Stop squeezing stats by default

[michaelosthege]

Squeezing stats by default removes the "stepmethod" dimension (which we don't name explicitly), but this does not always work for object-dtyped stats.

This is (very often) the case for the "warning" stat introduced by #6192, but also for stats that have varying shape.

We should probably not only stop squeezing, but instead unpack stats into a long form, such that there is not even a stepmeethod dimension.
This is how McBackend stores stats, because it works for any (hierarchical) combination of step methods.

[ricardoV94]

I think we have already done this, feel free to reopen if I am mistaken

[michaelosthege]

No, it's still there:

pymc/pymc/backends/base.py

Line 533 in 904a0ea

return _squeeze_cat(results, combine, squeeze)

I was the last one to edit that file (7 months ago)

[ricardoV94]

I was thinking of this 8ea8b3b