I have a black box code which returns the mean of a multivariate normal distribution. Here’s a working notebook for a small example of what I’m trying to do.
The problem is that when I replace cell 6 with a library call to my simulation code, I receive type errors, I think because my model wants a numpy input and it’s being passed a different type.
I read https://docs.pymc.io/notebooks/blackbox_external_likelihood.html, but it seems to be more than I need, since I don’t have a custom likelihood, just a custom way of computing the mean. I’d still like to use pm.Normal as the likelihood.
Substituting a more complicated model from a library import results in failure at declaration of mu, giving the following error:
You can find the C code in this temporary file: /var/folders/x4/gy7q6p_d2z5bwzbgppz6_l480000gn/T/theano_compilation_error_ykb8bzjm
---------------------------------------------------------------------------
Exception Traceback (most recent call last)
<ipython-input-9-00aab8136ec5> in <module>
5
6 # Priors for unknown model parameters
----> 7 Zi = pm.Normal('theta', mu=0, sigma=1, shape=[N_obs, N_KL])
8
9 # this is where we inject our model since Y = u(θ) + noise
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/pymc3/distributions/distribution.py in __new__(cls, name, *args, **kwargs)
45 total_size = kwargs.pop('total_size', None)
46 dist = cls.dist(*args, **kwargs)
---> 47 return model.Var(name, dist, data, total_size)
48 else:
49 raise TypeError("Name needs to be a string but got: {}".format(name))
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/pymc3/model.py in Var(self, name, dist, data, total_size)
920 with self:
921 var = FreeRV(name=name, distribution=dist,
--> 922 total_size=total_size, model=self)
923 self.free_RVs.append(var)
924 else:
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/pymc3/model.py in __init__(self, type, owner, index, name, distribution, total_size, model)
1368 self.tag.test_value = np.ones(
1369 distribution.shape, distribution.dtype) * distribution.default()
-> 1370 self.logp_elemwiset = distribution.logp(self)
1371 # The logp might need scaling in minibatches.
1372 # This is done in `Factor`.
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/pymc3/distributions/continuous.py in logp(self, value)
516 mu = self.mu
517
--> 518 return bound((-tau * (value - mu)**2 + tt.log(tau / np.pi / 2.)) / 2.,
519 sigma > 0)
520
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/tensor/var.py in __sub__(self, other)
145 # and the return value in that case
146 try:
--> 147 return theano.tensor.basic.sub(self, other)
148 except (NotImplementedError, AsTensorError):
149 return NotImplemented
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/op.py in __call__(self, *inputs, **kwargs)
668 # compute output value once with test inputs to validate graph
669 thunk = node.op.make_thunk(node, storage_map, compute_map,
--> 670 no_recycling=[])
671 thunk.inputs = [storage_map[v] for v in node.inputs]
672 thunk.outputs = [storage_map[v] for v in node.outputs]
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/op.py in make_thunk(self, node, storage_map, compute_map, no_recycling, impl)
953 try:
954 return self.make_c_thunk(node, storage_map, compute_map,
--> 955 no_recycling)
956 except (NotImplementedError, utils.MethodNotDefined):
957 # We requested the c code, so don't catch the error.
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/op.py in make_c_thunk(self, node, storage_map, compute_map, no_recycling)
856 _logger.debug('Trying CLinker.make_thunk')
857 outputs = cl.make_thunk(input_storage=node_input_storage,
--> 858 output_storage=node_output_storage)
859 thunk, node_input_filters, node_output_filters = outputs
860
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/cc.py in make_thunk(self, input_storage, output_storage, storage_map, keep_lock)
1215 cthunk, module, in_storage, out_storage, error_storage = self.__compile__(
1216 input_storage, output_storage, storage_map,
-> 1217 keep_lock=keep_lock)
1218
1219 res = _CThunk(cthunk, init_tasks, tasks, error_storage, module)
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/cc.py in __compile__(self, input_storage, output_storage, storage_map, keep_lock)
1155 output_storage,
1156 storage_map,
-> 1157 keep_lock=keep_lock)
1158 return (thunk,
1159 module,
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/cc.py in cthunk_factory(self, error_storage, in_storage, out_storage, storage_map, keep_lock)
1622 node.op.prepare_node(node, storage_map, None, 'c')
1623 module = get_module_cache().module_from_key(
-> 1624 key=key, lnk=self, keep_lock=keep_lock)
1625
1626 vars = self.inputs + self.outputs + self.orphans
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/cmodule.py in module_from_key(self, key, lnk, keep_lock)
1187 try:
1188 location = dlimport_workdir(self.dirname)
-> 1189 module = lnk.compile_cmodule(location)
1190 name = module.__file__
1191 assert name.startswith(location)
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/cc.py in compile_cmodule(self, location)
1525 lib_dirs=self.lib_dirs(),
1526 libs=libs,
-> 1527 preargs=preargs)
1528 except Exception as e:
1529 e.args += (str(self.fgraph),)
~/opt/anaconda3/envs/6435_proj/lib/python3.7/site-packages/theano/gof/cmodule.py in compile_str(module_name, src_code, location, include_dirs, lib_dirs, libs, preargs, py_module, hide_symbols)
2409 # difficult to read.
2410 raise Exception('Compilation failed (return status=%s): %s' %
-> 2411 (status, compile_stderr.replace('\n', '. ')))
2412 elif config.cmodule.compilation_warning and compile_stderr:
2413 # Print errors just below the command line.
Exception: ("Compilation failed (return status=1): /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:506:27: error: non-constant-expression cannot be narrowed from type 'npy_intp' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing]. int init_totals[2] = {V1_n0, V3_n1};. ^~~~~. /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:506:27: note: insert an explicit cast to silence this issue. int init_totals[2] = {V1_n0, V3_n1};. ^~~~~. static_cast<int>( ). /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:506:34: error: non-constant-expression cannot be narrowed from type 'npy_intp' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing]. int init_totals[2] = {V1_n0, V3_n1};. ^~~~~. /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:506:34: note: insert an explicit cast to silence this issue. int init_totals[2] = {V1_n0, V3_n1};. ^~~~~. static_cast<int>( ). /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:518:12: error: non-constant-expression cannot be narrowed from type 'ssize_t' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing]. 0, V3_stride1, . ^~~~~~~~~~. /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:518:12: note: insert an explicit cast to silence this issue. 0, V3_stride1, . ^~~~~~~~~~. static_cast<int>( ). /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:520:1: error: non-constant-expression cannot be narrowed from type 'ssize_t' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing]. V1_stride0, V1_stride1. ^~~~~~~~~~. /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:520:1: note: insert an explicit cast to silence this issue. V1_stride0, V1_stride1. ^~~~~~~~~~. static_cast<int>( ). /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:520:13: error: non-constant-expression cannot be narrowed from type 'ssize_t' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing]. V1_stride0, V1_stride1. ^~~~~~~~~~. /Users/corbin/.theano/compiledir_Darwin-19.4.0-x86_64-i386-64bit-i386-3.7.7-64/tmpkoi5sfqo/mod.cpp:520:13: note: insert an explicit cast to silence this issue. V1_stride0, V1_stride1. ^~~~~~~~~~. static_cast<int>( ). 5 errors generated.. ", '[Elemwise{sub,no_inplace}(theta, <TensorType(float64, (True, True))>)]')
Is there a simple way to handle this?