如何使用pymc3指定bernoulli分发的大小?

时间:2018-11-07 17:00:23

标签: python statistics pymc3

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:

Output

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。

1 个答案:

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)