Pymc3:Dirichlet先验参数的观测值
我写了一些小的pymc3代码,但不起作用Pymc3:Dirichlet先验参数的观测值,pymc3,Pymc3,我写了一些小的pymc3代码,但不起作用 import pymc3 def create_model_pymc(data): with pymc3.Model() as model: k = 3 #discussion about conjugate prior of a dirichlet are not so common see http://andrewgelman.com/2009/04/29/conjugate_prior/
import pymc3
def create_model_pymc(data):
with pymc3.Model() as model:
k = 3
#discussion about conjugate prior of a dirichlet are not so common see http://andrewgelman.com/2009/04/29/conjugate_prior/
#u = pymc3.Uniform("u", lower=.1, upper=data.max()+1., observed=data, shape=k)
u = pymc3.Exponential('u', 1./10, observed=data, shape=k)
p = pymc3.Dirichlet('p', a=u, shape=k)
c = pymc3.Categorical('c', p=p)
return model
alpha_posterior = np.array([10., 3., 4.])
model = create_model_pymc(alpha_posterior)
with model:
step = pymc3.Metropolis(model.vars)
trace = pymc3.sample(20000, step)
#trace = pymc3.sample(20000)
我收到了一条无错误的“IndexError:index out-bounds”错误消息,但我不知道为什么。我尝试了上面代码的不同变体,但都不起作用
如果你对代码的含义感到好奇,那是为了
检查dirichlet参数的后验值
观察三类的多项式计数:(10,3,4)
具有“均匀”狄里克莱先验(α=[1,1,1.])结果
在(10,3,4.)
简单直接抽样:
a=alpha_posterior
print a
nb_samples = 200000
c_ = np.ndarray(nb_samples)
for i in range(nb_samples):
d = scipy.stats.dirichlet.rvs(a,1)[0]
c_[i] = np.random.choice(3, 1, p=d)
ns = float(nb_samples)
print (c_==0).sum()/ns
print (c_==1).sum()/ns
print (c_==2).sum()/ns
print x
print x/float(x.sum())
这段代码对我来说运行良好,没有错误
import numpy as np
import pymc3
with pymc3.Model() as model:
data = np.array([10., 3., 4.])
k = 3
u = pymc3.Exponential('u', 1./10, observed=data, shape=k)
p = pymc3.Dirichlet('p', a=u, shape=k)
c = pymc3.Categorical('c', p=p)
step = pymc3.Metropolis()
trace = pymc3.sample(20, step)
链中只有20个样本
多进程采样(4个作业中的4个链)
复合台阶
大都会:[c]
大都会:[p]
取样4链:100%|███████████████████████████████████████████████████████| 2080/2080[00:02这方面有进展吗?