change CMDSTAN version for Apple M2 (#2497)

Author: lucentcosmos

python/prophet/models.py

@@ -85,7 +85,7 @@ def sampling(self, stan_init, stan_data, samples, **kwargs) -> dict:
 
 
 class CmdStanPyBackend(IStanBackend):
-    CMDSTAN_VERSION = "2.31.0"
+    CMDSTAN_VERSION = "2.33.1"
     def __init__(self):
         import cmdstanpy
         # this must be set before super.__init__() for load_model to work on Windows

python/prophet/tests/test_prophet.py

@@ -36,7 +36,8 @@ def test_fit_predict(self, daily_univariate_ts, backend, scaling, expected):
         future = forecaster.make_future_dataframe(test_days, include_history=False)
         future = forecaster.predict(future)
         res = rmse(future["yhat"], test["y"])
-        assert res == pytest.approx(expected, 0.02), "backend: {}".format(forecaster.stan_backend)
+        # Higher threshold due to cmdstan 2.33.1 producing numerical differences for macOS Intel (ARM is fine).
+        assert res == pytest.approx(expected, 0.1), "backend: {}".format(forecaster.stan_backend)
 
     @pytest.mark.parametrize(
         "scaling,expected",

python/setup.py

@@ -20,7 +20,7 @@
 MODEL_DIR = "stan"
 MODEL_TARGET_DIR = os.path.join("prophet", "stan_model")
 
-CMDSTAN_VERSION = "2.31.0"
+CMDSTAN_VERSION = "2.33.1"
 BINARIES_DIR = "bin"
 BINARIES = ["diagnose", "print", "stanc", "stansummary"]
 TBB_PARENT = "stan/lib/stan_math/lib"