Model doesn't contain any free variables error

Questions
1

Hello,
This my first work with Pymc3 and I’m trying to run the follwoing model in Pymc3 to estimate the value of b (the upper bound of a truncated normal) :

with pm.Model() as sleep_model:
    
    low= pm.Normal('low', mu= b_lower, sigma= 0.001, shape= (0,1) )
    high= pm.Normal('high', mu= b_upper, sigma= 0.001, shape= (0,1))
    b= pm.Triangular('b', lower= low, upper= high, c= b_mode, shape= (0,1))
    #p= pm.TruncatedNormal('p', mu= mu1, sigma= sg1, upper= b)
    
    observed= pm.TruncatedNormal('obs', mu= mu1, sigma= sg1, upper= b, observed= np.array(seq_x))
    step= pm.Metropolis()
    
    sleep_trace= pm.sample(N_samples, step= step, njobs= 2)

However, I get an error that The model does not contain any free variables

appreciate your help about how to solve this problem

2

Hi, just remove the shape argument from your random variables:

low= pm.Normal('low', mu= b_lower, sigma= 0.001)

Is there a reason for you to be using Metropolis?

3

Hi luisroque,
thanks for your reply.
I actually added the shape arguments because I was getting this error:

TypeError: For compute_test_value, one input test value does not have the requested type.

The error when converting the test value to that variable type:
Wrong number of dimensions: expected 0, got 1 with shape (1,).

Concerning using Metropolis, I’m actually using it for a particular reason, do you think it is what is causing the problem?

4

No, I don’t think so. The model runs for me, removing the shapes and also the njobs. What version of PyMC3 are you running?

Can you also share what seq_x looks like?

5

I’m running version 3.8

array([1.670e+01, 1.440e+01, 7.600e+00, 1.080e+01, 1.000e-02, 9.000e+00,
       1.310e+01, 5.500e+00, 6.600e+00, 1.000e-03, 1.210e+01, 1.060e+01,
       1.050e+01, 1.000e-02, 3.000e+00, 6.000e+00, 5.400e+00, 1.360e+01,
       1.290e+01, 9.700e+00, 1.110e+01, 1.310e+01, 1.000e-03, 1.760e+01,
       1.000e-02, 3.600e+00, 1.555e+01, 1.190e+01, 1.800e+01, 3.600e+00,
       3.700e+00, 8.950e+00, 7.300e+00, 1.000e-03, 1.930e+01, 8.000e+00,
       1.190e+01, 1.900e+01, 8.300e+00, 1.060e+01])
6

It runs for me with version 3.9.3

7

I’ve updated pymc3 to version 3.10.0 but still getting the same error!

8

Then, the only thing that it is left are the values that you are supplying as arguments to the RV, such as b_lower, b_upper, etc. You might be supplying a data type that messes with shape, such as a list. You can’t do that. It should be something like:

b_lower = 0.
low= pm.Normal('low', mu= b_lower, sigma= 0.001)
9

+1 to remove the shape, as shape=(0, 1) create a zero size random variable which is another way to say no variable.

also, when you see error like Wrong number of dimensions: expected 0, got 1 with shape (1,)., it actually means some of the input is (1, ) shape instead of a scalar - I cannot quite reproduce your error but usually you can wrap the random variables in question with tt.squeeze.

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