Rolling Regression warning

[cgarciga]

Rolling Regression:
https://www.pymc.io/projects/examples/en/latest/generalized_linear_models/GLM-rolling-regression.html:

Issue description

When running the notebook with pymc 5.0.2 I obtain the sequence of warnings below after hitting run on the sampler.

Output of the sampler is as expected (alpha and beta charts look pretty much the same). I'm just wondering what this warning means and if there is a way to fix it.

c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
c:\Anaconda3\envs\pymc\lib\site-packages\pymc\logprob\joint_logprob.py:167: UserWarning: Found a random variable that was neither among the observations nor the conditioned variables: [normal_rv{0, (0, 0), floatX, False}.0, normal_rv{0, (0, 0), floatX, False}.out]
  warnings.warn(
Multiprocess sampling (4 chains in 4 jobs)
NUTS: [sigma_alpha, sigma_beta, alpha, beta, sd]

[OriolAbril]

You should not see those anymore if you update to 5.0.2, it should have been fixed in pymc-devs/pymc#6407. Can you confirm and close the issue if so?

[drbenvincent]

This was fixed in #522