Python pymc3.floatX函数代码示例

def test_vae():
    minibatch_size = 10
    data = pm.floatX(np.random.rand(100))
    x_mini = pm.Minibatch(data, minibatch_size)
    x_inp = tt.vector()
    x_inp.tag.test_value = data[:minibatch_size]

    ae = theano.shared(pm.floatX([.1, .1]))
    be = theano.shared(pm.floatX(1.))

    ad = theano.shared(pm.floatX(1.))
    bd = theano.shared(pm.floatX(1.))

    enc = x_inp.dimshuffle(0, 'x') * ae.dimshuffle('x', 0) + be
    mu,  rho = enc[:, 0], enc[:, 1]

    with pm.Model():
        # Hidden variables
        zs = pm.Normal('zs', mu=0, sd=1, shape=minibatch_size)
        dec = zs * ad + bd
        # Observation model
        pm.Normal('xs_', mu=dec, sd=0.1, observed=x_inp)

        pm.fit(1, local_rv={zs: dict(mu=mu, rho=rho)},
               more_replacements={x_inp: x_mini}, more_obj_params=[ae, be, ad, bd])

    def __call__(self, x):
        neg_value = np.float64(self.logp_func(pm.floatX(x)))
        value = -1.0 * nan_to_high(neg_value)
        if self.use_gradient:
            neg_grad = self.dlogp_func(pm.floatX(x))
            if np.all(np.isfinite(neg_grad)):
                self.previous_x = x
            grad = nan_to_num(-1.0*neg_grad)
            grad = grad.astype(np.float64)
        else:
            self.previous_x = x
            grad = None

        if self.n_eval % 10 == 0:
            self.update_progress_desc(neg_value, grad)

        if self.n_eval > self.maxeval:
            self.update_progress_desc(neg_value, grad)
            self.progress.close()
            raise StopIteration

        self.n_eval += 1
        self.progress.update(1)

        if self.use_gradient:
            return value, grad
        else:
            return value

def test_hh_flow():
    cov = pm.floatX([[2, -1], [-1, 3]])
    with pm.Model():
        pm.MvNormal('mvN', mu=pm.floatX([0, 1]), cov=cov, shape=2)
        nf = NFVI('scale-hh*2-loc')
        nf.fit(25000, obj_optimizer=pm.adam(learning_rate=0.001))
        trace = nf.approx.sample(10000)
        cov2 = pm.trace_cov(trace)
    np.testing.assert_allclose(cov, cov2, rtol=0.07)

def test_var_replacement():
    X_mean = pm.floatX(np.linspace(0, 10, 10))
    y = pm.floatX(np.random.normal(X_mean*4, .05))
    with pm.Model():
        inp = pm.Normal('X', X_mean, shape=X_mean.shape)
        coef = pm.Normal('b', 4.)
        mean = inp * coef
        pm.Normal('y', mean, .1, observed=y)
        advi = pm.fit(100)
        assert advi.sample_node(mean).eval().shape == (10, )
        x_new = pm.floatX(np.linspace(0, 10, 11))
        assert advi.sample_node(mean, more_replacements={inp: x_new}).eval().shape == (11, )

    def test_free_rv(self):
        with pm.Model() as model4:
            Normal('n', observed=[[1, 1],
                                  [1, 1]], total_size=[2, 2])
            p4 = theano.function([], model4.logpt)

        with pm.Model() as model5:
            Normal('n', total_size=[2, Ellipsis, 2], shape=(1, 1), broadcastable=(False, False))
            p5 = theano.function([model5.n], model5.logpt)
        assert p4() == p5(pm.floatX([[1]]))
        assert p4() == p5(pm.floatX([[1, 1],
                                     [1, 1]]))

 def create_shared_params(self, start=None):
     if start is None:
         start = self.model.test_point
     else:
         start_ = self.model.test_point.copy()
         update_start_vals(start_, start, self.model)
         start = start_
     start = self.gbij.map(start)
     return {'mu': theano.shared(
                 pm.floatX(start), 'mu'),
             'rho': theano.shared(
                 pm.floatX(np.zeros((self.global_size,))), 'rho')}

 def test_cloning_available(self):
     gop = generator(integers())
     res = gop ** 2
     shared = theano.shared(floatX(10))
     res1 = theano.clone(res, {gop: shared})
     f = theano.function([], res1)
     assert f() == np.float32(100)

 def apply(self, f):
     # f: kernel function for KSD f(histogram) -> (k(x,.), \nabla_x k(x,.))
     stein = Stein(
         approx=self.approx,
         kernel=f,
         use_histogram=self.approx.all_histograms,
         temperature=self.temperature)
     return pm.floatX(-1) * stein.grad

 def __local_mu_rho(self):
     if not self.local_vars:
         mu, rho = (
             tt.constant(pm.floatX(np.asarray([]))),
             tt.constant(pm.floatX(np.asarray([])))
         )
     else:
         mu = []
         rho = []
         for var in self.local_vars:
             mu.append(self.known[var][0].ravel())
             rho.append(self.known[var][1].ravel())
         mu = tt.concatenate(mu)
         rho = tt.concatenate(rho)
     mu.name = self.__class__.__name__ + '_local_mu'
     rho.name = self.__class__.__name__ + '_local_rho'
     return mu, rho

 def randidx(self, size=None):
     if size is None:
         size = (1,)
     elif isinstance(size, tt.TensorVariable):
         if size.ndim < 1:
             size = size[None]
         elif size.ndim > 1:
             raise ValueError('size ndim should be no more than 1d')
         else:
             pass
     else:
         size = tuple(np.atleast_1d(size))
     return (self._rng
             .uniform(size=size,
                      low=pm.floatX(0),
                      high=pm.floatX(self.histogram.shape[0]) - pm.floatX(1e-16))
             .astype('int32'))

    def from_noise(cls, size, jitter=.01, local_rv=None,
                   start=None, model=None, random_seed=None, **kwargs):
        """Initialize Histogram with random noise

