Revert "Merge Aeppl as logprob submodule"

This reverts commit e0d25c8.

Author: pymc-devs

.github/workflows/tests.yml

@@ -85,18 +85,6 @@ jobs:
             pymc/tests/ode/test_utils.py
             pymc/tests/step_methods/hmc/test_quadpotential.py
 
-          - |
-            pymc/tests/logprob/test_abstract.py
-            pymc/tests/logprob/test_censoring.py
-            pymc/tests/logprob/test_composite_logprob.py
-            pymc/tests/logprob/test_cumsum.py
-            pymc/tests/logprob/test_mixture.py
-            pymc/tests/logprob/test_rewriting.py
-            pymc/tests/logprob/test_scan.py
-            pymc/tests/logprob/test_tensor.py
-            pymc/tests/logprob/test_transforms.py
-            pymc/tests/logprob/test_utils.py
-
       fail-fast: false
     runs-on: ${{ matrix.os }}
     env:

.pre-commit-config.yaml

@@ -85,6 +85,7 @@ repos:
           (?x)(arviz-devs.github.io|
                python.arviz.org|
                aesara.readthedocs.io|
+               aeppl.readthedocs.io|
                pymc-experimental.readthedocs.io|
                docs.pymc.io|
                www.pymc.io|

conda-envs/environment-dev.yml

@@ -5,6 +5,7 @@ channels:
 - defaults
 dependencies:
 # Base dependencies
+- aeppl=0.0.38
 - aesara=2.8.8
 - arviz>=0.13.0
 - blas
@@ -40,4 +41,3 @@ dependencies:
 - types-cachetools
 - pip:
   - git+https://github.com/pymc-devs/pymc-sphinx-theme
-  - numdifftools>=0.9.40

conda-envs/environment-test.yml

@@ -5,6 +5,7 @@ channels:
 - defaults
 dependencies:
 # Base dependencies
+- aeppl=0.0.38
 - aesara=2.8.8
 - arviz>=0.13.0
 - blas
@@ -28,5 +29,3 @@ dependencies:
 - pytest>=3.0
 - mypy=0.990
 - types-cachetools
-- pip:
-  - numdifftools>=0.9.40

conda-envs/windows-environment-dev.yml

@@ -5,6 +5,7 @@ channels:
 - defaults
 dependencies:
 # Base dependencies (see install guide for Windows)
+- aeppl=0.0.38
 - aesara=2.8.8
 - arviz>=0.13.0
 - blas
@@ -37,4 +38,3 @@ dependencies:
 - types-cachetools
 - pip:
   - git+https://github.com/pymc-devs/pymc-sphinx-theme
-  - numdifftools>=0.9.40

conda-envs/windows-environment-test.yml

@@ -5,6 +5,7 @@ channels:
 - defaults
 dependencies:
 # Base dependencies (see install guide for Windows)
+- aeppl=0.0.38
 - aesara=2.8.8
 - arviz>=0.13.0
 - blas
@@ -29,5 +30,3 @@ dependencies:
 - pytest>=3.0
 - mypy=0.990
 - types-cachetools
-- pip:
-  - numdifftools>=0.9.40

docs/source/conf.py

@@ -188,6 +188,7 @@
 intersphinx_mapping = {
     "arviz": ("https://python.arviz.org/en/latest/", None),
     "aesara": ("https://aesara.readthedocs.io/en/latest/", None),
+    "aeppl": ("https://aeppl.readthedocs.io/en/latest/", None),
     "home": ("https://www.pymc.io", None),
     "pmx": ("https://www.pymc.io/projects/experimental/en/latest", None),
     "numpy": ("https://numpy.org/doc/stable/", None),

docs/source/learn/core_notebooks/GLM_linear.ipynb

@@ -522,15 +522,14 @@
    "source": [
     "%load_ext watermark\n",
     "\n",
-    "%watermark -n -u -v -iv -w -p aesara"
+    "%watermark -n -u -v -iv -w -p aesara,aeppl"
    ]
   }
  ],
  "metadata": {
   "anaconda-cloud": {},
-  "hide_input": false,
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python 3 (ipykernel)",
    "language": "python",
    "name": "python3"
   },
@@ -544,27 +543,14 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.8.10"
+   "version": "3.9.7"
   },
   "latex_envs": {
    "bibliofile": "biblio.bib",
    "cite_by": "apalike",
    "current_citInitial": 1,
    "eqLabelWithNumbers": true,
    "eqNumInitial": 0
-  },
-  "toc": {
-   "base_numbering": 1,
-   "nav_menu": {},
-   "number_sections": true,
-   "sideBar": true,
-   "skip_h1_title": false,
-   "title_cell": "Table of Contents",
-   "title_sidebar": "Contents",
-   "toc_cell": false,
-   "toc_position": {},
-   "toc_section_display": true,
-   "toc_window_display": false
   }
  },
  "nbformat": 4,

