`convert_flat_trace_to_idata` throws NotImplementedError with Pathfinder and pymc inference backend

[jaanerik]

I get an error message
NotImplementedError: Cannot vectorize node AdvancedSetSubtensor(AllocEmpty{dtype='float'}.0, Subtensor{:, start:}.0, MakeSlice.0, [0 4]) with input MakeSlice.0 of type slice
when trying to run pymc_extras.fit_pathfinder using pymc as the inference backend.

• This doesn't happen when I manually change the inference backend to blackjax right before calling convert_flat_trace_to_idata.
• This also doesn't happen when I remove a deterministic node test_income that we are using for testing as seen on the bottom row below.

[jaanerik]

I'll add a file to reproduce the issue.

extracted.py

[ricardoV94]

This is caused by pymc-devs/pytensor#541, or more specifically by the underlying method trying to call vectorize to compute the deterministics, instead of doing a python loop like PyMC usually does