How to save and load trace

Questions
1

I tried doing what @junpenglao and @colcarroll pointed to at https://github.com/pymc-devs/pymc3/pull/2975 but I keep getting errors.

My model:

with pm.Model() as mG:
    alpha = pm.Normal(...)
    beta = [...]
    sigma = [...]
    mu =[...]
    Ages = pm.Normal(...)
    
    trace_mG = pm.sample(2000, tune=1000, random_seed=13)

Saving trace:

trace_1 = pm.save_trace(trace_mG)

Loading trace:

with mG:
    trace2 = pm.load_trace(trace_1)

The error I get:

AttributeError                            Traceback (most recent call last)
<ipython-input-201-ecc0fb6c7706> in <module>()
      1 # rr = pm.load_trace('m', model=mG)
----> 2 with mG:
      3     trace2 = pm.load_trace(trace_1)
AttributeError: __enter__

I also tried loading like this:

trace2 = pm.load_trace('.pymc_1.trace', model=mG)

But the error I get is:

AttributeError: 'str' object has no attribute 'unobserved_RVs'

Anyone know how to do this?

1 Like
2

It appears that no one knows the answer.

Should I change the tag to Development?

3

I am surprised by the error - could you please open an issue on Github with some simple examples?

4

I can’t reproduce the error, and for some reason now it works fine. I didn’t even restart my computer and did exactly the same thing. Not sure what the problem was; perhaps a bug in my computer.

Maybe we should still leave this closed question up here in case this happens to anyone else.

Thank you @junpenglao

1 Like
5

Thanks for the reply. @michaelosthege called these kind of bugs Heisenbug which is pretty fitting :joy:

6

@junpenglao, After I restart my computer and re-open my jupyter notebook, I tried loading the saved trace:

with model_1:
    trace_1 = pm.load_trace(".pymc_1.trace")

But it says it doesn’t recognize the model. Do I have to re-run my model? If so, what is save_trace usually used for, considering that you have to run the whole model again?

7

You do need to reinitialized the model, meaning that you should run the same model code, excluding the pm.sample(...) line.

1 Like
8

For what it is worth, I have found this to be a good pattern in pymc3 - to separate the modelling step from the sampling step. I even will often define a model in a function, and do things like


def my_model():
    with pm.Model() as model:
        x = pm.Normal('x')
        ...
    return model

with my_model():
    other stuff
3 Likes
9

This is a good idea. Separation between model building and inference is a good way to avoid confusion, we should enforce it better in PyMC4.

2 Likes
10

Hi all,

I tried to load my trace as well, but it came with ‘NoneType’ error.
I followed what suggested here but no avail.

the last several lines of my code looks as follows:

with pm.Model() as model:
(some indentation) …
(some indentation) y_ = gp.marginal_likelihood(‘y’, X=Xs, Xu=Xu, y=Ys, noise=sigma)
(some indentation) # approx = pm.ADVI().fit(n=5000)
(some indentation) # trace = approx.sample(1000)
trace = pm.load_trace(’.pymc_1.trace’, model=model)

Did I miss something to load?

Thanks

1 Like
11

You can go through this thread, where I had pretty much the same problem with saving at some point. Tell me if the advice there ends up working for you.