|
18 | 18 | RTOL = 0 if floatX.endswith("64") else 1e-6 |
19 | 19 |
|
20 | 20 |
|
| 21 | +def _build_named_structural_model(name: str): |
| 22 | + return ( |
| 23 | + st.LevelTrend(order=1, innovations_order=1) |
| 24 | + + st.Regression(name="reg", state_names=["x"]) |
| 25 | + + st.MeasurementError(name="obs") |
| 26 | + ).build(name=name, verbose=False) |
| 27 | + |
| 28 | + |
| 29 | +def test_structural_name_propagates_to_base_and_scopes_p0(): |
| 30 | + ss_mod = _build_named_structural_model(name="m1") |
| 31 | + |
| 32 | + assert ss_mod.name == "m1" |
| 33 | + assert "P0" in ss_mod.param_names |
| 34 | + assert ss_mod.prefixed_name("P0") in ss_mod._name_to_variable |
| 35 | + assert "P0" not in ss_mod._name_to_variable |
| 36 | + |
| 37 | + |
| 38 | +def test_named_structural_models_do_not_collide_in_placeholder_registries(): |
| 39 | + with pm.Model(): |
| 40 | + m1 = _build_named_structural_model(name="m1") |
| 41 | + m2 = _build_named_structural_model(name="m2") |
| 42 | + |
| 43 | + var_keys_1 = set(m1._name_to_variable) |
| 44 | + var_keys_2 = set(m2._name_to_variable) |
| 45 | + data_keys_1 = set(m1._name_to_data) |
| 46 | + data_keys_2 = set(m2._name_to_data) |
| 47 | + |
| 48 | + assert var_keys_1.isdisjoint(var_keys_2) |
| 49 | + assert data_keys_1.isdisjoint(data_keys_2) |
| 50 | + |
| 51 | + assert var_keys_1 == {m1.prefixed_name(name) for name in m1.param_names} |
| 52 | + assert var_keys_2 == {m2.prefixed_name(name) for name in m2.param_names} |
| 53 | + assert data_keys_1 == {m1.prefixed_name(name) for name in m1.data_names} |
| 54 | + assert data_keys_2 == {m2.prefixed_name(name) for name in m2.data_names} |
| 55 | + |
| 56 | + |
21 | 57 | def test_add_components(): |
22 | 58 | ll = st.LevelTrend(order=2) |
23 | 59 | se = st.TimeSeasonality(name="seasonal", season_length=12) |
@@ -195,3 +231,139 @@ def test_sequence_type_component_arguments(arg_type): |
195 | 231 |
|
196 | 232 | assert ss_mod.k_endog == len(state_names) |
197 | 233 | assert sorted(ss_mod.observed_states) == sorted(list(state_names)) |
| 234 | + |
| 235 | + |
| 236 | +class TestGraphReplacePlaceholderNamespacing: |
| 237 | + """Tests for the graph_replace-based placeholder namespacing in StructuralTimeSeries.""" |
| 238 | + |
| 239 | + def test_same_component_reused_in_two_named_models_no_aliasing(self): |
| 240 | + """A single Component used in two named models creates independent placeholders.""" |
| 241 | + trend = st.LevelTrend(order=1, innovations_order=1) |
| 242 | + |
| 243 | + m1 = trend.build(name="m1", verbose=False) |
| 244 | + m2 = trend.build(name="m2", verbose=False) |
| 245 | + |
| 246 | + # All m1 placeholders should be prefixed with "m1_" |
| 247 | + for sv in m1._tensor_variable_info: |
| 248 | + assert sv.name.startswith("m1_"), f"Expected m1_ prefix, got {sv.name}" |
| 249 | + # P0 tensor name is mutated by PytensorRepresentation.__setitem__ |
| 250 | + if not sv.name.endswith("_P0"): |
| 251 | + assert sv.name == sv.symbolic_variable.name |
| 252 | + |
| 253 | + # All m2 placeholders should be prefixed with "m2_" |
| 254 | + for sv in m2._tensor_variable_info: |
| 255 | + assert sv.name.startswith("m2_"), f"Expected m2_ prefix, got {sv.name}" |
| 256 | + if not sv.name.endswith("_P0"): |
| 257 | + assert sv.name == sv.symbolic_variable.name |
| 258 | + |
| 259 | + # No overlap in placeholder Variable objects between models |
| 260 | + m1_var_ids = {id(sv.symbolic_variable) for sv in m1._tensor_variable_info} |
| 261 | + m2_var_ids = {id(sv.symbolic_variable) for sv in m2._tensor_variable_info} |
| 262 | + assert m1_var_ids.isdisjoint(m2_var_ids) |
| 263 | + |
| 264 | + def test_reused_component_with_data_placeholders(self): |
| 265 | + """Regression (data placeholders) also get independent prefixed copies.""" |
| 266 | + comp = st.LevelTrend(order=1, innovations_order=1) + st.Regression( |
| 267 | + name="reg", state_names=["x"] |
| 268 | + ) |
| 269 | + |
| 270 | + m1 = comp.build(name="m1", verbose=False) |
| 271 | + m2 = comp.build(name="m2", verbose=False) |
| 272 | + |
| 273 | + # Variable placeholders |
| 274 | + m1_var_ids = {id(sv.symbolic_variable) for sv in m1._tensor_variable_info} |
| 275 | + m2_var_ids = {id(sv.symbolic_variable) for sv in m2._tensor_variable_info} |
| 276 | + assert m1_var_ids.isdisjoint(m2_var_ids) |
| 277 | + |
| 278 | + # Data placeholders |
| 279 | + m1_data_ids = {id(sd.symbolic_data) for sd in m1._tensor_data_info} |
| 280 | + m2_data_ids = {id(sd.symbolic_data) for sd in m2._tensor_data_info} |
