Update of GLM model selection notebook to v5 (#761)

* Update of GLM model selection notebook to v5

* Updated authorship

* Remove stray blank cell

Author: fonnesbeck

examples/generalized_linear_models/GLM-model-selection.ipynb

@@ -25,13 +25,13 @@ import bambi as bmb
 import matplotlib.pyplot as plt
 import numpy as np
 import pandas as pd
-import pymc3 as pm
+import pymc as pm
 import seaborn as sns
 import xarray as xr
 
 from ipywidgets import fixed, interactive
 
-print(f"Running on PyMC3 v{pm.__version__}")
+print(f"Running on PyMC v{pm.__version__}")
 ```
 
 ```{code-cell} ipython3
@@ -44,7 +44,7 @@ plt.rcParams["figure.constrained_layout.use"] = False
 ```
 
 ## Introduction
-A fairly minimal reproducible example of Model Selection using WAIC, and LOO as currently implemented in PyMC3. 
+A fairly minimal reproducible example of Model Selection using WAIC, and LOO as currently implemented in PyMC. 
 
 This example creates two toy datasets under linear and quadratic models, and then tests the fit of a range of polynomial linear models upon those datasets by using Widely Applicable Information Criterion (WAIC), and leave-one-out (LOO) cross-validation using Pareto-smoothed importance sampling (PSIS). 
 
@@ -198,12 +198,18 @@ def plot_posterior_cr(models, idatas, rawdata, xlims, datamodelnm="linear", mode
     # Get traces and calc posterior prediction for npoints in x
     npoints = 100
     mdl = models[modelnm]
-    trc = idatas[modelnm].posterior.copy().drop_vars("y_sigma")
-    da = xr.concat([var for var in trc.values()], dim="order")
+    trc = idatas[modelnm].posterior.copy()
 
-    ordr = int(modelnm[-1:])
+    # Extract variables and stack them in correct order
+    vars_to_concat = []
+    for var in ["Intercept", "x"] + [f"np.power(x, {i})" for i in range(2, int(modelnm[-1:]) + 1)]:
+        if var in trc:
+            vars_to_concat.append(trc[var])
+    da = xr.concat(vars_to_concat, dim="order")
+
+    ordr = len(vars_to_concat)
     x = xr.DataArray(np.linspace(xlims[0], xlims[1], npoints), dims=["x_plot"])
-    pwrs = xr.DataArray(np.arange(ordr + 1), dims=["order"])
+    pwrs = xr.DataArray(np.arange(ordr), dims=["order"])
     X = x**pwrs
     cr = xr.dot(X, da, dims="order")
 
@@ -337,7 +343,7 @@ $$y = a + bx + \epsilon$$
 
 +++
 
-### Define model using explicit PyMC3 method
+### Define model using explicit PyMC method
 
 ```{code-cell} ipython3
 with pm.Model() as mdl_ols:
@@ -417,7 +423,7 @@ def create_poly_modelspec(k=1):
 def run_models(df, upper_order=5):
     """
     Convenience function:
-    Fit a range of pymc3 models of increasing polynomial complexity.
+    Fit a range of pymc models of increasing polynomial complexity.
     Suggest limit to max order 5 since calculation time is exponential.
     """
 
@@ -432,7 +438,9 @@ def run_models(df, upper_order=5):
         models[nm] = bmb.Model(
             fml, df, priors={"intercept": bmb.Prior("Normal", mu=0, sigma=100)}, family="gaussian"
         )
-        results[nm] = models[nm].fit(draws=2000, tune=1000, init="advi+adapt_diag")
+        results[nm] = models[nm].fit(
+            draws=2000, tune=1000, init="advi+adapt_diag", idata_kwargs={"log_likelihood": True}
+        )
 
     return models, results
 ```
@@ -499,11 +507,11 @@ dfwaic_quad
 _, axs = plt.subplots(1, 2)
 
 ax = axs[0]
-az.plot_compare(dfwaic_lin, ax=ax)
+az.plot_compare(dfwaic_lin, ax=ax, legend=False)
 ax.set_title("Linear data")
 
 ax = axs[1]
-az.plot_compare(dfwaic_quad, ax=ax)
+az.plot_compare(dfwaic_quad, ax=ax, legend=False)
 ax.set_title("Quadratic data");
 ```
 
@@ -545,11 +553,11 @@ dfloo_quad
 _, axs = plt.subplots(1, 2)
 
 ax = axs[0]
-az.plot_compare(dfloo_lin, ax=ax)
+az.plot_compare(dfloo_lin, ax=ax, legend=False)
 ax.set_title("Linear data")
 
 ax = axs[1]
-az.plot_compare(dfloo_quad, ax=ax)
+az.plot_compare(dfloo_quad, ax=ax, legend=False)
 ax.set_title("Quadratic data");
 ```
 
@@ -601,6 +609,7 @@ spiegelhalter2002bayesian
 * Re-executed by Alex Andorra and Michael Osthege on June, 2020 ([pymc#3955](https://github.com/pymc-devs/pymc/pull/3955))
 * Updated by Raul Maldonado on March, 2021 ([pymc-examples#24](https://github.com/pymc-devs/pymc-examples/pull/24))
 * Updated by Abhipsha Das and Oriol Abril on June, 2021 ([pymc-examples#173](https://github.com/pymc-devs/pymc-examples/pull/173))
+* Updated by Chris Fonnesbeck on December, 2024 ([pymc-examples#761](https://github.com/pymc-devs/pymc-examples/pull/761))
 
 +++
 
@@ -613,7 +622,3 @@ spiegelhalter2002bayesian
 
 :::{include} ../page_footer.md
 :::
-
-```{code-cell} ipython3
-
-```

examples/generalized_linear_models/GLM-model-selection.myst.md

@@ -27,6 +27,7 @@ nutpie = ">=0.13.2,<0.14"
 numba = ">=0.60.0,<0.61"
 scikit-learn = ">=1.5.2,<2"
 blackjax = ">=1.2.3,<2"
+bambi = ">=0.15.0,<0.16"
 
 [pypi-dependencies]
 pymc-experimental = ">=0.1.2, <0.2"