Deprecate sample_posterior_predictive_w (#6254)

Closes #4807

Author: zaxtax

pymc/sampling.py

@@ -2065,127 +2065,10 @@ def sample_posterior_predictive_w(
         weighted models (default), or a dictionary with variable names as keys, and samples as
         numpy arrays.
     """
-    raise NotImplementedError(f"sample_posterior_predictive_w has not yet been ported to PyMC 4.0.")
-
-    if isinstance(traces[0], InferenceData):
-        n_samples = [
-            trace.posterior.sizes["chain"] * trace.posterior.sizes["draw"] for trace in traces
-        ]
-        traces = [dataset_to_point_list(trace.posterior) for trace in traces]
-    elif isinstance(traces[0], xarray.Dataset):
-        n_samples = [trace.sizes["chain"] * trace.sizes["draw"] for trace in traces]
-        traces = [dataset_to_point_list(trace) for trace in traces]
-    else:
-        n_samples = [len(i) * i.nchains for i in traces]
-
-    if models is None:
-        models = [modelcontext(models)] * len(traces)
-
-    if random_seed is not None:
-        (random_seed,) = _get_seeds_per_chain(random_seed, 1)
-
-    for model in models:
-        if model.potentials:
-            warnings.warn(
-                "The effect of Potentials on other parameters is ignored during posterior predictive sampling. "
-                "This is likely to lead to invalid or biased predictive samples.",
-                UserWarning,
-                stacklevel=2,
-            )
-            break
-
-    if weights is None:
-        weights = [1] * len(traces)
-
-    if len(traces) != len(weights):
-        raise ValueError("The number of traces and weights should be the same")
-
-    if len(models) != len(weights):
-        raise ValueError("The number of models and weights should be the same")
-
-    length_morv = len(models[0].observed_RVs)
-    if any(len(i.observed_RVs) != length_morv for i in models):
-        raise ValueError("The number of observed RVs should be the same for all models")
-
-    weights = np.asarray(weights)
-    p = weights / np.sum(weights)
-
-    min_tr = min(n_samples)
-
-    n = (min_tr * p).astype("int")
-    # ensure n sum up to min_tr
-    idx = np.argmax(n)
-    n[idx] = n[idx] + min_tr - np.sum(n)
-    trace = []
-    for i, j in enumerate(n):
-        tr = traces[i]
-        len_trace = len(tr)
-        try:
-            nchain = tr.nchains
-        except AttributeError:
-            nchain = 1
-
-        indices = np.random.randint(0, nchain * len_trace, j)
-        if nchain > 1:
-            chain_idx, point_idx = np.divmod(indices, len_trace)
-            for cidx, pidx in zip(chain_idx, point_idx):
-                trace.append(tr._straces[cidx].point(pidx))
-        else:
-            for idx in indices:
-                trace.append(tr[idx])
-
-    obs = [x for m in models for x in m.observed_RVs]
-    variables = np.repeat(obs, n)
-
-    lengths = list({np.atleast_1d(observed).shape for observed in obs})
-
-    size: List[Optional[Tuple[int, ...]]] = []
-    if len(lengths) == 1:
-        size = [None] * len(variables)
-    elif len(lengths) > 2:
-        raise ValueError("Observed variables could not be broadcast together")
-    else:
-        x = np.zeros(shape=lengths[0])
-        y = np.zeros(shape=lengths[1])
-        b = np.broadcast(x, y)
-        for var in variables:
-            # XXX: This needs to be refactored
-            shape = None  # np.shape(np.atleast_1d(var.distribution.default()))
-            if shape != b.shape:
-                size.append(b.shape)
-            else:
-                size.append(None)
-    len_trace = len(trace)
-
-    if samples is None:
-        samples = len_trace
-
-    indices = np.random.randint(0, len_trace, samples)
-
-    if progressbar:
-        indices = progress_bar(indices, total=samples, display=progressbar)
-
-    try:
-        ppcl: Dict[str, list] = defaultdict(list)
-        for idx in indices:
-            param = trace[idx]
-            var = variables[idx]
-            # TODO sample_posterior_predictive_w is currently only work for model with
-            # one observed.
-            # XXX: This needs to be refactored
-            # ppc[var.name].append(draw_values([var], point=param, size=size[idx])[0])
-            raise NotImplementedError()
-
-    except KeyboardInterrupt:
-        pass
-    else:
-        ppcd = {k: np.asarray(v) for k, v in ppcl.items()}
-        if not return_inferencedata:
-            return ppcd
-        ikwargs: Dict[str, Any] = dict(model=models)
-        if idata_kwargs:
-            ikwargs.update(idata_kwargs)
-        return pm.to_inference_data(posterior_predictive=ppcd, **ikwargs)
+    raise FutureWarning(
+        "The function `sample_posterior_predictive_w` has been removed in PyMC 4.3.0. "
+        "Switch to `arviz.stats.weight_predictions`"
+    )
 
