Remove support for continuation of traces #5019
Merged
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Choosing initial values for MCMC chains gets a lot easier if we stop supporting to start from existing traces.
It will also make it easier to swap backends in the future, when the public API no longer accepts
MultiTrace
objects.There are more good reasons why continuation of traces is bad:
Starting from existing posterior samples can still be achieved via the
pm.sample(start=...)
kwarg.Concatenation of sampling results should be done in a postprocessing step.
Depending on what your PR does, here are a few things you might want to address in the description:
_choose_backend
which is always involved.consider adding/updating relevant example notebooksright before it's ready to merge, mention the PR in the RELEASE-NOTES.mdWill add this in the release notes draft document manually.