docs/source/learn/core_notebooks/model_comparison.ipynb

@@ -536,17 +536,16 @@
     }
    ],
    "source": [
-    "%watermark -n -u -v -iv -w -p xarray,aesara"
+    "%watermark -n -u -v -iv -w -p xarray,aesara,aeppl"
    ]
   }
  ],
  "metadata": {
-  "hide_input": false,
   "interpreter": {
    "hash": "baf205d70af30bf8b721a304f5a44beb31bf8af014f6b7340f1a7ae004926653"
   },
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python 3 (ipykernel)",
    "language": "python",
    "name": "python3"
   },
@@ -560,20 +559,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.8.10"
-  },
-  "toc": {
-   "base_numbering": 1,
-   "nav_menu": {},
-   "number_sections": true,
-   "sideBar": true,
-   "skip_h1_title": false,
-   "title_cell": "Table of Contents",
-   "title_sidebar": "Contents",
-   "toc_cell": false,
-   "toc_position": {},
-   "toc_section_display": true,
-   "toc_window_display": false
+   "version": "3.9.7"
   }
  },
  "nbformat": 4,

docs/source/learn/core_notebooks/posterior_predictive.ipynb

@@ -4649,15 +4649,14 @@
    ],
    "source": [
     "%load_ext watermark\n",
-    "%watermark -n -u -v -iv -w -p aesara"
+    "%watermark -n -u -v -iv -w -p aesara,aeppl"
    ]
   }
  ],
  "metadata": {
   "anaconda-cloud": {},
-  "hide_input": false,
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python 3.9.13 ('pymc-dev-py39')",
    "language": "python",
    "name": "python3"
   },
@@ -4671,20 +4670,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.8.10"
-  },
-  "toc": {
-   "base_numbering": 1,
-   "nav_menu": {},
-   "number_sections": true,
-   "sideBar": true,
-   "skip_h1_title": false,
-   "title_cell": "Table of Contents",
-   "title_sidebar": "Contents",
-   "toc_cell": false,
-   "toc_position": {},
-   "toc_section_display": true,
-   "toc_window_display": false
+   "version": "3.9.13"
   },
   "vscode": {
    "interpreter": {

docs/source/learn/core_notebooks/pymc_aesara.ipynb

@@ -4340,15 +4340,14 @@
    ],
    "source": [
     "%load_ext watermark\n",
-    "%watermark -n -u -v -iv -w -p xarray"
+    "%watermark -n -u -v -iv -w -p xarray,aeppl"
    ]
   }
  ],
  "metadata": {
   "anaconda-cloud": {},
-  "hide_input": false,
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python 3 (ipykernel)",
    "language": "python",
    "name": "python3"
   },
@@ -4362,20 +4361,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.8.10"
-  },
-  "toc": {
-   "base_numbering": 1,
-   "nav_menu": {},
-   "number_sections": true,
-   "sideBar": true,
-   "skip_h1_title": false,
-   "title_cell": "Table of Contents",
-   "title_sidebar": "Contents",
-   "toc_cell": false,
-   "toc_position": {},
-   "toc_section_display": true,
-   "toc_window_display": false
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

docs/source/learn/core_notebooks/pymc_overview.ipynb

@@ -54,7 +54,6 @@ def __set_compiler_flags():
 from pymc.distributions import *
 from pymc.exceptions import *
 from pymc.func_utils import find_constrained_prior
-from pymc.logprob import *
 from pymc.math import (
     expand_packed_triangular,
     invlogit,

pymc/__init__.py

@@ -32,6 +32,8 @@
 import pandas as pd
 import scipy.sparse as sps
 
+from aeppl.logprob import CheckParameterValue
+from aeppl.transforms import RVTransform
 from aesara import scalar
 from aesara.compile import Function, Mode, get_mode
 from aesara.gradient import grad
@@ -63,8 +65,6 @@
 from aesara.tensor.var import TensorConstant, TensorVariable
 
 from pymc.exceptions import NotConstantValueError
-from pymc.logprob.transforms import RVTransform
-from pymc.logprob.utils import CheckParameterValue
 from pymc.vartypes import continuous_types, isgenerator, typefilter
 
