Hi there,
I have been using PYMC for a while and have never had any had any problems setting up and managing environments for it until I have recently wanted to deploy it within an Azure Function.
I have replicated the environment locally and the code works fine (and has done for ages under similar environments too); however, I am at a loss in how to get it to work on Azure.
The section of code is based upon https://docs.pymc.io/notebooks/rugby_analytics.html and is as follows:
model = pm.Model()
with pm.Model() as model:
home = pm.Flat('home')
tau_att = pm.Gamma('tau_att', .1, .1)
tau_def = pm.Gamma('tau_def', .1, .1)
intercept = pm.Flat('intercept')
#team-specific parameters
atts_star = pm.Normal("atts_star",
mu=0.0,
tau=tau_att,
shape=num_teams)
defs_star = pm.Normal("defs_star",
mu=0.0,
tau=tau_def,
shape=num_teams)
atts = pm.Deterministic('atts', atts_star - tt.mean(atts_star))
defs = pm.Deterministic('defs', defs_star - tt.mean(defs_star))
home_theta = tt.exp(intercept + home + atts[home_team] + defs[away_team])
away_theta = tt.exp(intercept + atts[away_team] + defs[home_team])
home_goals = pm.Poisson('home_goals', mu=home_theta, observed=observed_home_goals)
away_goals = pm.Poisson('away_goals', mu=away_theta, observed=observed_away_goals)
logging.info("Running PYMC Process")
with model:
# step = pm.Metropolis()
# trace = pm.sample(2000,step=step, cores=1)
trace = pm.sample(1000, tune=1000, cores=1)
When I run this locally it completes in around 11 seconds - (Sampling 2 chains for 1_000 tune and 1_000 draw iterations (2_000 + 2_000 draws total) took 11 seconds.).
When I run this within an Azure Function It basically gets to pm.sample() before timing out / never returning, ie:
I have tried running with different step functions, num cores, draws, chains, different versions of requisites & PYMC3 versions and have had no luck.
I am currently using Python 3.7 on Ubuntu 16.04 x64 and have added a bash script to the build pipeline to add pre-reqs:
sudo apt install libatlas-base-dev
sudo apt-get install python-numpy python-scipy python-dev python-pip python-nose g++ libopenblas-dev git graphviz
sudo pip install Theano
sudo apt-get install g++-4.9
sudo update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-4.9 20
sudo update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-5 10
sudo update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-4.9 20
sudo update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-5 10
sudo update-alternatives --install /usr/bin/cc cc /usr/bin/gcc 30
sudo update-alternatives --set cc /usr/bin/gcc
sudo update-alternatives --install /usr/bin/c++ c++ /usr/bin/g++ 30
sudo update-alternatives --set c++ /usr/bin/g++
pip install --target="./.python_packages/lib/site-packages" -r requirements.txt
requirements.txt:
azure-functions
scipy==1.3.1
snowflake-connector-python==2.2.2
snowflake-sqlalchemy==1.2.2
SQLAlchemy==1.3.7
pandas==1.0.1
sklearn==0.0
matplotlib==3.1.1
numpy==1.16.4
Theano==1.0.5
Cython==0.29.16
pymc3==3.9.3
statsmodels==0.10.1
I get no other import errors / warnings and am now completely out of ideas, any help will be greatly appreciated.
Thanks!
