I am trying to run the following model, but it fails during compilation:
import numpy as np
import pymc3 as pm
def sample_data(G=1, K=2):
# mean proportion ([0,1]) for each g
p_g = np.random.beta(2, 2, size=G)
# concentration around each p_g
c_g = np.random.lognormal(mean=0.5, sigma=1, size=G)
# reparameterization for standard Beta(a,b)
a_g = c_g * p_g / np.sqrt(p_g**2 + (1.-p_g)**2)
b_g = c_g*(1.-p_g) / np.sqrt(p_g**2 + (1.-p_g)**2)
# for each p_g, sample K proportions
p_gk = np.random.beta(a_g[:, np.newaxis], b_g[:, np.newaxis], size=(G, K))
return p_gk
# Data size
G = 3
K = 5
# obtain a G x K array of proportions p_gk in [0,1]
data = sample_data(G, K)
with pm.Model() as m:
# Parameters
p_g = pm.Beta('p_g', 1., 1., shape=G)
sd_g = pm.HalfNormal('sd_g', sd=1., shape=G)
# Observed proportions
p_gk = pm.Beta('p_gk', mu=p_g, sd=sd_g, shape=(G, K), observed=data)
trace = pm.sample(2000)
with these errors:
Exception: ("Compilation failed (return status=1):
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:400:27:
error: non-constant-expression cannot be narrowed from type 'npy_intp' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing].
int init_totals[2] = {V3_n0, V3_n1};.
^~~~~.
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:400:27:
note: insert an explicit cast to silence this issue.
int init_totals[2] = {V3_n0, V3_n1};.
^~~~~.
static_cast<int>( ).
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:400:34:
error: non-constant-expression cannot be narrowed from type 'npy_intp' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing].
int init_totals[2] = {V3_n0, V3_n1};.
^~~~~.
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:400:34:
note: insert an explicit cast to silence this issue.
int init_totals[2] = {V3_n0, V3_n1};.
^~~~~.
static_cast<int>( ).
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:412:9:
error: non-constant-expression cannot be narrowed from type 'ssize_t' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing].
V3_stride0, V3_stride1, .
^~~~~~~~~~.
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:412:9:
note: insert an explicit cast to silence this issue.
V3_stride0, V3_stride1, .
^~~~~~~~~~.
static_cast<int>( ).
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:412:21:
error: non-constant-expression cannot be narrowed from type 'ssize_t' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing].
V3_stride0, V3_stride1, .
^~~~~~~~~~.
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:412:21:
note: insert an explicit cast to silence this issue.
V3_stride0, V3_stride1, .
^~~~~~~~~~.
static_cast<int>( ).
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:413:1:
error: non-constant-expression cannot be narrowed from type 'ssize_t' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing].
V1_stride0, V1_stride1.
^~~~~~~~~~.
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:413:1:
note: insert an explicit cast to silence this issue.
V1_stride0, V1_stride1.
^~~~~~~~~~.
static_cast<int>( ).
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:413:13:
error: non-constant-expression cannot be narrowed from type 'ssize_t' (aka 'long') to 'int' in initializer list [-Wc++11-narrowing].
V1_stride0, V1_stride1.
^~~~~~~~~~.
/Users/mfansler/.theano/compiledir_Darwin-17.6.0-x86_64-i386-64bit-i386-3.6.3-64/tmpr58gulp2/mod.cpp:413:13:
note: insert an explicit cast to silence this issue.
V1_stride0, V1_stride1.
^~~~~~~~~~.
static_cast<int>( ).
6 errors generated.. ", '[Elemwise{log,no_inplace}(TensorConstant{[[0.297343..76841722]]})]')
I'm new to PyMC3. I don't see these errors when running existing PyMC3 examples. I suspect that I'm seeing these because I'm using a multidimensional format (i.e., (G,K)), since I haven't seen others using this format (I might be imposing my familiarity with Stan).
Generally, I'm having trouble getting a sense of how to implement multilevel models that have multiple dimensions.
Any idea what is causing the errors I'm seeing?
I installed the same package versions (via conda) on an HPC node (CentOS 7), and was able to run the modified version of the model suggested by @colcarroll. However, on my OS X machine, I still see the Theano compilation errors indicated above, even with the model changes. Is this possibly a clang problem? Can one specify the compiler for Theano to use?
One workaround is to suppress the compilation warnings:
import theano
theano.config.gcc.cxxflags = "-Wno-c++11-narrowing"
The extent to which these warnings matter for program correctness is unclear. They do not arise when I compile on CentOS 7 (even when explicitly checking for them with -Wc++11-narrowing). The sampling results on Mac OS X with suppressed errors and CentOS without were comparable.
I would still prefer to see an answer that explains the underlying issue.