Fix failing tests for GPyTorch v1.10 (#956)

skorch/tests/test_probabilistic.py

@@ -114,6 +114,21 @@ def forward(self, x):
         return latent_pred
 
 
+class MyBernoulliLikelihood(gpytorch.likelihoods.BernoulliLikelihood):
+    """This class only exists to add a param to BernoulliLikelihood
+
+    BernoulliLikelihood used to have parameters before gpytorch v1.10, but now
+    it does not have any parameters anymore. This is not an issue per se, but
+    there are a few things we cannot test anymore, e.g. that parameters are
+    passed to the likelihood correctly when using grid search. Therefore, create
+    a custom class with a (pointless) parameter.
+
+    """
+    def __init__(self, *args, some_parameter=1, **kwargs):
+        self.some_parameter = some_parameter
+        super().__init__(*args, **kwargs)
+
+
 class BaseProbabilisticTests:
     """Base class for all GP estimators.
 
@@ -220,34 +235,24 @@ def pipe(self, gp):
     # saving and loading #
     ######################
 
-    @pytest.mark.xfail(strict=True)
-    def test_pickling(self, gp_fit):
-        # Currently fails because of issues outside of our control, this test
-        # should alert us to when the issue has been fixed. Some issues have
-        # been fixed in https://github.com/cornellius-gp/gpytorch/pull/1336 but
-        # not all.
-        pickle.dumps(gp_fit)
+    def test_pickling(self, gp_fit, data):
+        loaded = pickle.loads(pickle.dumps(gp_fit))
+        X, _ = data
 
-    def test_pickle_error_msg(self, gp_fit):
-        # Should eventually be replaced by a test that saves and loads the model
-        # using pickle and checks that the predictions are identical
-        msg = ("This GPyTorch model cannot be pickled. The reason is probably this:"
-               " https://github.com/pytorch/pytorch/issues/38137. "
-               "Try using 'dill' instead of 'pickle'.")
-        with pytest.raises(pickle.PicklingError, match=msg):
-            pickle.dumps(gp_fit)
+        y_pred_before = gp_fit.predict(X)
+        y_pred_after = loaded.predict(X)
+        assert np.allclose(y_pred_before, y_pred_after)
 
-    def test_deepcopy(self, gp_fit):
-        # Should eventually be replaced by a test that saves and loads the model
-        # using deepcopy and checks that the predictions are identical
-        msg = ("This GPyTorch model cannot be pickled. The reason is probably this:"
-               " https://github.com/pytorch/pytorch/issues/38137. "
-               "Try using 'dill' instead of 'pickle'.")
-        with pytest.raises(pickle.PicklingError, match=msg):
-            copy.deepcopy(gp_fit)  # doesn't raise
+    def test_deepcopy(self, gp_fit, data):
+        copied = copy.deepcopy(gp_fit)
+        X, _ = data
+
+        y_pred_before = gp_fit.predict(X)
+        y_pred_after = copied.predict(X)
+        assert np.allclose(y_pred_before, y_pred_after)
 
-    def test_clone(self, gp_fit):
-        clone(gp_fit)  # doesn't raise
+    def test_clone(self, gp_fit, data):
+        clone(gp_fit)  # does not raise
 
     def test_save_load_params(self, gp_fit, tmpdir):
         gp2 = clone(gp_fit).initialize()
@@ -335,7 +340,8 @@ def test_grid_search_works(self, gp, data, recwarn):
         params = {
             'lr': [0.01, 0.02],
             'max_epochs': [10, 20],
-            'likelihood__max_plate_nesting': [1, 2],
+            # this parameter does not exist but that's okay
+            'likelihood__some_parameter': [1, 2],
         }
         gp.set_params(verbose=0)
         gs = GridSearchCV(gp, params, refit=True, cv=3, scoring=self.scoring)
@@ -419,32 +425,29 @@ def test_multioutput_predict_proba(self, gp_multioutput, data):
     ])
     def test_set_params_uninitialized_net_correct_message(
             self, gp, kwargs, expected, capsys):
-        # When gp is initialized, if module or optimizer need to be
-        # re-initialized, alert the user to the fact what parameters
-        # were responsible for re-initialization. Note that when the
-        # module parameters but not optimizer parameters were changed,
-        # the optimizer is re-initialized but not because the
-        # optimizer parameters changed.
+        # When gp is uninitialized, there is nothing to alert the user to
         gp.set_params(**kwargs)
         msg = capsys.readouterr()[0].strip()
         assert msg == expected
 
