tensorflow / tensorflow/probability

XlaRuntimeError: STS Seasonal component does not work under tfp.substrates.jax.sts

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Description

When running the example in the following blog:

https://github.com/tensorflow/probability/blob/main/tensorflow_probability/examples/jupyter_notebooks/Structural_Time_Series_Modeling_Case_Studies_Atmospheric_CO2_and_Electricity_Demand.ipynb

and replace tfp to tfp.substrates.jax and its submodules. The code fails when instantiating the Seasonal component in sts in the co2 example:
seasonal = tfp.sts.Seasonal(
num_seasons=12, observed_time_series=observed_time_series)

Error message:
XlaRuntimeError: INTERNAL: Attempting to perform BLAS operation using StreamExecutor without BLAS support

Environment: Python 3.8 on Ubuntu 22.04 LTS (I also ran this code in colab, as well as with python 3.9 in MacBook m1, and this error message does not raise in both situations)

@murphyk

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Research direction

Start with the Structural_Time_Series_Modeling_Case_Studies_Atmospheric_CO2_and_Electricity_Demand.ipynb example and reproduce the failure at the tfp.substrates.jax Seasonal component instantiation. Compare the reported Ubuntu 22.04 environment with the working Colab and MacBook M1 environments. Done means the CO2 example can instantiate Seasonal without the XlaRuntimeError.

Written by the indexing model from the issue text.

Assessment

Tech stack
jupyter-notebook, python, tensorflow
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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