| 281 | + assert m1_data_ids.isdisjoint(m2_data_ids) |
| 282 | + |
| 283 | + for sd in m1._tensor_data_info: |
| 284 | + assert sd.name.startswith("m1_") |
| 285 | + assert sd.name == sd.symbolic_data.name |
| 286 | + for sd in m2._tensor_data_info: |
| 287 | + assert sd.name.startswith("m2_") |
| 288 | + assert sd.name == sd.symbolic_data.name |
| 289 | + |
| 290 | + def test_symbolic_info_name_matches_variable_name(self): |
| 291 | + """After prefixing, metadata names must match actual Variable.name.""" |
| 292 | + mod = (st.LevelTrend(order=1, innovations_order=1) + st.MeasurementError(name="obs")).build( |
| 293 | + name="test_model", verbose=False |
| 294 | + ) |
| 295 | + |
| 296 | + for sv in mod._tensor_variable_info: |
| 297 | + # P0 tensor name is mutated by PytensorRepresentation.__setitem__ |
| 298 | + if not sv.name.endswith("_P0"): |
| 299 | + assert ( |
| 300 | + sv.name == sv.symbolic_variable.name |
| 301 | + ), f"Mismatch: metadata={sv.name}, variable={sv.symbolic_variable.name}" |
| 302 | + |
| 303 | + for sd in mod._tensor_data_info: |
| 304 | + assert ( |
| 305 | + sd.name == sd.symbolic_data.name |
| 306 | + ), f"Mismatch: metadata={sd.name}, data={sd.symbolic_data.name}" |
| 307 | + |
| 308 | + # Validate via the dedicated helper |
| 309 | + mod._validate_symbolic_info() |
| 310 | + |
| 311 | + def test_unnamed_model_preserves_original_placeholders(self): |
| 312 | + """When name is None, placeholders should be unchanged from the component.""" |
| 313 | + trend = st.LevelTrend(order=1, innovations_order=1) |
| 314 | + mod = trend.build(name=None, verbose=False) |
| 315 | + |
| 316 | + for sv in mod._tensor_variable_info: |
| 317 | + # P0 tensor name is mutated by PytensorRepresentation.__setitem__ |
| 318 | + if sv.name != "P0": |
| 319 | + assert sv.name == sv.symbolic_variable.name |
| 320 | + |
| 321 | + def test_prefixed_placeholders_are_in_ssm_graph(self): |
| 322 | + """Old unprefixed placeholders must not appear in the SSM matrices of |
| 323 | + a named model; new prefixed ones must.""" |
| 324 | + from pytensor.graph.traversal import explicit_graph_inputs |
| 325 | + |
| 326 | + from pymc_extras.statespace.utils.constants import LONG_MATRIX_NAMES |
| 327 | + |
| 328 | + trend = st.LevelTrend(order=1, innovations_order=1) |
| 329 | + mod = trend.build(name="ns", verbose=False) |
| 330 | + |
| 331 | + # Collect all explicit graph inputs across all SSM matrices |
| 332 | + all_matrices = [getattr(mod.ssm, name) for name in LONG_MATRIX_NAMES] |
| 333 | + graph_inputs = set(explicit_graph_inputs(all_matrices)) |
| 334 | + graph_input_names = {v.name for v in graph_inputs if hasattr(v, "name") and v.name} |
| 335 | + |
| 336 | + # Every non-P0 registered variable should appear in the graph as a prefixed input |
| 337 | + # (P0 is excluded because __setitem__ renames its tensor to "initial_state_cov") |
| 338 | + expected_names = { |
| 339 | + sv.name for sv in mod._tensor_variable_info if not sv.name.endswith("_P0") |
| 340 | + } |
| 341 | + # graph inputs should be a superset of registered variable names |
| 342 | + assert ( |
| 343 | + expected_names <= graph_input_names |
| 344 | + ), f"Missing from graph: {expected_names - graph_input_names}" |
| 345 | + |
| 346 | + # Original unprefixed names (pre-prefix) should NOT appear |
| 347 | + original_names = {"initial_level_trend", "sigma_level_trend"} |
| 348 | + assert original_names.isdisjoint( |
| 349 | + graph_input_names |
| 350 | + ), f"Old unprefixed names still in graph: {original_names & graph_input_names}" |
| 351 | + |
| 352 | + def test_validate_symbolic_info_catches_mismatch(self): |
| 353 | + """_validate_symbolic_info should raise on name/variable mismatch.""" |
| 354 | + from pymc_extras.statespace.core.properties import SymbolicVariable, SymbolicVariableInfo |
| 355 | + |
| 356 | + mod = st.LevelTrend(order=1, innovations_order=1).build(name="v", verbose=False) |
| 357 | + |
| 358 | + # Corrupt a metadata name to trigger validation error |
| 359 | + corrupted = SymbolicVariableInfo( |
| 360 | + symbolic_variables=tuple( |
| 361 | + SymbolicVariable(name="WRONG_NAME", symbolic_variable=sv.symbolic_variable) |
| 362 | + if i == 0 |
| 363 | + else sv |
| 364 | + for i, sv in enumerate(mod._tensor_variable_info) |
| 365 | + ) |
| 366 | + ) |
| 367 | + mod._tensor_variable_info = corrupted |
| 368 | + with pytest.raises(ValueError, match="Variable name mismatch"): |
| 369 | + mod._validate_symbolic_info() |
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