在贝叶斯方法黑客的this notebook中,他们从python函数中创建了一个确定性变量:
# from code line 9 in the notebook
@pm.deterministic
def lambda_(tau=tau, lambda_1=lambda_1, lambda_2=lambda_2):
out = np.zeros(n_count_data)
out[:tau] = lambda_1 # lambda before tau is lambda1
out[tau:] = lambda_2 # lambda after (and including) tau is lambda2
return out
我试图几乎完全重新创建这个实验,但显然@pm.deterministic
不是pymc3中的东西。知道如何在pymc3中做到这一点吗?
答案 0 :(得分:3)
此模型在" Probabilistic Programming and Bayesian Methods for Hackers"的PyMC3端口中翻译。如
with pm.Model() as model:
alpha = 1.0/count_data.mean() # Recall count_data is the
# variable that holds our txt counts
lambda_1 = pm.Exponential("lambda_1", alpha)
lambda_2 = pm.Exponential("lambda_2", alpha)
tau = pm.DiscreteUniform("tau", lower=0, upper=n_count_data - 1)
# These two lines do what the deterministic function did above
idx = np.arange(n_count_data) # Index
lambda_ = pm.math.switch(tau > idx, lambda_1, lambda_2)
observation = pm.Poisson("obs", lambda_, observed=count_data)
trace = pm.sample()
请注意,我们只是使用pm.math.switch
(使用theano.tensor.switch
的别名)来计算lambda_
。还有pm.Deterministic
,但这里不需要它。