Python PyMC3层次二项模型-调整后的发散
我试图使用pyMC3为一些实验数据建立一个简单的贝叶斯层次模型。我有两个数据集,但对于其中一个,采样器不收敛,我无法找到解决方案 设置如下所示:Python PyMC3层次二项模型-调整后的发散,python,bayesian,pymc3,Python,Bayesian,Pymc3,我试图使用pyMC3为一些实验数据建立一个简单的贝叶斯层次模型。我有两个数据集,但对于其中一个,采样器不收敛,我无法找到解决方案 设置如下所示: 有两种实验条件(难以想象地称为A和B)和两组在其中一种条件下测试的个体(A组和B组) 每个人都做他们喜欢的试验,所以不是所有人都有相同的试验次数 每个试验都有一个二元结果(1或0) 每个受试者的表现数据将是一个由1和0组成的字符串,我想根据观察到的数据估计每个人的1的潜在比率 因为对于一些受试者,我很少进行试验,所以我决定使用分层贝叶斯模型(参见)
- 有两种实验条件(难以想象地称为A和B)和两组在其中一种条件下测试的个体(A组和B组)
- 每个人都做他们喜欢的试验,所以不是所有人都有相同的试验次数
- 每个试验都有一个二元结果(1或0)李>
import numpy as np
import pymc3 as pm
import theano.tensor as tt
import matplotlib.pyplot as plt
def run():
# Define data
datasets_names = ['A', 'B']
number_of_individuals =[22, 17] # per experimental condition
# Number of trials and number of successes (1) of each individual
n_trials_A = [21, 15, 6, 5, 10, 6, 4, 6, 5, 7, 14, 12, 15, 4, 4, 6, 6, 9, 7, 6, 11, 10]
hits_A = [21, 14, 6, 0, 6, 6, 3, 6, 5, 6, 14, 9, 15, 4, 4, 5, 6, 8, 7, 4, 8, 10]
n_trials_B = [5, 5, 33, 4, 13, 18, 24, 8, 8, 9, 9, 7, 14, 8, 15, 9, 11]
hits_B = [2, 5, 26, 3, 7, 7, 13, 6, 1, 5, 4, 2, 7, 5, 9, 4, 1]
datasets = [(number_of_individuals[0], n_trials_A, hits_A), (number_of_individuals[1], n_trials_B, hits_B)]
# Model each dataset separately
for i, (m, n, h) in enumerate(datasets):
print('Modelling dataset: ', datasets_names[i])
# pyMC3 model
with pm.Model() as model:
# The model is from: https://docs.pymc.io/notebooks/hierarchical_partial_pooling.html
# Define hyperpriors
phi = pm.Uniform('phi', lower=0.0, upper=1.0)
kappa_log = pm.Exponential('kappa_log', lam=1.5)
kappa = pm.Deterministic('kappa', tt.exp(kappa_log))
# define second level of hierarchical model
thetas = pm.Beta('thetas', alpha=phi*kappa, beta=(1.0-phi)*kappa, shape=m)
# Likelihood
y = pm.Binomial('y', n=n, p=thetas, observed=h)
# Fit
trace = pm.sample(6000, tune=2000, nuts_kwargs={'target_accept': 0.95})
# Show traceplot
pm.traceplot(trace)
plt.show()
if __name__ == "__main__":
run()
这是在代码运行时打印到控制台的内容:
Modeeling dataset: A
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Multiprocess sampling (4 chains in 4 jobs)
NUTS: [thetas, kappa_log, phi]
Sampling 4 chains: 100%|█████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 32000/32000 [00:52<00:00, 610.30draws/s]
There were 928 divergences after tuning. Increase `target_accept` or reparameterize.
There were 818 divergences after tuning. Increase `target_accept` or reparameterize.
There were 885 divergences after tuning. Increase `target_accept` or reparameterize.
There were 842 divergences after tuning. Increase `target_accept` or reparameterize.
The number of effective samples is smaller than 25% for some parameters.
Modeeling dataset: B
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Multiprocess sampling (4 chains in 4 jobs)
NUTS: [thetas, kappa_log, phi]
Sampling 4 chains: 100%|█████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 32000/32000 [00:35<00:00, 899.07draws/s]
Modeeling数据集:一个
自动分配螺母采样器。。。
使用抖动+自适应诊断初始化螺母。。。
多进程采样(4个作业中的4个链)
螺母:[θ,kappa_log,φ]
取样4链:100%|█████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 32000/32000 [00:52