Add name to CompountStep

Author: ricardoV94

Diff for: pymc/step_methods/compound.py

@@ -33,6 +33,9 @@ def __init__(self, methods):
         for method in self.methods:
             if method.generates_stats:
                 self.stats_dtypes.extend(method.stats_dtypes)
+        self.name = (
+            f"Compound[{', '.join(getattr(m, 'name', 'UNNAMED_STEP') for m in self.methods)}]"
+        )
 
     def step(self, point):
         if self.generates_stats:

Diff for: pymc/tests/test_step.py

@@ -221,6 +221,16 @@ def test_blocked(self):
                     assert not isinstance(sampler_instance, CompoundStep)
                     assert isinstance(sampler_instance, sampler)
 
+    def test_name(self):
+        with Model() as m:
+            c1 = HalfNormal("c1")
+            c2 = HalfNormal("c2")
+
+            step1 = NUTS([c1])
+            step2 = Slice([c2])
+            step = CompoundStep([step1, step2])
+        assert step.name == "Compound[nuts, slice]"
+
 
 class TestAssignStepMethods:
     def test_bernoulli(self):