issue #5791, dims & cords inference from xarray (#6514)

* added dim inference from xarray, deprecation warning and unittest for the new feature

* fixed typo in warning

* fixed accidental quotation around dim

* fixed failing assertions

* found and fixed cause of the failing test

* changed the coords assertion according to suggested form

* fixing mypy type missmatch

* working on getting the test to work

* removed typecasting to string on dim_name, was causing the mypy to fail

* took care locally of mypy errors

* Typo/formatting fixes

---------

Co-authored-by: Michal Raczycki <[email protected]>
Co-authored-by: Michael Osthege <[email protected]>

Author: 3 people

pymc/data.py

@@ -22,8 +22,10 @@
 from typing import Dict, Optional, Sequence, Tuple, Union, cast
 
 import numpy as np
+import pandas as pd
 import pytensor
 import pytensor.tensor as at
+import xarray as xr
 
 from pytensor.compile.sharedvalue import SharedVariable
 from pytensor.raise_op import Assert
@@ -205,17 +207,17 @@ def Minibatch(variable: TensorVariable, *variables: TensorVariable, batch_size:
 
 def determine_coords(
     model,
-    value,
+    value: Union[pd.DataFrame, pd.Series, xr.DataArray],
     dims: Optional[Sequence[Optional[str]]] = None,
-    coords: Optional[Dict[str, Sequence]] = None,
-) -> Tuple[Dict[str, Sequence], Sequence[Optional[str]]]:
+    coords: Optional[Dict[str, Union[Sequence, np.ndarray]]] = None,
+) -> Tuple[Dict[str, Union[Sequence, np.ndarray]], Sequence[Optional[str]]]:
     """Determines coordinate values from data or the model (via ``dims``)."""
     if coords is None:
         coords = {}
 
+    dim_name = None
     # If value is a df or a series, we interpret the index as coords:
     if hasattr(value, "index"):
-        dim_name = None
         if dims is not None:
             dim_name = dims[0]
         if dim_name is None and value.index.name is not None:
@@ -225,14 +227,20 @@ def determine_coords(
 
     # If value is a df, we also interpret the columns as coords:
     if hasattr(value, "columns"):
-        dim_name = None
         if dims is not None:
             dim_name = dims[1]
         if dim_name is None and value.columns.name is not None:
             dim_name = value.columns.name
         if dim_name is not None:
             coords[dim_name] = value.columns
 
+    if isinstance(value, xr.DataArray):
+        if dims is not None:
+            for dim in dims:
+                dim_name = dim
+                # str is applied because dim entries may be None
+                coords[str(dim_name)] = value[dim].to_numpy()
+
     if isinstance(value, np.ndarray) and dims is not None:
         if len(dims) != value.ndim:
             raise pm.exceptions.ShapeError(
@@ -257,21 +265,29 @@ def ConstantData(
     value,
     *,
     dims: Optional[Sequence[str]] = None,
-    coords: Optional[Dict[str, Sequence]] = None,
+    coords: Optional[Dict[str, Union[Sequence, np.ndarray]]] = None,
     export_index_as_coords=False,
+    infer_dims_and_coords=False,
     **kwargs,
 ) -> TensorConstant:
     """Alias for ``pm.Data(..., mutable=False)``.
 
     Registers the ``value`` as a :class:`~pytensor.tensor.TensorConstant` with the model.
     For more information, please reference :class:`pymc.Data`.
     """
+    if export_index_as_coords:
+        infer_dims_and_coords = export_index_as_coords
+        warnings.warn(
+            "Deprecation warning: 'export_index_as_coords; is deprecated and will be removed in future versions. Please use 'infer_dims_and_coords' instead.",
+            DeprecationWarning,
+        )
+
     var = Data(
         name,
         value,
         dims=dims,
         coords=coords,
-        export_index_as_coords=export_index_as_coords,
+        infer_dims_and_coords=infer_dims_and_coords,
         mutable=False,
         **kwargs,
     )
@@ -283,21 +299,29 @@ def MutableData(
     value,
     *,
     dims: Optional[Sequence[str]] = None,
-    coords: Optional[Dict[str, Sequence]] = None,
+    coords: Optional[Dict[str, Union[Sequence, np.ndarray]]] = None,
     export_index_as_coords=False,
+    infer_dims_and_coords=False,
     **kwargs,
 ) -> SharedVariable:
     """Alias for ``pm.Data(..., mutable=True)``.
 
     Registers the ``value`` as a :class:`~pytensor.compile.sharedvalue.SharedVariable`
     with the model. For more information, please reference :class:`pymc.Data`.
     """
+    if export_index_as_coords:
+        infer_dims_and_coords = export_index_as_coords
+        warnings.warn(
+            "Deprecation warning: 'export_index_as_coords; is deprecated and will be removed in future versions. Please use 'infer_dims_and_coords' instead.",
+            DeprecationWarning,
+        )
+
     var = Data(
         name,
         value,
         dims=dims,
         coords=coords,
-        export_index_as_coords=export_index_as_coords,
+        infer_dims_and_coords=infer_dims_and_coords,
         mutable=True,
         **kwargs,
     )
@@ -309,8 +333,9 @@ def Data(
     value,
     *,
     dims: Optional[Sequence[str]] = None,
-    coords: Optional[Dict[str, Sequence]] = None,
+    coords: Optional[Dict[str, Union[Sequence, np.ndarray]]] = None,
     export_index_as_coords=False,
+    infer_dims_and_coords=False,
     mutable: Optional[bool] = None,
     **kwargs,
 ) -> Union[SharedVariable, TensorConstant]:
@@ -347,7 +372,9 @@ def Data(
         names.
     coords : dict, optional
         Coordinate values to set for new dimensions introduced by this ``Data`` variable.
-    export_index_as_coords : bool, default=False
+    export_index_as_coords : bool
+        Deprecated, previous version of "infer_dims_and_coords"
+    infer_dims_and_coords : bool, default=False
         If True, the ``Data`` container will try to infer what the coordinates
         and dimension names should be if there is an index in ``value``.
     mutable : bool, optional
@@ -427,6 +454,13 @@ def Data(
 
     # Optionally infer coords and dims from the input value.
     if export_index_as_coords:
+        infer_dims_and_coords = export_index_as_coords
+        warnings.warn(
+            "Deprecation warning: 'export_index_as_coords; is deprecated and will be removed in future versions. Please use 'infer_dims_and_coords' instead.",
+            DeprecationWarning,
+        )
+
+    if infer_dims_and_coords:
         coords, dims = determine_coords(model, value, dims)
 
     if dims:

pymc/tests/test_data.py

@@ -405,6 +405,18 @@ def test_implicit_coords_dataframe(self):
         assert "columns" in pmodel.coords
         assert pmodel.named_vars_to_dims == {"observations": ("rows", "columns")}
 
+    def test_implicit_coords_xarray(self):
+        xr = pytest.importorskip("xarray")
+        data = xr.DataArray([[1, 2, 3], [4, 5, 6]], dims=("y", "x"))
+        with pm.Model() as pmodel:
+            with pytest.warns(DeprecationWarning):
+                pm.ConstantData("observations", data, dims=("x", "y"), export_index_as_coords=True)
+        assert "x" in pmodel.coords
+        assert "y" in pmodel.coords
+        assert pmodel.named_vars_to_dims == {"observations": ("x", "y")}
+        assert tuple(pmodel.coords["x"]) == tuple(data.coords["x"].to_numpy())
+        assert tuple(pmodel.coords["y"]) == tuple(data.coords["y"].to_numpy())
+
     def test_data_kwargs(self):
         strict_value = True
         allow_downcast_value = False