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optimagic-dev · Mar 6, 2024 · ccc71c4 · ccc71c4
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diff --git a/.envs/testenv-linux.yml b/.envs/testenv-linux.yml
@@ -23,6 +23,7 @@ dependencies:
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
   - tranquilo>=0.0.4  # dev, tests
+  - seaborn  # dev, tests
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

diff --git a/.envs/testenv-others.yml b/.envs/testenv-others.yml
@@ -22,6 +22,7 @@ dependencies:
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
   - tranquilo>=0.0.4  # dev, tests
+  - seaborn  # dev, tests
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

diff --git a/.envs/testenv-pandas.yml b/.envs/testenv-pandas.yml
@@ -0,0 +1,31 @@
+---
+name: estimagic
+channels:
+  - conda-forge
+  - nodefaults
+dependencies:
+  - pandas<2.0.0
+  - nlopt  # dev, tests
+  - pip  # dev, tests, docs
+  - pytest  # dev, tests
+  - pytest-cov  # tests
+  - pytest-xdist  # dev, tests
+  - statsmodels  # dev, tests
+  - bokeh<=2.4.3  # run, tests
+  - click  # run, tests
+  - cloudpickle  # run, tests
+  - joblib  # run, tests
+  - numpy>=1.17.0  # run, tests
+  - plotly  # run, tests
+  - pybaum >= 0.1.2  # run, tests
+  - scipy>=1.2.1  # run, tests
+  - sqlalchemy  # run, tests
+  - tranquilo>=0.0.4  # dev, tests
+  - seaborn  # dev, tests
+  - pip:  # dev, tests, docs
+      - DFO-LS  # dev, tests
+      - Py-BOBYQA  # dev, tests
+      - fides==0.7.4  # dev, tests
+      - kaleido  # dev, tests
+      - simoptlib==1.0.1  # dev, tests
+      - -e ../
diff --git a/.envs/update_envs.py b/.envs/update_envs.py
@@ -34,13 +34,21 @@ def main():
     test_env_others = deepcopy(test_env)
     test_env_others.insert(_insert_idx, "  - cyipopt<=1.2.0")
 
+    ## test environment for pandas version 1
+    test_env_pandas = deepcopy(test_env)
+    test_env_pandas = [line for line in test_env_pandas if "pandas" not in line]
+    test_env_pandas.insert(_insert_idx, "  - pandas<2.0.0")
+
     # create docs testing environment
 
     docs_env = [line for line in lines if _keep_line(line, "docs")]
     docs_env.append("      - -e ../")  # add local installation
 
     # write environments
-    for name, env in zip(["linux", "others"], [test_env_linux, test_env_others]):
+    for name, env in zip(
+        ["linux", "others", "pandas"],
+        [test_env_linux, test_env_others, test_env_pandas],
+    ):
         # Specify newline to avoid wrong line endings on Windows.
         # See: https://stackoverflow.com/a/69869641
         Path(f".envs/testenv-{name}.yml").write_text(

diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
@@ -24,6 +24,7 @@ jobs:
           - '3.9'
           - '3.10'
           - '3.11'
+          - '3.12'
     steps:
       - uses: actions/checkout@v3
       - name: create build environment
@@ -72,6 +73,36 @@ jobs:
         run: |
           micromamba activate estimagic
           pytest -m "not slow and not jax"
+  run-tests-with-old-pandas:
+    # This job is only for testing if estimagic works with older pandas versions, as
+    # many pandas functions we use will be deprecated in pandas 3. estimagic's behavior
+    # for older verions is handled in src/estimagic/compat.py.
+    name: Run tests for ${{ matrix.os}} on ${{ matrix.python-version }} with pandas 1
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os:
+          - ubuntu-latest
+        python-version:
+          - '3.11'
+    steps:
+      - uses: actions/checkout@v3
+      - name: create build environment
+        uses: mamba-org/provision-with-micromamba@main
+        with:
+          environment-file: ./.envs/testenv-pandas.yml
+          environment-name: estimagic
+          cache-env: true
+          extra-specs: |
+            python=${{ matrix.python-version }}
+      - name: run pytest
+        shell: bash -l {0}
+        run: |
+          micromamba activate estimagic
+          pytest tests/visualization
+          pytest tests/parameters
+          pytest tests/inference
   code-in-docs:
     name: Run code snippets in documentation
     runs-on: ubuntu-latest

diff --git a/.gitignore b/.gitignore
@@ -73,9 +73,9 @@ instance/
 docs/_build/
 docs/build/
 docs/source/_build/
-docs/source/getting_started/*.db
-docs/source/getting_started/*.db-shm
-docs/source/getting_started/*.db-wal
+docs/source/**/*.db
+docs/source/**/*.db-shm
+docs/source/**/*.db-wal
 docs/source/refs.bib.bak
 
