pymc3

Question

我目前使用参数列表和theano开关功能尝试了多个开关点。如果没有这些丑陋的清单，我怎么能以更好的方式做到这一点。

with model:
            switchpoints = []
            mus = []
            sds = []

            for point in range(num_switch):
                if point == 0:
                    switchpoints.append(pm.DiscreteUniform("switchpoint{0}".format(point),
                                        lower=indices[0], upper=indices[-1]))
                else:
                    switchpoints.append(pm.DiscreteUniform("switchpoint{0}".format(point),
                                        lower=switchpoints[point - 1], upper=indices[-1]))
            for point in range(num_switch + 1):
                mus.append(pm.Exponential("mu_{0}".format(point), alpha))
                sds.append(pm.Exponential("sd_{0}".format(point), beta))

            tau_mus = []
            tau_sds = []
            for point in range(num_switch):
                if point == 0:
                    tau_mus.append(pm.math.switch(switchpoints[point] >= indices, mus[0], mus[1]))
                    tau_sds.append(pm.math.switch(switchpoints[point] >= indices, sds[0], sds[1]))
                else:
                    tau_mus.append(pm.math.switch(switchpoints[point] >= indices, tau_mus[point - 1], mus[point]))
                    tau_sds.append(pm.math.switch(switchpoints[point] >= indices, tau_sds[point - 1], sds[point]))

            likelihood = pm.Normal('likelihood', mu=tau_mus[-1], sd=tau_sds[-1], observed=self.data)
            step1 = pm.Metropolis()
            trace = pm.sample(self.number_samples, step=step1)