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LimbDark object can't be pickled, stops sampling in the transit example #124

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@aditya-sengupta

Description

@aditya-sengupta

Describe the bug
When trying to run exoplanet/docs/tutorials/transit.py, execution is stopped at the sampling stage on line 155: the stated error is TypeError: cannot pickle 'exoplanet.theano_ops.driver.LimbDark' object.

To Reproduce
cd into docs/tutorials and run python transit.py: output is reproduced below.

optimizing logp for variables: [b, r, u, logP, t0, mean]
106it [00:01, 82.32it/s, logp=2.479354e+04]
message: Desired error not necessarily achieved due to precision loss.
logp: 24787.977771807487 -> 24793.53942561123
Auto-assigning NUTS sampler...
Initializing NUTS using adapt_full...
/Users/adityasengupta/opt/anaconda3/envs/oracle/lib/python3.8/site-packages/pymc3/step_methods/hmc/quadpotential.py:503: UserWarning: QuadPotentialFullAdapt is an experimental feature
  warnings.warn("QuadPotentialFullAdapt is an experimental feature")
Multiprocess sampling (2 chains in 2 jobs)
NUTS: [b, r, u, logP, t0, mean]
Traceback (most recent call last):
  File "transit.py", line 149, in <module>
    trace = pm.sample(
  File "/Users/adityasengupta/opt/anaconda3/envs/oracle/lib/python3.8/site-packages/pymc3/sampling.py", line 545, in sample
    trace = _mp_sample(**sample_args, **parallel_args)
  File "/Users/adityasengupta/opt/anaconda3/envs/oracle/lib/python3.8/site-packages/pymc3/sampling.py", line 1470, in _mp_sample
    sampler = ps.ParallelSampler(
  File "/Users/adityasengupta/opt/anaconda3/envs/oracle/lib/python3.8/site-packages/pymc3/parallel_sampling.py", line 432, in __init__
    step_method_pickled = pickle.dumps(step_method, protocol=-1)
TypeError: cannot pickle 'exoplanet.theano_ops.driver.LimbDark' object

Expected behavior
The same output as in the docs at https://docs.exoplanet.codes/en/stable/tutorials/transit/.

Your setup (please complete the following information):

  • Version of exoplanet: 0.4.0
  • Operating system: Mac OS Catalina v10.15.7
  • Python version & installation method (pip, conda, etc.): Python 3.8.5, installation via pip in a conda env (+ git clone to get the file)

Additional context
Add any other context about the problem here.

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