 # PyBuilder

diff --git a/docs/source/_static/images/video.svg b/docs/source/_static/images/video.svg
diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -47,7 +47,6 @@
     "myst_nb",
     "sphinxcontrib.bibtex",
     "sphinx_panels",
-    "sphinx_copybutton",
 ]
 
 myst_enable_extensions = [

diff --git a/docs/source/development/eep-00-governance-model.md b/docs/source/development/eep-00-governance-model.md
@@ -9,7 +9,7 @@
 |            | `Hans-Martin von Gaudecker <https://github.com/hmgaudecker>`_,   |
 |            | `Annica Gehlen <https://github.com/amageh>`_,                    |
 |            | `Sebastian Gsell <https://github.com/segsell>`_,                 |
-|            | `Tim Mensinger <https://github.com/timmens>_,                    |
+|            | `Tim Mensinger <https://github.com/timmens>`_,                   |
 |            | `Mariam Petrosyan <https://github.com/mpetrosian>`_,             |
 |            | `Tobias Raabe <https://github.com/tobiasraabe>`_,                |
 |            | `Klara Röhrl <https://github.com/roecla>`_                       |

diff --git a/docs/source/getting_started/index.md b/docs/source/getting_started/index.md
@@ -67,6 +67,21 @@ reference for more experienced users.
                 </div>
             </a>
         </div>
+        <div class="col-lg-12 col-md-12 col-sm-12 col-xs-12">
+            <a href="../videos.html" id="index-link">
+                <div class="card text-center intro-card shadow" style="width: 100%;">
+                    <img src="../_static/images/video.svg" class="card-img-top"
+                         alt="video icon" height="60"
+                    >
+                    <div class="card-body flex-fill">
+                        <h5 class="card-title">Videos</h5>
+                        <p class="card-text">
+                            Collection of tutorials, talks, and screencasts on estimagic.
+                        </p>
+                    </div>
+                </div>
+            </a>
+        </div>
     </div>
 </div>
 ```

diff --git a/docs/source/how_to_guides/index.md b/docs/source/how_to_guides/index.md
@@ -67,6 +67,21 @@ an introduction to its basic functionality, check out our tutorials.
                 </div>
             </a>
         </div>
+        <div class="col-lg-12 col-md-12 col-sm-12 col-xs-12">
+            <a href="../videos.html" id="index-link">
+                <div class="card text-center intro-card shadow" style="width: 100%;">
+                    <img src="../_static/images/video.svg" class="card-img-top"
+                         alt="video icon" height="60"
+                    >
+                    <div class="card-body flex-fill">
+                        <h5 class="card-title">Videos</h5>
+                        <p class="card-text">
+                            Collection of tutorials, talks, and screencasts on estimagic.
+                        </p>
+                    </div>
+                </div>
+            </a>
+        </div>
     </div>
 </div>
 ```

diff --git a/docs/source/index.md b/docs/source/index.md
@@ -122,6 +122,21 @@ For a complete introduction to optimization in estimagic, check out the
                 </div>
             </a>
         </div>
+        <div class="col-lg-12 col-md-12 col-sm-12 col-xs-12">
+            <a href="videos.html" id="index-link">
+                <div class="card text-center intro-card shadow" style="width: 100%;">
+                    <img src="_static/images/video.svg" class="card-img-top"
+                         alt="video icon" height="60"
+                    >
+                    <div class="card-body flex-fill">
+                        <h5 class="card-title">Videos</h5>
+                        <p class="card-text">
+                            Collection of tutorials, talks, and screencasts on estimagic.
+                        </p>
+                    </div>
+                </div>
+            </a>
+        </div>
     </div>
 </div>
 ```
@@ -135,6 +150,9 @@ getting_started/index
 how_to_guides/index
 explanations/index
 reference_guides/index
+development/index
+videos
+algorithms
 ```
 
