Fix CI errors in statspace test suite (#251)

* Ignore numpy depreciation warnings from statsmodel

* Squeeze result vector-matrix multiplication with (1, 1) matrix to avoid shape error in numpy 1.25.2

* Consolidate all project settings into `pyproject.toml`

* Delete unused`pytest.ini` and `setup.cfg`

* Remove unnecessary filtered warnings

* Change pathfinder jax import from deprecated pymc.sampling_jax to pymc.sampling.jax

* Skip pathfinder test if python < 3.10

* Add some comments to `pyproject.toml` to explain what warnings are being ignored and why

Author: jessegrabowski

pymc_experimental/inference/pathfinder.py

@@ -25,7 +25,7 @@
 import numpy as np
 import pymc as pm
 from pymc import modelcontext
-from pymc.sampling_jax import get_jaxified_graph
+from pymc.sampling.jax import get_jaxified_graph
 from pymc.util import RandomSeed, _get_seeds_per_chain, get_default_varnames
 
 

pymc_experimental/tests/statespace/test_VARMAX.py

@@ -96,6 +96,7 @@ def test_VARMAX_param_counts_match_statsmodels(data, order, var):
 
 @pytest.mark.parametrize("order", orders, ids=ids)
 @pytest.mark.filterwarnings("ignore::statsmodels.tools.sm_exceptions.EstimationWarning")
+@pytest.mark.filterwarnings("ignore::FutureWarning")
 def test_VARMAX_update_matches_statsmodels(data, order, rng):
     p, q = order
 

pymc_experimental/tests/statespace/utilities/test_helpers.py

@@ -227,7 +227,7 @@ def simulate_from_numpy_model(mod, rng, param_dict, steps=100):
     y = np.zeros(steps)
 
     x[0] = x0
-    y[0] = Z @ x0
+    y[0] = (Z @ x0).squeeze()
 
     if not np.allclose(H, 0):
         y[0] += rng.multivariate_normal(mean=np.zeros(1), cov=H)
@@ -245,7 +245,7 @@ def simulate_from_numpy_model(mod, rng, param_dict, steps=100):
             error = 0
 
         x[t] = c + T @ x[t - 1] + innov
-        y[t] = d + Z @ x[t] + error
+        y[t] = (d + Z @ x[t] + error).squeeze()
 
     return x, y
 

pymc_experimental/tests/test_pathfinder.py

@@ -23,6 +23,9 @@
 
 # TODO: Remove this filterwarning after pytensor uses jnp.prod instead of jnp.product
 @pytest.mark.skipif(sys.platform == "win32", reason="JAX not supported on windows.")
+@pytest.mark.skipif(
+    sys.version_info < (3, 10), reason="pymc.sampling.jax does not currently support python < 3.10"
+)
 @pytest.mark.filterwarnings("ignore::DeprecationWarning")
 def test_pathfinder():
     # Data of the Eight Schools Model

pyproject.toml

@@ -7,6 +7,14 @@ addopts = [
   "--ignore=pymc_experimental/model_builder.py"
 ]
 
+filterwarnings =[
+  "error",
+  # Raised by arviz when the model_builder class adds non-standard group names to InferenceData
+  "ignore::UserWarning:arviz.data.inference_data",
+
+  # bool8, find_common_type, cumproduct, and product had deprecation warnings added in numpy 1.25
+  'ignore:.*(\b(pkg_resources\.declare_namespace|np\.bool8|np\.find_common_type|cumproduct|product)\b).*:DeprecationWarning',
+]
 
 [tool.black]
 line-length = 100
@@ -20,6 +28,7 @@ exclude_lines = [
 
 [tool.isort]
 profile = "black"
+# lines_between_types = 1
 
 [tool.nbqa.mutate]
 isort = 1