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Description
Describe the issue:
I recently encountered an issue when trying to add constant data to some of my models.
When sampling with nuts_sampler="pymc"
, idata
contains a group denominated as constant_data
where x and y from this toy example are stored. Unfortunately, when using nutpie
, the constant data is nowhere to be found.
Is this actually a bug or is there something wrong with my definitions? Or are pm.ConstantData()
and such perhaps just not supported when using nutpie?
Any help would be much appreciated.
Reproduceable code example:
import numpy as np
import pymc as pm
import pytensor.tensor as pt
x = np.array([1,2,3,4])
y = np.array([100, 190, 310, 405])
with pm.Model() as pmodel:
# add data to the pmodel as ConstantData
pm.ConstantData("x", x)
pm.ConstantData("y", y)
var = pm.Normal("var", 100, 5)
# likelihood
pm.Normal("L", mu=y, sigma=0.1, observed=y)
# posterior
pst = x * var
pst = pm.Deterministic("posterior", pst)
# sampling
idata = pm.sample(nuts_sampler="nutpie", tune=50, draws=50)
print(idata)
Error message:
Output of print(idata):
Inference data with groups:
> posterior
> sample_stats
Warmup iterations saved (warmup_*).
PyMC version information:
PyMC v5.8.1 (pypi)
nutpie v0.9.1 (pypi)
PyTensor v2.16.2 (pypi)
Context for the issue:
No response