def plot_hdi_groups(model_name, param_key, hc_dict, pt_dict, sort, credible_interval=0.94, point_estimate='mean', bins='auto', round_to=2):
"""plotting param posterior in groups"""
# kwargs.setdefault('color', 'black')
# x = [hc_dict[param_key], pt_dict[param_key]]
x = [hc_dict, pt_dict]
leg = [['Control'], ['Patient']]
colors = ['blue','green']
fig, axes = plt.subplots(2,1, sharex=True)
for i in range(2):
ax = axes[i]
az.plot_posterior(x[i],
ax=ax,
kind='hist',
credible_interval=credible_interval,
point_estimate=point_estimate,
bins=bins,
round_to=round_to,
color=colors[i])
if i ==0:
title = param_key
else:
title = ''
ax.set_title(title)
ax.legend(leg[i])
# save fig
save_dir = './figs/'+model_name+'/'
if not os.path.isdir(save_dir):
os.mkdir(save_dir)
if sort:
save_name = param_key+'_hdi_sorted.png'
else:
save_name = param_key+'_hdi.png'
fig = ax.get_figure()
fig.savefig(save_dir+save_name)
def plot_hdi_diff(model_name, param_key, diff_dict, sort, credible_interval=0.94, point_estimate='mean', bins='auto', round_to=2):
"""plotting param posterior in diff"""
# kwargs.setdefault('color', 'black')
# x = [hc_dict[param_key], pt_dict[param_key]]
x = diff_dict
fig, ax = plt.subplots(1,1, sharex=True)
az.plot_posterior(x,
ax=ax,
kind='hist',
credible_interval=credible_interval,
point_estimate=point_estimate,
bins=bins,
round_to=round_to,
color='black')
title = param_key
ax.set_title(title)
ax.legend(['Control-Patient'])
# save fig
save_dir = './figs/'+model_name+'/'
if not os.path.isdir(save_dir):
os.mkdir(save_dir)
if sort:
save_name = param_key+'_hdi_diff_sorted.png'
else:
save_name = param_key+'_hdi_diff.png'
fig = ax.get_figure()
fig.savefig(save_dir+save_name)
def param_posterior_arviz_plots(inferred, variables):
az.plot_posterior(inferred, var_names=variables, kind='hist')
az.plot_pair(inferred,
var_names=variables,
kind='hexbin',
colorbar=True,
divergences=True)
def EPC_compare_fitter_to_bayes(RB_model, azs, trace, m_name, rbfit):
EPC_Bayes, EPC_Bayes_err, Bayes_legend, Fitter_legend, pred_epc_legend = get_EPC_and_legends(
rbfit, azs)
with RB_model:
az.plot_posterior(trace,
var_names=['alpha'],
round_to=4,
transform=alpha_to_EPC,
point_estimate=None)
plt.title("Error per Clifford " + RB_process + " device: " +
hardware + ' backend: ' + backend.name() + ' model:' +
m_name,
fontsize=12)
plt.axvline(x=alpha_to_EPC(alpha_ref), color='red')
if pred_epc > 0.0:
plt.axvline(x=pred_epc, color='green')
plt.legend((Bayes_legend, "Higher density interval", Fitter_legend,
pred_epc_legend),
fontsize=10)
else:
plt.legend(
(Bayes_legend, "Higher density interval", Fitter_legend),
fontsize=10)
plt.show()
def exercise4():
with pm.Model() as basic_model:
probabilities = [0.3, 0.7, 0.95]
likelihood_params = np.array(
[np.divide(1, 3) * (1 + 2 * prob) for prob in probabilities])
group = pm.Categorical('group', p=np.array([1, 1, 1]))
p = pm.Deterministic('p', theano.shared(likelihood_params)[group])
positive_answers = pm.Binomial('positive_answers',
n=num_questions,
p=p,
observed=[7])
trace = pm.sample(4000, progressbar=True)
az.plot_trace(trace)
plt.show()
az.plot_posterior(trace)
plt.show()
az.summary(trace)
return trace
def plot_post(data, var_names, lims):
n = len(var_names)
fig, axes = plt.subplots(nrows=n, ncols=1, constrained_layout=True)
for i in range(n):
if n > 1:
ax = axes[i]
else:
ax = axes
ax.set_xlim(lims[i])
arviz.plot_posterior(data,
var_names=var_names[i],
ax=ax,
bins=100,
kind='hist',
credible_interval=0.95)
plt.show()
def plot_posteriors(self, parameter=None):
if not (self.mcmc_ and self.data_):
raise AttributeError('Object needs to be fit first.')