        Parameters
        ----------
        size : `int`
            number of initial particles
        jitter : `float`
            initial sd
        local_rv : `dict`
            mapping {model_variable -> local_variable}
            Local Vars are used for Autoencoding Variational Bayes
            See (AEVB; Kingma and Welling, 2014) for details
        start : `Point`
            initial point
        model : :class:`pymc3.Model`
            PyMC3 model for inference
        random_seed : None or `int`
            leave None to use package global RandomStream or other
            valid value to create instance specific one
        kwargs : other kwargs passed to init

        Returns
        -------
        :class:`Empirical`
        """
        hist = cls(
            None,
            local_rv=local_rv,
            model=model,
            random_seed=random_seed,
            **kwargs)
        if start is None:
            start = hist.model.test_point
        else:
            start_ = hist.model.test_point.copy()
            update_start_vals(start_, start, hist.model)
            start = start_
        start = pm.floatX(hist.gbij.map(start))
        # Initialize particles
        x0 = np.tile(start, (size, 1))
        x0 += pm.floatX(np.random.normal(0, jitter, x0.shape))
        hist.histogram.set_value(x0)
        return hist

    def test_observed_type(self):
        X_ = np.random.randn(100, 5)
        X = pm.floatX(theano.shared(X_))
        with pm.Model():
            x1 = pm.Normal('x1', observed=X_)
            x2 = pm.Normal('x2', observed=X)

        assert x1.type == X.type
        assert x2.type == X.type

def build_model():
    data = np.loadtxt(pm.get_data('efron-morris-75-data.tsv'), delimiter="\t", 
                      skiprows=1, usecols=(2,3))
    
    atbats = pm.floatX(data[:,0])
    hits = pm.floatX(data[:,1])
    
    N = len(hits)
    
    # we want to bound the kappa below
    BoundedKappa = pm.Bound(pm.Pareto, lower=1.0)
    
    with pm.Model() as model:
        phi = pm.Uniform('phi', lower=0.0, upper=1.0)
        kappa = BoundedKappa('kappa', alpha=1.0001, m=1.5)
        thetas = pm.Beta('thetas', alpha=phi*kappa, beta=(1.0-phi)*kappa, shape=N)
        ys = pm.Binomial('ys', n=atbats, p=thetas, observed=hits)
    return model

 def apply(self, f):
     # f: kernel function for KSD f(histogram) -> (k(x,.), \nabla_x k(x,.))
     input_matrix = self.get_input()
     stein = Stein(
         approx=self.approx,
         kernel=f,
         input_matrix=input_matrix,
         temperature=self.temperature)
     return pm.floatX(-1) * stein.grad

    def __init__(self, local_rv=None, model=None,
                 cost_part_grad_scale=1,
                 scale_cost_to_minibatch=False,
                 random_seed=None, **kwargs):
        model = modelcontext(model)
        self._scale_cost_to_minibatch = theano.shared(np.int8(0))
        self.scale_cost_to_minibatch = scale_cost_to_minibatch
        if not isinstance(cost_part_grad_scale, theano.Variable):
            self.cost_part_grad_scale = theano.shared(pm.floatX(cost_part_grad_scale))
        else:
            self.cost_part_grad_scale = pm.floatX(cost_part_grad_scale)
        self._seed = random_seed
        self._rng = tt_rng(random_seed)
        self.model = model
        self.check_model(model, **kwargs)
        if local_rv is None:
            local_rv = {}

        def get_transformed(v):
            if hasattr(v, 'transformed'):
                return v.transformed
            return v

        known = {get_transformed(k): v for k, v in local_rv.items()}
        self.known = known
        self.local_vars = self.get_local_vars(**kwargs)
        self.global_vars = self.get_global_vars(**kwargs)
        self._g_order = ArrayOrdering(self.global_vars)
        self._l_order = ArrayOrdering(self.local_vars)
        self.gbij = DictToArrayBijection(self._g_order, {})
        self.lbij = DictToArrayBijection(self._l_order, {})
        self.symbolic_initial_local_matrix = tt.matrix(self.__class__.__name__ + '_symbolic_initial_local_matrix')
        self.symbolic_initial_global_matrix = tt.matrix(self.__class__.__name__ + '_symbolic_initial_global_matrix')

        self.global_flat_view = model.flatten(
            vars=self.global_vars,
            order=self._g_order,
        )
        self.local_flat_view = model.flatten(
            vars=self.local_vars,
            order=self._l_order,
        )
        self.symbolic_n_samples = self.symbolic_initial_global_matrix.shape[0]