 ## Highlights
@@ -176,15 +194,6 @@ reference_guides/index
 
 **Useful links for search:** {ref}`genindex` | {ref}`modindex` | {ref}`search`
 
-```{toctree}
----
-hidden: true
-maxdepth: 1
----
-development/index
-algorithms
-```
-
 [how to do multistart]: how_to_guides/optimization/how_to_do_multistart_optimizations
 [how to use logging]: how_to_guides/optimization/how_to_use_logging
 [msm tutorial]: getting_started/estimation/first_msm_estimation_with_estimagic
diff --git a/docs/source/videos.md b/docs/source/videos.md
@@ -0,0 +1,87 @@
+(list_of_videos)=
+
+# Videos
+
+Check out our tutorials, talks and screencasts about estimagic.
+
+## Talks and tutorials
+
+### EuroSciPy 2023 (Talk)
+
+```{raw} html
+<iframe
+src="https://www.youtube.com/embed/5xYn0v1zEsY"
+style="width: 100%; aspect-ratio: 16 / 9;"
+allowfullscreen>
+</iframe>
+```
+
+### EuroSciPy 2023 (Tutorial)
+
+```{raw} html
+<iframe
+src="https://www.youtube.com/embed/LQo5NDFKH1Q"
+style="width: 100%; aspect-ratio: 16 / 9;"
+allowfullscreen>
+</iframe>
+```
+
+### SciPy 2022 (Tutorial)
+
+```{raw} html
+<iframe
+src="https://www.youtube.com/embed/ftlw0rARrtI"
+style="width: 100%; aspect-ratio: 16 / 9;"
+allowfullscreen>
+</iframe>
+```
+
+## Screencasts
+
+The screencasts are part of the course _Effective Programming Practices for Economists_,
+taught at the University of Bonn by
+[Hans-Martin von Gaudecker](https://www.wiwi.uni-bonn.de/gaudecker/), and previously
+also [Janoś Gabler](https://github.com/janosg). You can find all screencasts of the
+course on the
+[course webite](https://effective-programming-practices.vercel.app/landing-page.html).
+Here, we show the screencasts about numerical optimization and estimagic.
+
+### Introduction to numerical optimization
+
+```{raw} html
+<iframe
+src="https://www.youtube.com/embed/hOZueB4Cn1Y"
+style="width: 100%; aspect-ratio: 16 / 9;"
+allowfullscreen>
+</iframe>
+```
+
+### Using estimagic’s minimize and maximize
+
+```{raw} html
+<iframe
+src="https://www.youtube.com/embed/QqTGE3nq0q8"
+style="width: 100%; aspect-ratio: 16 / 9;"
+allowfullscreen>
+</iframe>
+```
+
+### Visualizing optimizer histories
+
+```{raw} html
+<iframe
+src="https://www.youtube.com/embed/wQWWW8rlxmY"
+style="width: 100%; aspect-ratio: 16 / 9;"
+allowfullscreen>
+</iframe>
+```
+
+### Choosing optimization algorithms
+
+```{raw} html
+<iframe
+src="https://www.youtube.com/embed/tJ7Xba3wcxY"
+style="width: 100%; aspect-ratio: 16 / 9;"
+allowfullscreen>
+</iframe>
+```
diff --git a/environment.yml b/environment.yml
@@ -35,6 +35,7 @@ dependencies:
   - sphinx-panels  # docs
   - sphinxcontrib-bibtex  # docs
   - tranquilo>=0.0.4  # dev, tests
+  - seaborn  # dev, tests
   - pip:  # dev, tests, docs
       - DFO-LS  # dev, tests
       - Py-BOBYQA  # dev, tests

diff --git a/pyproject.toml b/pyproject.toml
@@ -81,6 +81,7 @@ filterwarnings = [
     "ignore:Method .ptp is deprecated and will be removed in a future version. Use numpy.ptp instead.",
     "ignore:In a future version of pandas all arguments of concat except for the argument 'objs' will be keyword-only",
     "ignore:Please use `MemoizeJac` from the `scipy.optimize` namespace",
+    "ignore:`scipy.optimize.optimize.MemoizeJac` is deprecated",
     "ignore:Some algorithms did not converge. Their walltime has been set to a very high value instead of infinity because Timedeltas do notsupport infinite values",
     "ignore:In a future version, the Index constructor will not infer numeric dtypes when passed object-dtype sequences",
     "ignore:distutils Version classes are deprecated. Use packaging.version instead",
@@ -91,6 +92,7 @@ filterwarnings = [
     "ignore:Widget.widget_types is deprecated",
     "ignore:Widget.widgets is deprecated",
     "ignore:Parallelization together with",
+    "ignore:Conversion of an array with ndim > 0 to a scalar is deprecated",
 ]
 addopts = ["--doctest-modules"]
 markers = [

diff --git a/src/estimagic/compat.py b/src/estimagic/compat.py
@@ -0,0 +1,33 @@
+"""Compatibility module.
+
+Contains wrapper functions to handle compatibility issues between different versions of
+external libraries.
+
+"""
+
+from estimagic.config import IS_PANDAS_VERSION_NEWER_OR_EQUAL_TO_2_1_0
+
+
+def pd_df_map(df, func, na_action=None, **kwargs):
+    """Apply a function to a Dataframe elementwise.
+
+    pandas has depricated the .applymap() function with version 2.1.0. This function
+    calls either .map() (if pandas version is greater or equal to 2.1.0) or .applymap()
+    (if pandas version is smaller than 2.1.0).
+
+    Args:
+        df (pd.DataFrame): A pandas DataFrame.
+        func (callable): Python function, returns a single value from a single value.
+        na_action (str): If 'ignore', propagate NaN values, without passing them to
+            func. If None, pass NaN values to func. Default is None.
+        **kwargs: Additional keyword arguments to pass as keywords arguments to func.
+
+    Returns:
+        pd.DataFrame: Transformed DataFrame.
+
+    """
+    if IS_PANDAS_VERSION_NEWER_OR_EQUAL_TO_2_1_0:
+        out = df.map(func, na_action=na_action, **kwargs)
+    else:
+        out = df.applymap(func, na_action=na_action, **kwargs)
+    return out