 
 def sample_prior_predictive(

pymc/tests/test_sampling.py

@@ -1177,71 +1177,6 @@ def test_logging_sampled_basic_rvs_posterior_mutable(self, mock_sample_results,
             caplog.clear()
 
 
-@pytest.mark.xfail(
-    reason="sample_posterior_predictive_w not refactored for v4", raises=NotImplementedError
-)
-class TestSamplePPCW(SeededTest):
-    def test_sample_posterior_predictive_w(self):
-        data0 = np.random.normal(0, 1, size=50)
-        warning_msg = "The number of samples is too small to check convergence reliably"
-
-        with pm.Model() as model_0:
-            mu = pm.Normal("mu", mu=0, sigma=1)
-            y = pm.Normal("y", mu=mu, sigma=1, observed=data0)
-            with pytest.warns(UserWarning, match=warning_msg):
-                trace_0 = pm.sample(10, tune=0, chains=2, return_inferencedata=False)
-            idata_0 = pm.to_inference_data(trace_0, log_likelihood=False)
-
-        with pm.Model() as model_1:
-            mu = pm.Normal("mu", mu=0, sigma=1, size=len(data0))
-            y = pm.Normal("y", mu=mu, sigma=1, observed=data0)
-            with pytest.warns(UserWarning, match=warning_msg):
-                trace_1 = pm.sample(10, tune=0, chains=2, return_inferencedata=False)
-            idata_1 = pm.to_inference_data(trace_1, log_likelihood=False)
-
-        with pm.Model() as model_2:
-            # Model with no observed RVs.
-            mu = pm.Normal("mu", mu=0, sigma=1)
-            with pytest.warns(UserWarning, match=warning_msg):
-                trace_2 = pm.sample(10, tune=0, return_inferencedata=False)
-
-        traces = [trace_0, trace_1]
-        idatas = [idata_0, idata_1]
-        models = [model_0, model_1]
-
-        ppc = pm.sample_posterior_predictive_w(traces, 100, models)
-        assert ppc["y"].shape == (100, 50)
-
-        ppc = pm.sample_posterior_predictive_w(idatas, 100, models)
-        assert ppc["y"].shape == (100, 50)
-
-        with model_0:
-            ppc = pm.sample_posterior_predictive_w([idata_0.posterior], None)
-            assert ppc["y"].shape == (20, 50)
-
-        with pytest.raises(ValueError, match="The number of traces and weights should be the same"):
-            pm.sample_posterior_predictive_w([idata_0.posterior], 100, models, weights=[0.5, 0.5])
-
-        with pytest.raises(ValueError, match="The number of models and weights should be the same"):
-            pm.sample_posterior_predictive_w([idata_0.posterior], 100, models)
-
-        with pytest.raises(
-            ValueError, match="The number of observed RVs should be the same for all models"
-        ):
-            pm.sample_posterior_predictive_w([trace_0, trace_2], 100, [model_0, model_2])
-
-    def test_potentials_warning(self):
-        warning_msg = "The effect of Potentials on other parameters is ignored during"
-        with pm.Model() as m:
-            a = pm.Normal("a", 0, 1)
-            p = pm.Potential("p", a + 1)
-            obs = pm.Normal("obs", a, 1, observed=5)
-
-        trace = az_from_dict({"a": np.random.rand(10)})
-        with pytest.warns(UserWarning, match=warning_msg):
-            pm.sample_posterior_predictive_w(samples=5, traces=[trace, trace], models=[m, m])
-
-
 def check_exec_nuts_init(method):
     with pm.Model() as model:
         pm.Normal("a", mu=0, sigma=1, size=2)