if parameter:
plot_posteriors(self.mcmc_, parameter)
else:
sample_dict = self.mcmc_.extract()
_, ax = plt.subplots(3, 3, figsize=(21, 15))
for i, param in enumerate(['mu', 'sigma']):
self._add_posterior_plot(sample_dict, 'mu', ax[0, i], idx=i)
ax[0, i].set_title('$\mu_{}$'.format(i + 1))
self._add_posterior_plot(sample_dict, 'sigma', ax[1, i], idx=i)
ax[1, i].set_title('$\sigma_{}$'.format(i + 1))
_ = az.plot_posterior( # NOQA
sample_dict[param][:, 0] - sample_dict[param][:, 1],
credible_interval=0.95,
ax=ax[i, 2],
ref_val=self.ref_val.get(param),
rope=self.rope.get(param))
_ = ax[0, 2].set_title('$\mu_1 - \mu_2$')
_ = ax[1, 2].set_title('$\sigma_1 - \sigma_2$')
self._add_posterior_plot(sample_dict, 'nu', ax[2, 0])
_ = ax[2, 0].set_title("$\\nu$")
self._add_posterior_plot(sample_dict, 'log_nu', ax[2, 1])
_ = ax[2, 1].set_title("$\log(\\nu)$")
effect_size = (sample_dict['mu'][:, 0] -
sample_dict['mu'][:, 1]) / np.linalg.norm(
sample_dict['sigma'], axis=1) * np.sqrt(2)
_ = az.plot_posterior( # NOQA
effect_size, credible_interval=0.95, ax=ax[2, 2])
_ = ax[2,
2].set_title("$(\mu_1-\mu_2)/\sqrt{(\sigma_1+\sigma_2)/2}$")
plt.tight_layout(pad=4)
plt.show()
def plot(self,
type: str = 'dist',
credible_interval: float = 0.94,
point_estimate: str = 'mean',
bins: Union[int, Sequence, str] = 'auto',
round_to: int = 2,
**kwargs):
"""General purpose plotting for hbayesdm-py.
This function plots hyper-parameters.
Parameters
----------
type
Current options are: 'dist', 'trace'. Defaults to 'dist'.
credible_interval
Credible interval to plot. Defaults to 0.94.
point_estimate
Show point estimate on plot.
Options are: 'mean', 'median' or 'mode'. Defaults to 'mean'.
bins
Controls the number of bins. Defaults to 'auto'.
Accepts the same values (or keywords) as plt.hist() does.
round_to
Controls formatting for floating point numbers. Defaults to 2.
**kwargs
Passed as-is to plt.hist().
"""
type_options = ('dist', 'trace')
if type not in type_options:
raise RuntimeError('Plot type must be one of ' +
repr(type_options))
if self.model_type == 'single':
var_names = list(self.parameters_desc)
else:
var_names = ['mu_' + p for p in self.parameters_desc]
if type == 'dist':
kwargs.setdefault('color', 'black')
axes = az.plot_posterior(self.fit,
kind='hist',
var_names=var_names,
credible_interval=credible_interval,
point_estimate=point_estimate,
bins=bins,
round_to=round_to,
**kwargs)
for ax, (p, desc) in zip(axes, self.parameters_desc.items()):
ax.set_title('{} ({})'.format(p, desc))
elif type == 'trace':
az.plot_trace(self.fit, var_names=var_names)
plt.show()
def facetplot_azid_dist(azid, rvs, rvs_hack_extra=0, group='posterior', **kwargs):
"""Control facet positioning of Arviz Krushke style plots, data in azid
Pass-through kwargs to az.plot_posterior, e.g. ref_val
"""
# TODO unpack the compressed rvs from the azid
j = 3
m, n = j, ((len(rvs)+rvs_hack_extra-j) // j) + ((len(rvs)+rvs_hack_extra-j) % j)
f, axs = plt.subplots(n, m, figsize=(4+m*3, 2.2*n))
_ = az.plot_posterior(azid, group=group, ax=axs, var_names=rvs, **kwargs)
f.suptitle(f'{group} {rvs}', y=0.96 + n*0.005)
f.tight_layout()
def plot_BEST(self, query=None, rope=(-1, 1), **kwargs):
"""
eg query = 'opsin=="chr2" & delay_length==60'
"""
trace_post_query = utils.query_posterior(
query, self.trace.posterior) if query else self.trace.posterior
# TODO querying trace.posterior will have to wait for replacing actual values of index with originals
# trace_post_query = trace.query()
az.plot_posterior((trace_post_query.sel({
self.window.treatment:
self.trace.posterior['mu_per_condition'][
self.window.treatment].max()
}) - trace_post_query.sel({
self.window.treatment:
self.trace.posterior['mu_per_condition'][
self.window.treatment].min()
})),
'mu_per_condition',
rope=rope,
ref_val=0,
**kwargs)
def _plot_posterior(self,
data,
out_file,
title_str,
var_names=None,
out_file1=None):
"""Plot posterior using `arviz.plot_posterior`."""
_ = az.plot_posterior(data, var_names=var_names)
fig = plt.gcf()
fig.suptitle(title_str, fontsize=14, y=1.05)
self._savefig(fig, out_file)
if out_file1 is not None:
self._savefig(fig, out_file1)
def bayesEstimation(_smoothingWindow, _raw):
#_raw = _raw[:500]#Calls the processing function#FOR DEBUG, SINGAL WHEN, THESE IS DATA FROM WHEN THE MACHINE IS NOT RUNNNING
X = sglProcessing(_raw, _smoothingWindow) #Calls the processing function
print(np.mean(X))
n_samples = 1000
with pm.Model() as model:
mu = pm.Normal('mu', mu=50, sd=1)
mu = 50
sigma = pm.HalfNormal("sigma", sd=30)
estimation = pm.Normal("estimation", mu=mu, sd=sigma, observed=X)
trace = pm.sample(n_samples)
print("Showing the plots")
az.plot_kde(X, rug=True)
plt.yticks([0], alpha=0)
plt.show()
pm.traceplot(trace, legend=True)
print(az.summary(trace))
print(
"----------------------------------------------------------------------"
)
plt.show()
az.plot_posterior(trace)
plt.title("posterior")
plt.show()
ppc = pm.sample_posterior_predictive(trace, samples=10, model=model)
print("AAAAAAAAAAAAAAAAAAAAAAAAAAAAAA")
plt.plot(ppc['estimation'].T)
plt.show()
az.plot_kde(ppc['estimation'].T)
az.plot_kde(X, rug=True)
plt.title("simulated data dist")
plt.show()
def exercise3():
with pm.Model() as basic_model:
# Priors
theta_1 = pm.Interpolated('theta_1',
x_points=np.array(
[0, np.divide(1, np.sqrt(5))]),
pdf_points=np.array([0, 10 * np.sqrt(5)]))
# define likelihood
times = pm.Exponential('times',
lam=theta_1,
observed=[30, 25, 15, 40, 20])
map_estimator = pm.find_MAP(vars=[theta_1])['theta_1']
print("The MAP estimator for the model is {0}".format(map_estimator))
trace = pm.sample(10000, progressbar=True)
az.plot_posterior(trace)
plt.show()
az.summary(trace)
def facetplot_df_dist(df, rvs, rvs_hack_extra=0, **kwargs):
"""Control facet positioning of Arviz Krushke style plots, data in df
Pass-through kwargs to az.plot_posterior, e.g. ref_val
"""
m, n = 2, ((len(rvs)+rvs_hack_extra) // 2) + ((len(rvs)+rvs_hack_extra) % 2)
sharex = kwargs.get('sharex', False)
f, axs = plt.subplots(n, m, figsize=(m*6, 2.2*n), sharex=sharex)
ref_val = kwargs.get('ref_val', [None for i in range(len(df))])
for i, ft in enumerate(df.columns):
axarr = az.plot_posterior(df[ft].values, ax=axs.flatten()[i],
ref_val=ref_val[i])
axarr.set_title(ft)
title = kwargs.get('title', '')
f.suptitle(f'{title} {rvs}', y=0.93 + n*0.005)
f.tight_layout()
def plot_param_diagnostics(mod,
incl_noise_params=False,
incl_trend_params=False,
incl_smooth_params=False,
which='trace',
**kwargs):
"""
Parameters
-----------
mod : orbit model object
which : str, {'density', 'trace', 'pair', 'autocorr', 'posterior', 'forest'}
incl_noise_params : bool
if plot noise parameters; default False
incl_trend_params : bool
if plot trend parameters; default False
incl_smooth_params : bool
if plot smoothing parameters; default False
**kwargs :
other parameters passed to arviz functions
Returns
-------
matplotlib axes object
"""
posterior_samples = get_arviz_plot_dict(
mod,
incl_noise_params=incl_noise_params,
incl_trend_params=incl_trend_params,
incl_smooth_params=incl_smooth_params)
if which == "trace":
axes = az.plot_trace(posterior_samples, **kwargs)
elif which == "density":
axes = az.plot_density(posterior_samples, **kwargs)
elif which == "posterior":
axes = az.plot_posterior(posterior_samples, **kwargs)
elif which == "pair":
axes = az.plot_pair(posterior_samples, **kwargs)
elif which == "autocorr":
axes = az.plot_autocorr(posterior_samples, **kwargs)
elif which == "forest":
axes = az.plot_forest(posterior_samples, **kwargs)
else:
raise Exception(
"please use one of 'trace', 'density', 'posterior', 'pair', 'autocorr', 'forest' for kind."
)
return axes
def plot_hdi(x: np.ndarray,
credible_interval: float = 0.94,
title: str = None,
xlabel: str = 'Value',
ylabel: str = 'Density',
point_estimate: str = None,
bins: Union[int, Sequence, str] = 'auto',
round_to: int = 2,
**kwargs):
"""Plot highest density interval (HDI).
This function redirects input to `arviz.plot_posterior` function.
Parameters
----------
x
Array containing MCMC samples.
credible_interval
Credible interval to plot. Defaults to 0.94.
title
String to set as title of plot.
xlabel
String to set as the x-axis label.
ylabel
String to set as the y-axis label.
point_estimate
Defaults to None. Possible options are 'mean', 'median', 'mode'.
bins
Controls the number of bins. Defaults to 'auto'.
Accepts the same values (or keywords) as plt.hist() does.
round_to
Controls formatting for floating point numbers. Defaults to 2.
**kwargs
Passed as-is to plt.hist().
"""
kwargs.setdefault('color', 'black')
ax = az.plot_posterior(x,
kind='hist',
credible_interval=credible_interval,
point_estimate=point_estimate,
bins=bins,
round_to=round_to,
**kwargs).item()
ax.set_title(title)
ax.set_xlabel(xlabel)
ax.set_ylabel(ylabel)
plt.show()
def mcmc_diagnostic_plots(posterior, sample_stats, it):
az_trace = az.from_dict(posterior=posterior, sample_stats=sample_stats)
"""
# 2 parameters or more for these pair plots
if len(az_trace.posterior.data_vars) > 1:
ax = az.plot_pair(az_trace, kind="hexbin", gridsize=30, marginals=True)
fig = ax.ravel()[0].figure
plt.ylim((5000, 30000))
plt.xlim((1e-10, 1e-7))
fig.savefig(f"./results/pair_plot_it{it}.png")
plt.clf()
ax = az.plot_pair(
az_trace,
kind=["scatter", "kde"],
kde_kwargs={"fill_last": False},
point_estimate="mean",
marginals=True,
)
fig = ax.ravel()[0].figure
fig.savefig(f"./results/point_estimate_plot_it{it}.png")
plt.clf()
"""
ax = az.plot_trace(az_trace, divergences=False)
fig = ax.ravel()[0].figure
fig.savefig(f"./results/trace_plot_it{it}.png")
plt.clf()
ax = az.plot_posterior(az_trace)
fig = ax.ravel()[0].figure
fig.savefig(f"./results/posterior_plot_it{it}.png")
plt.clf()
lag = np.minimum(len(list(posterior.values())[0]), 100)
ax = az.plot_autocorr(az_trace, max_lag=lag)
fig = ax.ravel()[0].figure
fig.savefig(f"./results/autocorr_plot_it{it}.png")
plt.clf()
ax = az.plot_ess(az_trace, kind="evolution")
fig = ax.ravel()[0].figure
fig.savefig(f"./results/ess_evolution_plot_it{it}.png")
plt.clf()
plt.close()
def coin_tossing_with_given_prior_and_data(a_prior, b_prior, data):
# This line is just to initialize the model
with pm.Model() as coin_flipping_model:
# The following line defines the prior, theta distributes as Beta(a_prior,b_prior)
theta = pm.Beta('theta', alpha=a_prior, beta=b_prior)
# The following line defines the likelihood Bernoulli with p=theta
y = pm.Bernoulli('y', p=theta, observed=data)
# This line generates 1000 samples of the posterior
trace = pm.sample(1000)
# Plot the traces
az.plot_trace(trace)
plt.show()
# Plot the sampled posterior
pp = az.plot_posterior(trace)
plt.show()
# Print the summary
print(az.summary(trace))
# set a Bernoulli likelihood for the data
y = pm.Bernoulli("obs", p=theta, observed=data)
# inference step
trace = pm.sample(1000, random_seed=123)
# ------------------------- analyze the posterior ----------------------------------------------- #
with bernoulli_model:
log.info("The trace is as follows: %s", trace["theta"])
log.info("the dimensions of the trace is: %s", trace["theta"].shape)
# see the summary of the trace
log.info("The summary of the trace is: %s", az.summary(trace))
# plot a visual representation of the trace
az.plot_trace(trace)
# plot the posterior with the rope
az.plot_posterior(trace, credible_interval=0.9, rope=[0.45, 0.55])
# plot the posterior with a reference value
az.plot_posterior(trace, credible_interval=0.9, ref_val=0.5)
# ------------------------ loss function analysis -------------------------------------------- #
with bernoulli_model:
# define a grid of points over which to evaluate the loss functions
grid = np.linspace(0, 1, 200)
# define loss function a
loss_func_a = [np.mean(abs(i - trace["theta"])) for i in grid]
# define loss function b
loss_func_b = [np.mean((i - trace["theta"])**2) for i in grid]
# define asymmetric loss function, loss function c
loss_func_c = []
for i in grid:
Teff = pymc3.Uniform('Teff', lower=30000.0, upper=90000.0)
logU = pymc3.Uniform('logU', lower=-4, upper=-1.5)
# Interpolation coord
grid_coord = tt.stack([[logU], [Teff], [OH]], axis=-1)
# Loop throught
for i in lineRange:
if idx_analysis_lines[i]:
# Line Flux
lineInt = gridInterp[lineLabels[i]](grid_coord)
# Line Intensity
lineFlux = lineInt - cHbeta * lineFlambdas[i]
# Inference
Y_emision = pymc3.Normal(lineLabels[i], mu=lineInt, sd=inputFluxErr[i], observed=inputFlux[i])
displaySimulationData(model)
trace = pymc3.sample(5000, tune=2000, chains=2, cores=1, model=model)
print(trace)
print(pymc3.summary(trace))
az.plot_trace(trace)
plt.show()
az.plot_posterior(trace)
plt.show()
"""
Posterior Plot
==============
_thumb: .5, .8
"""
import matplotlib.pyplot as plt
import arviz as az
az.style.use("arviz-darkgrid")
data = az.load_arviz_data("centered_eight")
coords = {"school": ["Choate"]}
az.plot_posterior(data, var_names=["mu", "theta"], coords=coords, rope=(-1, 1))
plt.show()
def run(region, folder, load_trace=False, compute_sim=True, plot_posterior_dist = True):
print("started ... " + region)
if not os.path.exists(region):
os.makedirs(region)
# observed data
(t_obs, datetimes, y_obs, n_pop, shutdown_day, u0, _) = data_fetcher.read_region_data(folder, region)
y_obs = y_obs.astype(np.float64)
u0 = u0.astype(np.float64)
# set eqn
eqn = Seir()
eqn.population = n_pop
eqn.tau = shutdown_day
# set ode solver
ti = t_obs[0]
tf = t_obs[-1]
m = 2
n_steps = m*(tf - ti)
rk = RKSolverSeir(ti, tf, n_steps)
rk.rk_type = "explicit_euler"
rk.output_frequency = m
rk.set_output_storing_flag(True)
rk.equation = eqn
du0_dp = np.zeros((eqn.n_components(), eqn.n_parameters()))
rk.set_initial_condition(u0, du0_dp)
rk.set_output_gradient_flag(True)
# sample posterior
with pm.Model() as model:
# set prior distributions
#beta = pm.Lognormal('beta', mu = math.log(0.4/n_pop), sigma = 0.4)
#sigma = pm.Lognormal('sigma', mu = math.log(0.3), sigma = 0.5)
#gamma = pm.Lognormal('gamma', mu = math.log(0.25), sigma = 0.5)
