Query about the plot API

[forsakendaemon]

It feels a little strange to me that when using the matplotlib backend, Arviz returns the array of axes rather than returning a Figure directly - when wanting to use the return value of a plot_* call, I often have to instantiate an appropriately-configured Figure after the fact, which replicates work that Arviz has already done and is annoyingly finicky to get right.

Chasing through the code I can see that keeping track of the Figure might require a fair amount of care, and it would be a breaking API change to just change it wholesale, so I was wondering whether there was a reason for that choice that I might not be able to see at the moment - I have the feeling that there's something that I'm missing, I'm just not sure what it is.

[OriolAbril]

I don't really know because I wasn't here yet, but I had the feeling it was because it's easier to add more plots and customize the appearance having the axes, but there also is #276 which suggests an alternative to this approach. It's something that always kind of made sense to me but I can't really say why.

As a quick workaround, you can get the figure from an axes using axes.get_figure() which we actually use in https://github.com/arviz-devs/arviz/blob/main/arviz/plots/backends/matplotlib/elpdplot.py#L82 so you can also get the figure from the axes returned by arviz functions.

[forsakendaemon]

I totally missed axes.get_figure()!

That obviates several hours of hacking... Thanks for the heads up! :)