Dear All,
I am having a theano assertion error while running a Bayesian regression
model on a Windows 10 computer. My PYMC version is 3.11.5 with theano
version 1.1.2. The libraries and code and error are shown below.
import numpy as np
import pymc3 as pm
import theano.tensor as tt
#saturation function
def saturate(x,a):
return 1- tt.exp(-a*x)
#carryover function
def carryover(x, strength, length = 3):
w = tt.as_tensor_variable([tt.power(strength,i) for i in range(length)])
x_lags = tt.stack([tt.concatenate([tt.zeros(i),x[:x.shape[0]-i]]) for i in
range(length)]) return tt.dot(w,x_lags)
#Pymc code below
with pm.Model() as model_data:
channel_contributions = [] for channel in var_list: if 'lag' in channel:
channel_contributions_granular = [] coef =
pm.Exponential(f'coef_{channel}', lam = 0.1) sat =
pm.Exponential(f'sat_{channel}', lam=1) car = pm.Beta(f'car_{channel}',
alpha=2, beta=2) for j in dic_data.keys(): X_temp =
dic_data.[j][channel].values channel_contribution_temp = coef *X_temp
channel_contribution_temp_sub = channel_contribution_temp[3:] #removing the
first 3 months of data which creates a subtensor
channel_contributions_granular.append(channel_contribution_temp_sub) #
array of arrays channel_contribution =
tt.stack(channel_contributions_granular) # stack sub subtensors
channel_contributions.append(channel_contribution) else:
channel_contributions_granular = [] coef =
pm.Exponential(f'coef_{channel}', lam = 0.0001) sat =
pm.Exponential(f'sat_{channel}', lam=1) car = pm.Beta(f'car_{channel}',
alpha=2, beta=2) for j in in dic_data.keys().keys(): X_temp = in
dic_data.keys()[j][channel].values channel_contribution_temp = coef *
saturate(carryover(X_temp,car),sat) channel_contribution_temp_sub =
channel_contribution_temp[3:] #removing the first 3 months of data which
creates a subtensor
channel_contributions_granular.append(channel_contribution_temp_sub) #
array of arrays channel_contribution =
tt.stack(channel_contributions_granular) #stack sub subtensors
channel_contributions.append(channel_contribution) base =
pm.Exponential('base', lam=0.0001) noise = pm.Exponential('noise',
lam=0.0001) Sales = pm.Normal('Sales',mu=sum(channel_contributions) +
base,sigma=noise,observed= y) trace_data = pm.sample(return_inferencedata=
True, tune=2000)
<https://discourse.pymc.io/t/assertion-error-in-pymc3/9542#assertion-error-is-shown-below-1>Assertion
Error is shown below
ERROR (theano.graph.opt): Optimization failure due to: constant_folding
ERROR (theano.graph.opt): node: Join(TensorConstant{0}, TensorConstant{(1,)
of 0.0}, TensorConstant{[45.841808…03101647]})
ERROR (theano.graph.opt): TRACEBACK:
ERROR (theano.graph.opt): Traceback (most recent call last):
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\graph\opt.py”,
line 2017, in process_node
replacements = lopt.transform(fgraph, node)
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\graph\opt.py”,
line 1209, in transform
return self.fn(*args, **kwargs)
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\tensor\opt.py”,
line 7006, in constant_folding
thunk = node.op.make_thunk(
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\graph\op.py”,
line 634, in make_thunk
return self.make_c_thunk(node, storage_map, compute_map, no_recycling)
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\graph\op.py”,
line 600, in make_c_thunk
outputs = cl.make_thunk(
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\link\c\basic.py”,
line 1203, in make_thunk
cthunk, module, in_storage, out_storage, error_storage = self.*compile*(
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\link\c\basic.py”,
line 1138, in *compile*
thunk, module = self.cthunk_factory(
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\link\c\basic.py”,
line 1634, in cthunk_factory
module = get_module_cache().module_from_key(key=key, lnk=self)
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\link\c\cmodule.py”,
line 1157, in module_from_key
module = self._get_from_hash(module_hash, key)
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\link\c\cmodule.py”,
line 1060, in _get_from_hash
key_data.add_key(key, save_pkl=bool(key[0]))
File
“C:\Users\J_Pushkin\Anaconda3\envs\pymc_env\lib\site-packages\theano\link\c\cmodule.py”,
line 497, in add_key
assert key not in self.keys
AssertionError
AssertionError Traceback (most recent call last)
Input In [22], in <cell line: 1>()
53 noise = pm.Exponential(‘noise’, lam=0.0001)
55 Sales = pm.Normal(‘Sales’,mu=sum(channel_contributions) +
base,sigma=noise,observed=y)
—> 57 trace_data = pm.sample(return_inferencedata=True, tune=2000)
What am I doing wrong. Thanks
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