     @pytest.mark.parametrize('kwargs,expected', [
         ({}, ""),
         (
-            {'likelihood__max_plate_nesting': 2},
+            # this parameter does not exist but that's okay
+            {'likelihood__some_parameter': 2},
             ("Re-initializing module because the following "
-             "parameters were re-set: likelihood__max_plate_nesting.\n"
+             "parameters were re-set: likelihood__some_parameter.\n"
              "Re-initializing criterion.\n"
              "Re-initializing optimizer.")
         ),
         (
             {
-                'likelihood__max_plate_nesting': 2,
+                # this parameter does not exist but that's okay
+                'likelihood__some_parameter': 2,
                 'optimizer__momentum': 0.567,
             },
             ("Re-initializing module because the following "
-             "parameters were re-set: likelihood__max_plate_nesting.\n"
+             "parameters were re-set: likelihood__some_parameter.\n"
              "Re-initializing criterion.\n"
              "Re-initializing optimizer.")
         ),
@@ -570,23 +573,6 @@ def gp(self, gp_cls, module_cls):
         )
         return gpr
 
-    # pickling and deepcopy work for ExactGPRegressor but not for the others, so
-    # override the expected failures here.
-
-    def test_pickling(self, gp_fit):
-        # does not raise
-        pickle.dumps(gp_fit)
-
-    def test_pickle_error_msg(self, gp_fit):
-        # Should eventually be replaced by a test that saves and loads the model
-        # using pickle and checks that the predictions are identical
-        # FIXME
-        pickle.dumps(gp_fit)
-
-    def test_deepcopy(self, gp_fit):
-        # FIXME
-        copy.deepcopy(gp_fit)  # doesn't raise
-
     def test_wrong_module_type_raises(self, gp_cls):
         # ExactGPRegressor requires the module to be an ExactGP, if it's not,
         # raise an appropriate error message to the user.
@@ -649,6 +635,32 @@ def gp(self, gp_cls, module_cls, data):
         assert gpr.batch_size < self.n_samples
         return gpr
 
+    # Since GPyTorch v1.10, GPRegressor works with pickle/deepcopy.
+
+    def test_pickling(self, gp_fit, data):
+        # TODO: remove once Python 3.7 is no longer supported
+        if version_gpytorch < Version('1.10'):
+            pytest.skip("GPyTorch < 1.10 does not support pickling.")
+
+        loaded = pickle.loads(pickle.dumps(gp_fit))
+        X, _ = data
+
+        y_pred_before = gp_fit.predict(X)
+        y_pred_after = loaded.predict(X)
+        assert np.allclose(y_pred_before, y_pred_after)
+
+    def test_deepcopy(self, gp_fit, data):
+        # TODO: remove once Python 3.7 is no longer supported
+        if version_gpytorch < Version('1.10'):
+            pytest.skip("GPyTorch < 1.10 does not support deepcopy.")
+
+        copied = copy.deepcopy(gp_fit)
+        X, _ = data
+
+        y_pred_before = gp_fit.predict(X)
+        y_pred_after = copied.predict(X)
+        assert np.allclose(y_pred_before, y_pred_after)
+
 
 class TestGPBinaryClassifier(BaseProbabilisticTests):
     """Tests for GPBinaryClassifier."""
@@ -686,11 +698,40 @@ def gp(self, gp_cls, module_cls, data):
         gpc = gp_cls(
             module_cls,
             module__inducing_points=torch.from_numpy(X[:10]),
-
+            likelihood=MyBernoulliLikelihood,
             criterion=gpytorch.mlls.VariationalELBO,
             criterion__num_data=int(0.8 * len(y)),
             batch_size=24,
         )
         # we want to make sure batching is properly tested
         assert gpc.batch_size < self.n_samples
         return gpc
+
+    # Since GPyTorch v1.10, GPBinaryClassifier is the only estimator left that
+    # still has issues with pickling/deepcopying.
+
+    @pytest.mark.xfail(strict=True)
+    def test_pickling(self, gp_fit, data):
+        # Currently fails because of issues outside of our control, this test
+        # should alert us to when the issue has been fixed. Some issues have
+        # been fixed in https://github.com/cornellius-gp/gpytorch/pull/1336 but
+        # not all.
+        pickle.dumps(gp_fit)
+
+    def test_pickle_error_msg(self, gp_fit, data):
+        # Should eventually be replaced by a test that saves and loads the model
+        # using pickle and checks that the predictions are identical
+        msg = ("This GPyTorch model cannot be pickled. The reason is probably this:"
+               " https://github.com/pytorch/pytorch/issues/38137. "
+               "Try using 'dill' instead of 'pickle'.")
+        with pytest.raises(pickle.PicklingError, match=msg):
+            pickle.dumps(gp_fit)
+
+    def test_deepcopy(self, gp_fit, data):
+        # Should eventually be replaced by a test that saves and loads the model
+        # using deepcopy and checks that the predictions are identical
+        msg = ("This GPyTorch model cannot be pickled. The reason is probably this:"
+               " https://github.com/pytorch/pytorch/issues/38137. "
+               "Try using 'dill' instead of 'pickle'.")
+        with pytest.raises(pickle.PicklingError, match=msg):
+            copy.deepcopy(gp_fit)  # doesn't raise