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Fix warn_treedepth looking at the wrong stat #6591

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Merged
merged 2 commits into from
Mar 12, 2023
Merged

Fix warn_treedepth looking at the wrong stat #6591

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0775f3e
Fix `warn_treedepth` looking at the wrong stat
michaelosthege Mar 11, 2023
8297c5b
Add test for `warn_treedepth` function
michaelosthege Mar 12, 2023
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10 changes: 5 additions & 5 deletions pymc/stats/convergence.py
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Original file line number Diff line number Diff line change
Expand Up @@ -154,17 +154,17 @@ def warn_treedepth(idata: arviz.InferenceData) -> List[SamplerWarning]:
if sampler_stats is None:
return []

treedepth = sampler_stats.get("tree_depth", None)
if treedepth is None:
rmtd = sampler_stats.get("reached_max_treedepth", None)
if rmtd is None:
return []

warnings = []
for c in treedepth.chain:
if sum(treedepth.sel(chain=c)) / treedepth.sizes["draw"] > 0.05:
for c in rmtd.chain:
if sum(rmtd.sel(chain=c)) / rmtd.sizes["draw"] > 0.05:
warnings.append(
SamplerWarning(
WarningType.TREEDEPTH,
f"Chain {c} reached the maximum tree depth."
f"Chain {int(c)} reached the maximum tree depth."
" Increase `max_treedepth`, increase `target_accept` or reparameterize.",
"warn",
)
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11 changes: 11 additions & 0 deletions tests/stats/test_convergence.py
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Original file line number Diff line number Diff line change
Expand Up @@ -31,6 +31,17 @@ def test_warn_divergences():
assert "2 divergences after tuning" in warns[0].message


def test_warn_treedepth():
idata = arviz.from_dict(
sample_stats={
"reached_max_treedepth": np.array([[0, 0, 0], [0, 1, 0]]).astype(bool),
}
)
warns = convergence.warn_treedepth(idata)
assert len(warns) == 1
assert "Chain 1 reached the maximum tree depth" in warns[0].message


def test_log_warning_stats(caplog):
s1 = dict(warning="Temperature too low!")
s2 = dict(warning="Temperature too high!")
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