Fix progressbar with nested compound step samplers

[ricardoV94]

Alternative to #7730 that fixes #7721 and fixes #7724

[aloctavodia]

Currently, PyMC-BART works without this. However, a recent PR, which allows multiple BART RVs, fails without this. I have not tried with the alternative #7730.

[Copilot]

Pull Request Overview

This PR refactors and centralizes progress bar functionality, updates sampling step methods to use the new API, and adds a regression test for nested compound samplers.

• Move CustomProgress, RecolorOnFailureBarColumn, ProgressBarManager, and related logic from pymc/util.py into a new pymc/progress_bar.py module.
• Update all imports to point to pymc.progress_bar and adjust references to the new _make_progressbar_update_functions API.
• Add an integration test (test_progressbar_nested_compound) to guard against regressions in nested CompoundStep progress bars.

Reviewed Changes

Copilot reviewed 18 out of 18 changed files in this pull request and generated 1 comment.

Show a summary per file

File	Description
tests/test_progress_bar.py	Add regression test for nested compound-step sampling progress.
pymc/variational/inference.py	Update imports to use new CustomProgress location.
pymc/util.py	Remove old progress-bar classes and imports.
pymc/tuning/starting.py	Update progress-bar import to new module.
pymc/step_methods/slicer.py	Rename update-stats API to _make_progressbar_update_functions.
pymc/step_methods/metropolis.py	Rename and adjust update-stats API.
pymc/step_methods/hmc/*.py	Rename and adjust update-stats API in HMC and NUTS.
pymc/step_methods/compound.py	Rename and aggregate update-stat functions.
pymc/smc/sampling.py	Update progress-bar import.
pymc/sampling/*.py	Update progress-bar imports in various sampling pathways.
pymc/progress_bar.py	New module consolidating progress-bar logic and classes.
.github/workflows/tests.yml	Include the new test file in CI.

Comments suppressed due to low confidence (1)

pymc/progress_bar.py:37

• [nitpick] Consider adding unit tests for CustomProgress (e.g., toggling disable and include_headers) to verify that tasks are added, updated, or suppressed as expected.

class CustomProgress(Progress):

[codecov]

Codecov Report

Attention: Patch coverage is 95.12195% with 10 lines in your changes missing coverage. Please review.

Project coverage is 92.99%. Comparing base (dea3aef) to head (2b50d67).
Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
pymc/progress_bar.py	93.37%	10 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #7776      +/-   ##
==========================================
+ Coverage   89.19%   92.99%   +3.80%     
==========================================
  Files         107      108       +1     
  Lines       18313    18327      +14     
==========================================
+ Hits        16334    17043     +709     
+ Misses       1979     1284     -695     

Files with missing lines	Coverage Δ
pymc/backends/arviz.py	95.78% <100.00%> (+0.01%)	⬆️
pymc/logprob/abstract.py	97.05% <100.00%> (+7.50%)	⬆️
pymc/sampling/forward.py	96.75% <100.00%> (+0.01%)	⬆️
pymc/sampling/mcmc.py	91.37% <100.00%> (+0.01%)	⬆️
pymc/sampling/parallel.py	87.12% <100.00%> (+0.04%)	⬆️
pymc/sampling/population.py	70.83% <100.00%> (ø)
pymc/smc/sampling.py	99.30% <100.00%> (+<0.01%)	⬆️
pymc/step_methods/compound.py	97.87% <100.00%> (+2.51%)	⬆️
pymc/step_methods/hmc/base_hmc.py	92.25% <100.00%> (+0.34%)	⬆️
pymc/step_methods/hmc/hmc.py	94.59% <100.00%> (+1.04%)	⬆️
... and 7 more

... and 18 files with indirect coverage changes

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[jessegrabowski]

@ricardoV94 can you give the changes i pushed a final once over then we can merge this

[ricardoV94]

@aloctavodia can you check if this also fixes the problem on your end?

[ricardoV94]

@jessegrabowski I cleanup a bit the PR, if tests pass I think we're good. Wanna take a last look?

[jessegrabowski]

One docstring out of date, and a small issue I want to bring to your attention.

[ricardoV94]

Oops my PR got merged stale and a test is failing

[ricardoV94]

The other failure is ours

[jessegrabowski]

There was a test with a hardcoded list of expected stats. It should pass now (not sure about the pre-commit problem)

[ricardoV94]

pre-commit seems legit

[aloctavodia]

I can confirm that this fixes the problem in PyMC-BART