbfgs'
                 )
             if isinstance(self.history_size, int):
                 if self.history_size < 0: