Introduce pm.Data(..., mutable) kwarg

By passing `pm.Data(mutable=False)` one can create a `TensorConstant` instead of a `SharedVariable`.
Data variables with known, fixed shape can enhance performance and compatibility in some situations.
`pm.ConstantData` or `pm.MutableData` wrappers are provided as alternative syntax.

This is the basis for solving pymc-devs#4441.

pymc/data.py

@@ -19,16 +19,17 @@
 import urllib.request
 
 from copy import copy
-from typing import Any, Dict, List, Optional, Sequence
+from typing import Any, Dict, List, Optional, Sequence, Union
 
 import aesara
 import aesara.tensor as at
 import numpy as np
 import pandas as pd
 
+from aesara.compile.sharedvalue import SharedVariable
 from aesara.graph.basic import Apply
 from aesara.tensor.type import TensorType
-from aesara.tensor.var import TensorVariable
+from aesara.tensor.var import TensorConstant, TensorVariable
 
 import pymc as pm
 
@@ -40,6 +41,8 @@
     "Minibatch",
     "align_minibatches",
     "Data",
+    "ConstantData",
+    "MutableData",
 ]
 BASE_URL = "https://raw.githubusercontent.com/pymc-devs/pymc-examples/main/examples/data/{filename}"
 
@@ -502,9 +505,64 @@ def determine_coords(model, value, dims: Optional[Sequence[str]] = None) -> Dict
     return coords
 
 
-class Data:
-    """Data container class that wraps :func:`aesara.shared` and lets
-    the model be aware of its inputs and outputs.
+def ConstantData(
+    name: str,
+    value,
+    *,
+    dims: Optional[Sequence[str]] = None,
+    export_index_as_coords=False,
+    **kwargs,
+) -> TensorConstant:
+    """Alias for ``pm.Data(..., mutable=False)``.
+
+    Registers the ``value`` as a ``TensorConstant`` with the model.
+    """
+    return Data(
+        name,
+        value,
+        dims=dims,
+        export_index_as_coords=export_index_as_coords,
+        mutable=False,
+        **kwargs,
+    )
+
+
+def MutableData(
+    name: str,
+    value,
+    *,
+    dims: Optional[Sequence[str]] = None,
+    export_index_as_coords=False,
+    **kwargs,
+) -> SharedVariable:
+    """Alias for ``pm.Data(..., mutable=True)``.
+
+    Registers the ``value`` as a ``SharedVariable`` with the model.
+    """
+    return Data(
+        name,
+        value,
+        dims=dims,
+        export_index_as_coords=export_index_as_coords,
+        mutable=True,
+        **kwargs,
+    )
+
+
+def Data(
+    name: str,
+    value,
+    *,
+    dims: Optional[Sequence[str]] = None,
+    export_index_as_coords=False,
+    mutable: bool = True,
+    **kwargs,
+) -> Union[SharedVariable, TensorConstant]:
+    """Data container that registers a data variable with the model.
+
+    Depending on the ``mutable`` setting (default: True), the variable
+    is registered as a ``SharedVariable``, enabling it to be altered
+    in value and shape, but NOT in dimensionality using ``pm.set_data()``.
 
     Parameters
     ----------
@@ -552,52 +610,46 @@ class Data:
     For more information, take a look at this example notebook
     https://docs.pymc.io/notebooks/data_container.html
     """
+    if isinstance(value, list):
+        value = np.array(value)
 
-    def __new__(
-        self,
-        name: str,
-        value,
-        *,
-        dims: Optional[Sequence[str]] = None,
-        export_index_as_coords=False,
-        **kwargs,
-    ):
-        if isinstance(value, list):
-            value = np.array(value)
-
-        # Add data container to the named variables of the model.
-        try:
-            model = pm.Model.get_context()
-        except TypeError:
-            raise TypeError(
-                "No model on context stack, which is needed to instantiate a data container. "
-                "Add variable inside a 'with model:' block."
-            )
-        name = model.name_for(name)
-
-        # `pandas_to_array` takes care of parameter `value` and
-        # transforms it to something digestible for pymc
-        shared_object = aesara.shared(pandas_to_array(value), name, **kwargs)
-
-        if isinstance(dims, str):
-            dims = (dims,)
-        if not (dims is None or len(dims) == shared_object.ndim):
-            raise pm.exceptions.ShapeError(
-                "Length of `dims` must match the dimensions of the dataset.",
-                actual=len(dims),
-                expected=shared_object.ndim,
-            )
-
-        coords = determine_coords(model, value, dims)
-
-        if export_index_as_coords:
-            model.add_coords(coords)
-        elif dims:
-            # Register new dimension lengths
-            for d, dname in enumerate(dims):
-                if not dname in model.dim_lengths:
-                    model.add_coord(dname, values=None, length=shared_object.shape[d])
-
-        model.add_random_variable(shared_object, dims=dims)
-
-        return shared_object
+    # Add data container to the named variables of the model.
+    try:
+        model = pm.Model.get_context()
+    except TypeError:
+        raise TypeError(
+            "No model on context stack, which is needed to instantiate a data container. "
+            "Add variable inside a 'with model:' block."
+        )
+    name = model.name_for(name)
+
+    # `pandas_to_array` takes care of parameter `value` and
+    # transforms it to something digestible for Aesara.
+    arr = pandas_to_array(value)
+    if mutable:
+        x = aesara.shared(arr, name, **kwargs)
+    else:
+        x = at.as_tensor_variable(arr, name, **kwargs)
+
+    if isinstance(dims, str):
+        dims = (dims,)
+    if not (dims is None or len(dims) == x.ndim):
+        raise pm.exceptions.ShapeError(
+            "Length of `dims` must match the dimensions of the dataset.",
+            actual=len(dims),
+            expected=x.ndim,
+        )
+
+    coords = determine_coords(model, value, dims)
+
+    if export_index_as_coords:
+        model.add_coords(coords)
+    elif dims:
+        # Register new dimension lengths
+        for d, dname in enumerate(dims):
+            if not dname in model.dim_lengths:
+                model.add_coord(dname, values=None, length=x.shape[d])
+
+    model.add_random_variable(x, dims=dims)
+
+    return x

pymc/model_graph.py

@@ -20,7 +20,7 @@
 from aesara.compile.sharedvalue import SharedVariable
 from aesara.graph.basic import walk
 from aesara.tensor.random.op import RandomVariable
-from aesara.tensor.var import TensorVariable
+from aesara.tensor.var import TensorConstant, TensorVariable
 
 import pymc as pm
 
@@ -133,7 +133,7 @@ def _make_node(self, var_name, graph, *, formatting: str = "plain"):
             shape = "octagon"
             style = "filled"
             label = f"{var_name}\n~\nPotential"
-        elif isinstance(v, SharedVariable):
+        elif isinstance(v, (SharedVariable, TensorConstant)):
             shape = "box"
             style = "rounded, filled"
             label = f"{var_name}\n~\nData"

pymc/tests/test_data_container.py

@@ -71,8 +71,8 @@ def test_sample(self):
 
     def test_sample_posterior_predictive_after_set_data(self):
         with pm.Model() as model:
-            x = pm.Data("x", [1.0, 2.0, 3.0])
-            y = pm.Data("y", [1.0, 2.0, 3.0])
+            x = pm.MutableData("x", [1.0, 2.0, 3.0])
+            y = pm.ConstantData("y", [1.0, 2.0, 3.0])
             beta = pm.Normal("beta", 0, 10.0)
             pm.Normal("obs", beta * x, np.sqrt(1e-2), observed=y)
             trace = pm.sample(