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Update case studies to pymc v5 #78
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The main change is that residuals depending on the light curve model can no longer be used as "obs" for the GP. Simplest fix is to use the data and pass the light curve as the mean. This required minor changes to model plots and sigma clipping codes.
Optimization was hard to make converge (NaNs logps in PyMC3 as well). MCMC was much slower than PyMC3 version.
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Hi!
This PR is a first attempt to update all case studies to the PyMC v5 version of
exoplanet
.Most changes went smoothly, but here are a few things worth noting:
estimate_invers_gamma_parameters()
function had been removed frompymc-ext
. I added it back (see Add backestimate_inverse_gamma_parameters()
in utils pymc-ext#46)observed
argument must be static data and cannot depend on parts of the models.pm.Potential()
. This change is in Support PyMC v5 exoplanet#309mean
argument to the GP. I modified all GPs to be specified in the latter way. I updated the related sigma-clipping and plotting code as well.KeplerianOrbit
issues a warning thatror
should be specified (which I think would require the two instruments to have their own orbit, but with shared parameters exceptror
). The MAP result is also not exactly the same as in PyMC3. The sampling took a couple of hours. Results are again the same as with PyMC3, just much slower.I rarely have to fit light curves, and I'm mostly using Jax recently (though I do like to have PyMC models available as an option), so I don't think I'll have time/interest to dive further into the speed issues, but I think this PR is a good first step to getting all case studies working with PyMC 5.
Thanks!