Deal with PyMC3 traces that do not contain n_draws information in the sampler report (#1209)

* add regression test for #1208

* check if n_draws is available and informative before using it
+ also warn the user about manually slicing
+ closes #1208
+ bumps to 0.8.2 because of the hotfix

* split new test and adapt conditions for different pymc3 versions

* make pylint happy

* make black happy

* address review feedback

Author: michaelosthege

arviz/__init__.py

@@ -1,6 +1,6 @@
 # pylint: disable=wildcard-import,invalid-name,wrong-import-position
 """ArviZ is a library for exploratory analysis of Bayesian models."""
-__version__ = "0.8.1"
+__version__ = "0.8.2"
 
 import os
 import logging

arviz/data/io_pymc3.py

@@ -98,7 +98,7 @@ def __init__(
                     0
                 ].model
             self.nchains = trace.nchains if hasattr(trace, "nchains") else 1
-            if hasattr(trace.report, "n_tune"):
+            if hasattr(trace.report, "n_draws") and trace.report.n_draws is not None:
                 self.ndraws = trace.report.n_draws
                 self.attrs = {
                     "sampling_time": trace.report.t_sampling,
@@ -109,7 +109,8 @@ def __init__(
                 if self.save_warmup:
                     warnings.warn(
                         "Warmup samples will be stored in posterior group and will not be"
-                        " excluded from stats and diagnostics. Please consider using PyMC3>=3.9",
+                        " excluded from stats and diagnostics."
+                        " Please consider using PyMC3>=3.9 and do not slice the trace manually.",
                         UserWarning,
                     )
         else:

arviz/tests/external_tests/test_data_pymc.py

@@ -1,7 +1,6 @@
 # pylint: disable=no-member, invalid-name, redefined-outer-name
 from sys import version_info
 from typing import Dict, Tuple
-import packaging
 
 import numpy as np
 import pytest
@@ -399,8 +398,10 @@ def test_no_model_deprecation(self):
         fails = check_multiple_attrs(test_dict, inference_data)
         assert not fails
 
+
+class TestPyMC3WarmupHandling:
     @pytest.mark.skipif(
-        packaging.version.parse(pm.__version__) < packaging.version.parse("3.9"),
+        not hasattr(pm.backends.base.SamplerReport, "n_draws"),
         reason="requires pymc3 3.9 or higher",
     )
     @pytest.mark.parametrize("save_warmup", [False, True])
@@ -434,3 +435,58 @@ def test_save_warmup(self, save_warmup):
         if save_warmup:
             assert idata.warmup_posterior.dims["chain"] == 2
             assert idata.warmup_posterior.dims["draw"] == 100
+
+    @pytest.mark.skipif(
+        hasattr(pm.backends.base.SamplerReport, "n_draws"), reason="requires pymc3 3.8 or lower",
+    )
+    def test_save_warmup_issue_1208_before_3_9(self):
+        with pm.Model():
+            pm.Uniform("u1")
+            pm.Normal("n1")
+            trace = pm.sample(
+                tune=100,
+                draws=200,
+                chains=2,
+                cores=1,
+                step=pm.Metropolis(),
+                discard_tuned_samples=False,
+            )
+            assert isinstance(trace, pm.backends.base.MultiTrace)
+            assert len(trace) == 300
+
+            # <=3.8 did not track n_draws in the sampler report,
+            # making from_pymc3 fall back to len(trace) and triggering a warning
+            with pytest.warns(UserWarning, match="Warmup samples"):
+                idata = from_pymc3(trace, save_warmup=True)
+            assert idata.posterior.dims["draw"] == 300
+            assert idata.posterior.dims["chain"] == 2
+
+    @pytest.mark.skipif(
+        not hasattr(pm.backends.base.SamplerReport, "n_draws"),
+        reason="requires pymc3 3.9 or higher",
+    )
+    def test_save_warmup_issue_1208_after_3_9(self):
+        with pm.Model():
+            pm.Uniform("u1")
+            pm.Normal("n1")
+            trace = pm.sample(
+                tune=100,
+                draws=200,
+                chains=2,
+                cores=1,
+                step=pm.Metropolis(),
+                discard_tuned_samples=False,
+            )
+            assert isinstance(trace, pm.backends.base.MultiTrace)
+            assert len(trace) == 300
+
+            # from original trace, warmup draws should be separated out
+            idata = from_pymc3(trace, save_warmup=True)
+            assert idata.posterior.dims["chain"] == 2
+            assert idata.posterior.dims["draw"] == 200
+
+            # manually sliced trace triggers the same warning as <=3.8
+            with pytest.warns(UserWarning, match="Warmup samples"):
+                idata = from_pymc3(trace[-30:], save_warmup=True)
+            assert idata.posterior.dims["chain"] == 2
+            assert idata.posterior.dims["draw"] == 30