在尝试通过pymc中的贝叶斯黑客方法时,我遇到了以下代码:
first_coin_flips = pm.Bernoulli("first_flips", 0.5, size=N)
我尝试使用以下方法将其转换为pymc3,但它仅返回一个numpy数组,而不是张量(?):
first_coin_flips = pm.Bernoulli("first_flips", 0.5).random(size=50)
大小很重要的原因是稍后在确定性变量中使用它。这是我到目前为止的全部代码:
import pymc3 as pm
import matplotlib.pyplot as plt
import numpy as np
import mpld3
import theano.tensor as tt
model = pm.Model()
with model:
N = 100
p = pm.Uniform("cheating_freq", 0, 1)
true_answers = pm.Bernoulli("truths", p)
print(true_answers)
first_coin_flips = pm.Bernoulli("first_flips", 0.5)
second_coin_flips = pm.Bernoulli("second_flips", 0.5)
# print(first_coin_flips.value)
# Create model variables
def calc_p(true_answers, first_coin_flips, second_coin_flips):
observed = first_coin_flips * true_answers + (1-first_coin_flips) * second_coin_flips
# NOTE: Where I think the size param matters, since we're dividing by it
return observed.sum() / float(N)
calced_p = pm.Deterministic("observed", calc_p(true_answers, first_coin_flips, second_coin_flips))
step = pm.Metropolis(model.free_RVs)
trace = pm.sample(1000, tune=500, step=step)
pm.traceplot(trace)
html = mpld3.fig_to_html(plt.gcf())
with open("output.html", 'w') as f:
f.write(html)
f.close()
输出:
掷硬币和统一的cheating_freq
输出看起来是正确的,但是observed
在我看来并不像什么,我认为这是因为我没有翻译size
参数正确。
答案 0 :(得分:1)
用于指定伯努利分布大小的pymc3方法是使用shape
参数,例如:
first_coin_flips = pm.Bernoulli("first_flips", 0.5, shape=N)