Clean up some warnings from the test suite

[Armavica]

What is this PR about?

This PR removes 200 warnings from the 678 generated by the test suite. This de-clutters the output of the tests and makes it easier to spot if something is wrong. Also, but I am not sure if this is significant, the whole test suite ran 10% faster on my computer after the cleanup. I will check if it also makes the github runners faster.

I think that the ones that I fixed are the less controversial ones.

A good proportion if not the majority of the remaining warnings comes from a numpy deprecation in aesara which I will also address.

The rest are less easy to fix, or potential legit indications of problems (when I was not sure, I left them alone).

If there is interest, I can make a second pass later and try to tackle the rest.

I can breakup this huge commit into smaller thematic ones, let me know if this would be easier to review.

Checklist

• Explain important implementation details 👆
• Make sure that the pre-commit linting/style checks pass.
• Link relevant issues (preferably in nice commit messages)
• Are the changes covered by tests and docstrings?
• Fill out the short summary sections 👇

Major / Breaking Changes

• ...

Bugfixes / New features

• ...

Docs / Maintenance

• Clean up some warnings generated by the test suite

[codecov]

Codecov Report

Merging #6067 (75aa269) into main (093a734) will decrease coverage by 0.04%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main    #6067      +/-   ##
==========================================
- Coverage   89.56%   89.52%   -0.05%     
==========================================
  Files          72       72              
  Lines       12941    12942       +1     
==========================================
- Hits        11591    11586       -5     
- Misses       1350     1356       +6     

Impacted Files	Coverage Δ
pymc/tuning/starting.py	92.50% <100.00%> (+0.06%)	⬆️
pymc/step_methods/hmc/base_hmc.py	89.76% <0.00%> (-0.79%)	⬇️
pymc/distributions/timeseries.py	77.99% <0.00%> (-0.65%)	⬇️
pymc/sampling.py	82.15% <0.00%> (-0.34%)	⬇️
pymc/gp/gp.py	93.18% <0.00%> (ø)
pymc/distributions/discrete.py	99.21% <0.00%> (ø)

[Armavica]

I am not sure why this test is failing on the runner, as it is passing on my computer.

[canyon289]

Thank you for the PR. Its because this one test is too sensitive. Feel free to double the relative tolerance to make it less flaky

[Armavica]

I see. Shouldn't that better be fixed by fixing the PRNG seed?

[ricardoV94]

This is amazing. There are just some cases where I think we should assert the warning is being issued instead of ignoring it.

[ricardoV94]

I see. Shouldn't that better be fixed by fixing the PRNG seed?

I never saw this test fail so I think it's safe to just ignore and rerun.

[ricardoV94]

Opened an issue for the failing test: #6069

[Armavica]

Thank you for your review! I pushed the requested changes.