error with pymc3.compareplot

When trying to plot results of model comparison with PyMC3’s pm.compareplot I get an error…

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-26-a737fed9e2d4> in <module>
----> 1 ax = pm.compareplot(df_comp_WAIC)

/anaconda3/lib/python3.7/site-packages/pymc3/plots/__init__.py in compareplot(*args, **kwargs)
     81     else:
     82         args[0] = comp_df
---> 83     return az.plot_compare(*args, **kwargs)
     84 
     85 from .posteriorplot import plot_posterior_predictive_glm

/anaconda3/lib/python3.7/site-packages/arviz/plots/compareplot.py in plot_compare(comp_df, insample_dev, plot_standard_error, plot_ic_diff, order_by_rank, figsize, textsize, plot_kwargs, ax)
    107 
    108     if order_by_rank:
--> 109         comp_df.sort_values(by="rank", inplace=True)
    110 
    111     if plot_ic_diff:

/anaconda3/lib/python3.7/site-packages/pandas/core/frame.py in sort_values(self, by, axis, ascending, inplace, kind, na_position)
   5006 
   5007             by = by[0]
-> 5008             k = self._get_label_or_level_values(by, axis=axis)
   5009 
   5010             if isinstance(ascending, (tuple, list)):

/anaconda3/lib/python3.7/site-packages/pandas/core/generic.py in _get_label_or_level_values(self, key, axis)
   1772             values = self.axes[axis].get_level_values(key)._values
   1773         else:
-> 1774             raise KeyError(key)
   1775 
   1776         # Check for duplicates

KeyError: 'rank'

Any empty plot figure is returned, but the expected compare plot figure is not produced.

Am using arviz 0.5.1

[aloctavodia]

Yeah, see my previous comment. Sorry for the inconvenience and glad you are back on track!

[aloctavodia]

The problem I think is that the current stable version of PyMC3 uses arviz by default for the plots but not for other functions, creating potential inconsistencies like the one you reported. This have been solved on PyMC3’s master, and it will be solved for the next release (that hopefully is almost here).

My recommendation is to explicitly use ArviZ functions, and keep the pm.() alias just as backward compatible solution.