 PotentialShapeType = Union[int, np.ndarray, Sequence[Union[int, Variable]], TensorVariable]
@@ -947,7 +947,7 @@ def largest_common_dtype(tensors):
 
 @node_rewriter(tracks=[CheckParameterValue])
 def local_remove_check_parameter(fgraph, node):
-    """Rewrite that removes CheckParameterValue
+    """Rewrite that removes Aeppl's CheckParameterValue
 
     This is used when compile_rv_inplace
     """
@@ -1071,13 +1071,13 @@ def compile_pymc(
         Ensures that compiled functions containing random variables will produce new
         samples on each call.
     local_check_parameter_to_ninf_switch
-        Replaces CheckParameterValue assertions is logp expressions with Switches
+        Replaces Aeppl's CheckParameterValue assertions is logp expressions with Switches
         that return -inf in place of the assert.
 
     Optional rewrites
     -----------------
     local_remove_check_parameter
-        Replaces CheckParameterValue assertions is logp expressions. This is used
+        Replaces Aeppl's CheckParameterValue assertions is logp expressions. This is used
         as an alteranative to the default local_check_parameter_to_ninf_switch whenenver
         this function is called within a model context and the model `check_bounds` flag
         is set to False.

pymc/aesaraf.py

@@ -15,6 +15,7 @@
 from pymc.distributions.logprob import (  # isort:skip
     logcdf,
     logp,
+    joint_logp,
 )
 
 from pymc.distributions.bound import Bound
@@ -197,6 +198,7 @@
     "Censored",
     "CAR",
     "PolyaGamma",
+    "joint_logp",
     "logp",
     "logcdf",
 ]

pymc/distributions/__init__.py

@@ -29,7 +29,7 @@
 class CensoredRV(SymbolicRandomVariable):
     """Censored random variable"""
 
-    inline_logprob = True
+    inline_aeppl = True
     _print_name = ("Censored", "\\operatorname{Censored}")
 
 

pymc/distributions/censored.py

@@ -28,6 +28,7 @@
 import aesara.tensor as at
 import numpy as np
 
+from aeppl.logprob import _logprob, logcdf, logprob
 from aesara.graph.basic import Apply, Variable
 from aesara.graph.op import Op
 from aesara.raise_op import Assert
@@ -56,8 +57,6 @@
 from aesara.tensor.random.op import RandomVariable
 from aesara.tensor.var import TensorConstant
 
-from pymc.logprob.abstract import _logprob, logcdf, logprob
-
 try:
     from polyagamma import polyagamma_cdf, polyagamma_pdf, random_polyagamma
 except ImportError:  # pragma: no cover
@@ -532,9 +531,6 @@ def logcdf(value, mu, sigma):
             msg="sigma > 0",
         )
 
-    def icdf(value, mu, sigma):
-        return mu + sigma * -np.sqrt(2.0) * at.erfcinv(2 * value)
-
 
 class TruncatedNormalRV(RandomVariable):
     name = "truncated_normal"
@@ -1294,6 +1290,10 @@ class Exponential(PositiveContinuous):
     Variance  :math:`\dfrac{1}{\lambda^2}`
     ========  ============================
 
+    Notes
+    -----
+    Logp calculation is defined in `aeppl.logprob <https://github.com/aesara-devs/aeppl/blob/main/aeppl/logprob.py/>`_.
+
     Parameters
     ----------
     lam : tensor_like of float

pymc/distributions/continuous.py

@@ -819,9 +819,6 @@ def logcdf(value, p):
             msg="0 <= p <= 1",
         )
 
-    def icdf(value, p):
-        return at.ceil(at.log1p(-value) / at.log1p(-p)).astype("int64")
-
 
 class HyperGeometric(Discrete):
     R"""

pymc/distributions/discrete.py

@@ -27,6 +27,7 @@
 import scipy.linalg
 import scipy.stats
 
+from aeppl.logprob import CheckParameterValue
 from aesara.compile.builders import OpFromGraph
 from aesara.graph.basic import Apply, Variable
 from aesara.graph.op import Op
@@ -37,7 +38,6 @@
 
 from pymc.aesaraf import floatX
 from pymc.distributions.shape_utils import to_tuple
-from pymc.logprob.utils import CheckParameterValue
 
 solve_lower = SolveTriangular(lower=True)
 solve_upper = SolveTriangular(lower=False)