我已经建立了一个贝叶斯网络,每个节点有3个状态,如下所示,并且可以从中读取特定状态的logp(如代码中所示)。
接下来我想从中提取样品。在下面的代码中,采样运行,但我没有看到输出中三个状态的分布;相反,我看到一个均值和方差,好像它们是连续的节点。我如何得到这三个州的后验?
将numpy导入为np 将pymc3导入为mc 导入pylab,数学
model = mc.Model() 与模特:
rain = mc.Categorical('rain', p = np.array([0.5, 0. ,0.5]))
sprinkler = mc.Categorical('sprinkler', p=np.array([0.33,0.33,0.34]))
CPT = mc.math.constant(np.array([ [ [.1,.2,.7], [.2,.2,.6], [.3,.3,.4] ],\
[ [.8,.1,.1], [.3,.4,.3], [.1,.1,.8] ],\
[ [.6,.2,.2], [.4,.4,.2], [.2,.2,.6] ] ]))
p_wetgrass = CPT[rain, sprinkler]
wetgrass = mc.Categorical('wetgrass', p_wetgrass)
#brute force search (not working)
for val_rain in range(0,3):
for val_sprinkler in range(0,3):
for val_wetgrass in range(0,3):
lik = model.logp(rain=val_rain, sprinkler=val_sprinkler, wetgrass=val_wetgrass )
print([val_rain, val_sprinkler, val_wetgrass, lik])
#sampling (runs but don't understand output)
if 1:
niter = 10000 # 10000
tune = 5000 # 5000
print("SAMPLING:")
#trace = mc.sample(20000, step=[mc.BinaryGibbsMetropolis([rain, sprinkler])], tune=tune, random_seed=124)
trace = mc.sample(20000, tune=tune, random_seed=124)
print("trace summary")
mc.summary(trace)
答案 0 :(得分:1)
回答自己的问题:跟踪确实包含离散值,但mc.summary(trace)函数设置为计算连续均值和方差统计量。要制作离散状态的直方图,请使用h = hist(trace.get_values(sprinkler)):-)