m0_56259459 2022-03-11 17:06 采纳率: 100%
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如何使用pymc3时,pm.traceplot(trace)出现问题?(语言-python)

问题遇到的现象和发生背景
问题相关代码,请勿粘贴截图

import numpy as np
import pymc3 as pm
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
from scipy import optimize
import sys

def main_1():
# 设置随机数种子
np.random.seed(123)

alpha = 1
sigma = 1
beta = [1, 2.5]

N = 100

X1 = np.random.randn(N)
X2 = np.random.randn(N)

Y = alpha + beta[0] * X1 + beta[1] * X2 + np.random.randn(N) * sigma



basic_model = pm.Model()
with basic_model:
    alpha = pm.Normal('alpha', mu=0, sd=10)
    beta = pm.Normal('beta', mu=0, sd=10, shape=2)
    sigma = pm.HalfNormal('sigma', sd=1)

    mu = alpha + beta[0] * X1 + beta[1] * X2

    Y_obs = pm.Normal('Y_obs', mu=mu, sd=sigma, observed=Y)

with basic_model:
    # 用MAP获得初始点
    start = pm.find_MAP(method='BFGS')

    # 实例化采样器
    step = pm.Slice(vars=[sigma])

    # 对后验分布进行5000次采样
    trace = pm.sample(5000, step=step, start=start)

pm.traceplot(trace)

if name == 'main':
sys.exit(main_1())

运行结果及报错内容

img

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2条回答 默认 最新

  • CSDN专家-HGJ 2022-03-11 23:50
    关注

    使用az的plot_trace方法:
    import arviz as az
    ...
    with basic_model:
    az.plot_trace(trace)
    display(az.summary(trace, round_to=2))
    参考文档
    https://docs.pymc.io/en/v3/pymc-examples/examples/getting_started.html
    参考如下可完整运行代码:

    import arviz as az
    import matplotlib.pyplot as plt
    import numpy as np
    import pymc3 as pm
    from IPython.display import display
    print(f"Running on PyMC3 v{pm.__version__}")
    RANDOM_SEED = 8927
    rng = np.random.default_rng(RANDOM_SEED)
    az.style.use("arviz-darkgrid")
    # True parameter values
    alpha, sigma = 1, 1
    beta = [1, 2.5]
    
    # Size of dataset
    size = 100
    
    # Predictor variable
    X1 = np.random.randn(size)
    X2 = np.random.randn(size) * 0.2
    
    # Simulate outcome variable
    Y = alpha + beta[0] * X1 + beta[1] * X2 + rng.normal(size=size) * sigma
    basic_model = pm.Model()
    
    with basic_model:
    
        # Priors for unknown model parameters
        alpha = pm.Normal("alpha", mu=0, sigma=10)
        beta = pm.Normal("beta", mu=0, sigma=10, shape=2)
        sigma = pm.HalfNormal("sigma", sigma=1)
    
        # Expected value of outcome
        mu = alpha + beta[0] * X1 + beta[1] * X2
    
        # Likelihood (sampling distribution) of observations
        Y_obs = pm.Normal("Y_obs", mu=mu, sigma=sigma, observed=Y)
    # By default,BFGS,method="powell"
    map_estimate = pm.find_MAP(model=basic_model, method="powell")
    print(map_estimate)
    with basic_model:
        # draw 500 posterior samples
        trace = pm.sample(500, return_inferencedata=False)
    with basic_model:
        # instantiate sampler
        step = pm.Slice()
        trace = pm.sample(5000, step=step, return_inferencedata=False)
    with basic_model:
        az.plot_trace(trace)
        display(az.summary(trace, round_to=2))
    plt.show()
    
    
    本回答被题主选为最佳回答 , 对您是否有帮助呢?
    评论
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问题事件

  • 系统已结题 3月22日
  • 已采纳回答 3月14日
  • 创建了问题 3月11日

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