Elliptical slice sampling error in GP notebook

[fonnesbeck]

Elliptical slice sampling generates an AttributeError in the GP notebook, related to a missing test value:

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/theano/gof/op.py in __call__(self, *inputs, **kwargs)
    624                 try:
--> 625                     storage_map[ins] = [self._get_test_value(ins)]
    626                     compute_map[ins] = [True]

/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/theano/gof/op.py in _get_test_value(cls, v)
    580         detailed_err_msg = utils.get_variable_trace_string(v)
--> 581         raise AttributeError('%s has no test value %s' % (v, detailed_err_msg))
    582 

AttributeError: Elemwise{add,no_inplace}.0 has no test value  
Backtrace when that variable is created:

  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/kernelbase.py", line 235, in dispatch_shell
    handler(stream, idents, msg)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/kernelbase.py", line 399, in execute_request
    user_expressions, allow_stdin)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/ipkernel.py", line 196, in do_execute
    res = shell.run_cell(code, store_history=store_history, silent=silent)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/zmqshell.py", line 533, in run_cell
    return super(ZMQInteractiveShell, self).run_cell(*args, **kwargs)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/IPython/core/interactiveshell.py", line 2683, in run_cell
    interactivity=interactivity, compiler=compiler, result=result)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/IPython/core/interactiveshell.py", line 2787, in run_ast_nodes
    if self.run_code(code, result):
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/IPython/core/interactiveshell.py", line 2847, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-2-393c5bba237e>", line 19, in <module>
    K_noise = K + noise * np.eye(n)


During handling of the above exception, another exception occurred:

ValueError                                Traceback (most recent call last)
<ipython-input-4-59015ba86711> in <module>()
      8 
      9     # Interpolate function values using noisy covariance matrix
---> 10     L = tt.slinalg.cholesky(K_noise)
     11     f_pred = pm.Deterministic('f_pred', tt.dot(K_s.T, tt.slinalg.solve(L.T, tt.slinalg.solve(L, f_sample))))
     12 

/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/theano/gof/op.py in __call__(self, *inputs, **kwargs)
    637                         raise ValueError(
    638                             'Cannot compute test value: input %i (%s) of Op %s missing default value. %s' %
--> 639                             (i, ins, node, detailed_err_msg))
    640                     elif config.compute_test_value == 'ignore':
    641                         # silently skip test

ValueError: Cannot compute test value: input 0 (Elemwise{add,no_inplace}.0) of Op Cholesky{lower=True, destructive=False}(Elemwise{add,no_inplace}.0) missing default value.  
Backtrace when that variable is created:

  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/kernelbase.py", line 235, in dispatch_shell
    handler(stream, idents, msg)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/kernelbase.py", line 399, in execute_request
    user_expressions, allow_stdin)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/ipkernel.py", line 196, in do_execute
    res = shell.run_cell(code, store_history=store_history, silent=silent)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/ipykernel/zmqshell.py", line 533, in run_cell
    return super(ZMQInteractiveShell, self).run_cell(*args, **kwargs)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/IPython/core/interactiveshell.py", line 2683, in run_cell
    interactivity=interactivity, compiler=compiler, result=result)
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/IPython/core/interactiveshell.py", line 2787, in run_ast_nodes
    if self.run_code(code, result):
  File "/Users/fonnescj/anaconda3/envs/dev/lib/python3.6/site-packages/IPython/core/interactiveshell.py", line 2847, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-2-393c5bba237e>", line 19, in <module>
    K_noise = K + noise * np.eye(n)

[fonnesbeck]

Fixed.

[michaelosthege]

I got the same exception today, with a fresh installation from master. I tried

import theano
theano.config.compute_test_value = "ignore"

but then instead of the above error (L = tt.slinalg.cholesky(K_noise)), my notebook crashes on a theano compilation problem.

UPDATE: Turned out my Theano was broken. Should've done theano.test() earlier.