notebook: GLM-robust-regression

[reshamas]

Notebook title: GLM: Robust Linear Regression
Notebook url: https://github.com/pymc-devs/pymc-examples/blob/main/examples/generalized_linear_models/GLM-robust.ipynb

Issue description

normal_dist = pm.Normal.dist(mu=0, sigma=1)
t_dist = pm.StudentT.dist(mu=0, lam=1, nu=1)
x_eval = np.linspace(-8, 8, 300)
plt.plot(x_eval, theano.tensor.exp(normal_dist.logp(x_eval)).eval(), label="Normal", lw=2.0)
plt.plot(x_eval, theano.tensor.exp(t_dist.logp(x_eval)).eval(), label="Student T", lw=2.0)
plt.xlabel("x")
plt.ylabel("Probability density")
plt.legend();

Error:

---------------------------------------------------------------------------
AssertionError                            Traceback (most recent call last)
Input In [8], in <cell line: 4>()
      2 t_dist = pm.StudentT.dist(mu=0, lam=1, nu=1)
      3 x_eval = np.linspace(-8, 8, 300)
----> 4 plt.plot(x_eval, theano.tensor.exp(normal_dist.logp(x_eval)).eval(), label="Normal", lw=2.0)
      5 plt.plot(x_eval, theano.tensor.exp(t_dist.logp(x_eval)).eval(), label="Student T", lw=2.0)
      6 plt.xlabel("x")

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/graph/basic.py:554, in Variable.eval(self, inputs_to_values)
    552 inputs = tuple(sorted(inputs_to_values.keys(), key=id))
    553 if inputs not in self._fn_cache:
--> 554     self._fn_cache[inputs] = theano.function(inputs, self)
    555 args = [inputs_to_values[param] for param in inputs]
    557 rval = self._fn_cache[inputs](*args)

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/compile/function/__init__.py:337, in function(inputs, outputs, mode, updates, givens, no_default_updates, accept_inplace, name, rebuild_strict, allow_input_downcast, profile, on_unused_input)
    331     fn = orig_function(
    332         inputs, outputs, mode=mode, accept_inplace=accept_inplace, name=name
    333     )
    334 else:
    335     # note: pfunc will also call orig_function -- orig_function is
    336     #      a choke point that all compilation must pass through
--> 337     fn = pfunc(
    338         params=inputs,
    339         outputs=outputs,
    340         mode=mode,
    341         updates=updates,
    342         givens=givens,
    343         no_default_updates=no_default_updates,
    344         accept_inplace=accept_inplace,
    345         name=name,
    346         rebuild_strict=rebuild_strict,
    347         allow_input_downcast=allow_input_downcast,
    348         on_unused_input=on_unused_input,
    349         profile=profile,
    350         output_keys=output_keys,
    351     )
    352 return fn

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/compile/function/pfunc.py:524, in pfunc(params, outputs, mode, updates, givens, no_default_updates, accept_inplace, name, rebuild_strict, allow_input_downcast, profile, on_unused_input, output_keys)
    519         si = In(
    520             variable=sv, value=sv.container, mutable=False, borrow=True, shared=True
    521         )
    522     inputs.append(si)
--> 524 return orig_function(
    525     inputs,
    526     cloned_outputs,
    527     mode,
    528     accept_inplace=accept_inplace,
    529     name=name,
    530     profile=profile,
    531     on_unused_input=on_unused_input,
    532     output_keys=output_keys,
    533 )

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/compile/function/types.py:1981, in orig_function(inputs, outputs, mode, accept_inplace, name, profile, on_unused_input, output_keys)
   1970     m = Maker(
   1971         inputs,
   1972         outputs,
   (...)
   1978         name=name,
   1979     )
   1980     with config.change_flags(compute_test_value="off"):
-> 1981         fn = m.create(defaults)
   1982 finally:
   1983     t2 = time.time()

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/compile/function/types.py:1836, in FunctionMaker.create(self, input_storage, trustme, storage_map)
   1833 start_import_time = theano.link.c.cmodule.import_time
   1835 with config.change_flags(traceback__limit=config.traceback__compile_limit):
-> 1836     _fn, _i, _o = self.linker.make_thunk(
   1837         input_storage=input_storage_lists, storage_map=storage_map
   1838     )
   1840 end_linker = time.time()
   1842 linker_time = end_linker - start_linker

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/link/basic.py:266, in LocalLinker.make_thunk(self, input_storage, output_storage, storage_map)
    265 def make_thunk(self, input_storage=None, output_storage=None, storage_map=None):
--> 266     return self.make_all(
    267         input_storage=input_storage,
    268         output_storage=output_storage,
    269         storage_map=storage_map,
    270     )[:3]

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/link/vm.py:1188, in VMLinker.make_all(self, profiler, input_storage, output_storage, storage_map)
   1185 else:
   1186     post_thunk_clear = None
-> 1188 vm = self.make_vm(
   1189     order,
   1190     thunks,
   1191     input_storage,
   1192     output_storage,
   1193     storage_map,
   1194     post_thunk_clear,
   1195     computed,
   1196     compute_map,
   1197     self.updated_vars,
   1198 )
   1200 vm.storage_map = storage_map
   1201 vm.compute_map = compute_map

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/link/vm.py:893, in VMLinker.make_vm(self, nodes, thunks, input_storage, output_storage, storage_map, post_thunk_clear, computed, compute_map, updated_vars)
    890 pre_call_clear = [storage_map[v] for v in self.no_recycling]
    892 try:
--> 893     from theano.link.c.cvm import CVM
    894 except (MissingGXX, ImportError):
    895     CVM = None

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/link/c/cvm.py:13, in <module>
      9 if not config.cxx:
     10     raise MissingGXX(
     11         "lazylinker will not be imported if theano.config.cxx is not set."
     12     )
---> 13 from theano.link.c import lazylinker_c
     15 class CVM(lazylinker_c.CLazyLinker, VM):
     16     def __init__(self, fgraph, *args, **kwargs):

File ~/miniforge3/envs/pymc-ex/lib/python3.10/site-packages/theano/link/c/lazylinker_c.py:157, in <module>
    153             _logger.info(f"New version {lazylinker_ext._version}")
    155 from lazylinker_ext.lazylinker_ext import *  # noqa
--> 157 assert force_compile or (version == get_version())

AssertionError: 

Note that this issue tracker is about the contents in the notebooks, if
the notebook is instead triggering a bug or error in pymc, please
report to https://github.com/pymc-devs/pymc/issues instead

Expected output

If applicable, describe what should happen instead.

Proposed solution

If applicable, explain possible solutions and workarounds.

[reshamas]

cc: @kuvychko, in case you might know how to resolve this error.

[kuvychko]

@reshamas - I don't, at least not at the moment. I have a couple of unexpected things taking a lot of my time over the last couple of weeks. If I don't make substantial progress during the next two weeks I will let you know and bow out of working on this notebook, I don't want to hold up progress.