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Transition to PyMC3 about causality HOT 6 CLOSED

akelleh avatar akelleh commented on June 12, 2024
Transition to PyMC3

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Comments (6)

akelleh avatar akelleh commented on June 12, 2024 2

Updating: pymc3 is incompatible with the statsmodels kernel regression, so I'm removing the mixed independence tests, which are the only portion of the package that uses pymc 2. That'll let me get rid of that dependency, and we can upgrade to pymc3 for future features. I'll reimplement mixed variable type independence tests if/when there's a compatible kernel density estimator, or pymc removes the theano dependence (I think that's planned for pymc4)

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akelleh avatar akelleh commented on June 12, 2024 1

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akelleh avatar akelleh commented on June 12, 2024

Shouldn't be hard! I've been planning on it. I haven't had much time to work on it lately, but feel free to contribute a branch!

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frmsaul avatar frmsaul commented on June 12, 2024

Sounds good, Ill give it a shot this weekend.
Btw, this is a really cool library, thanks for creating it.

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akelleh avatar akelleh commented on June 12, 2024

Glad you like it!

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frmsaul avatar frmsaul commented on June 12, 2024

Hi,

I took a look at the code, and it seems that moving to pymc3 might require a little more work than I initially thought. The main reasons are that pymc3 doesn't have the stochastic decorator and that causality tests don't cover the statements that interface with pymc. Ill try to write some tests for it later this weekend, so we can do the transition without worries. Let me know if you have any pointers to writing good tests for that. Here is a test coverage report for the file that interfaces with pymc independence_tests.py

For now, I submitted a pull request updating the versions for all the other packages used.

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