#kappa = pm.Lognormal('kappa', mu = math.log(0.1), sigma = 0.5)
#beta = pm.Normal('beta', mu = 0.4/n_pop, sigma = 0.06/n_pop)
#sigma = pm.Normal('sigma', mu = 0.6, sigma = 0.1)
#gamma = pm.Normal('gamma', mu = 0.3, sigma = 0.07)
#kappa = pm.Normal('kappa', mu = 0.5, sigma = 0.1)
#tint = pm.Lognormal('tint', mu = math.log(30), sigma = 1)
beta = pm.Lognormal('beta', mu = math.log(0.1), sigma = 0.5) #math.log(0.3/n_pop), sigma = 0.5)
sigma = pm.Lognormal('sigma', mu = math.log(0.05), sigma = 0.6)
gamma = pm.Lognormal('gamma', mu = math.log(0.05), sigma = 0.6)
kappa = pm.Lognormal('kappa', mu = math.log(0.2), sigma = 0.3) # math.log(0.001), sigma = 0.8)
tint = pm.Lognormal('tint', mu = math.log(30), sigma = math.log(10))
dispersion = pm.Normal('dispersion', mu = 30., sigma = 10.)
# set cached_sim object
cached_sim = CachedSEIRSimulation(rk)
# set theano model op object
model = ModelOp(cached_sim)
# set likelihood distribution
y_sim = pm.NegativeBinomial('y_sim', mu=model((beta, sigma, gamma, kappa, tint)), alpha=dispersion, observed=y_obs)
if not load_trace:
# sample posterior distribution and save trace
draws = 1000 #1000
tune = 500 #500
trace = pm.sample(draws=draws, tune=tune, cores=4, chains=4, nuts_kwargs=dict(target_accept=0.9), init='advi+adapt_diag') # using NUTS sampling
# save trace
pm.backends.text.dump(region + os.path.sep, trace)
else:
# load trace
trace = pm.backends.text.load(region + os.path.sep)
if plot_posterior_dist:
# plot posterior distributions of all parameters
data = az.from_pymc3(trace=trace)
pm.plots.traceplot(data, legend=True)
plt.savefig(region + os.path.sep + "trace_plot.pdf")
az.plot_posterior(data, hdi_prob = 0.95)
plt.savefig(region + os.path.sep + "post_dist.pdf")
if compute_sim:
#rk.set_output_gradient_flag(False)
n_predictions = 7
rk.final_time = rk.final_time + n_predictions
rk.n_steps = rk.n_steps + m*n_predictions
y_sims = pm.sample_posterior_predictive(trace)['y_sim'][:,0,:]
np.savetxt(region + os.path.sep + "y_sims.csv", y_sims, delimiter = ',')
mean_y = np.mean(y_sims,axis=0)
upper_y = np.percentile(y_sims,q=97.5,axis=0)
lower_y = np.percentile(y_sims,q=2.5,axis=0)
# plots
dates = [dt.datetime.strptime(date, "%Y-%m-%d").date() for date in datetimes]
pred_dates = dates + [dates[-1] + dt.timedelta(days=i) for i in range(1,1 + n_predictions)]
np.savetxt(region + os.path.sep + "y_obs.csv", y_obs, delimiter = ',')
dates_csv = pd.DataFrame(pred_dates).to_csv(region + os.path.sep + 'dates.csv', header=False, index=False)
# linear plot
font_size = 12
fig, ax = plt.subplots(figsize=(10, 10))
ax.plot(dates, y_obs, 'x', color='k', label='reported data')
import matplotlib.dates as mdates
ax.xaxis.set_major_formatter(mdates.DateFormatter('%d %b'))
ax.xaxis.set_major_locator(mdates.DayLocator(bymonthday=(1,15)))
plt.title(region[0].upper() + region[1:].lower() + "'s daily infections", fontsize = font_size)
plt.xlabel('Date', fontsize = font_size)
plt.ylabel('New daily infections', fontsize = font_size)
ax.tick_params(axis='both', which='major', labelsize=10)
# plot propagated uncertainty
plt.plot(pred_dates, mean_y, color='g', lw=2, label='mean')
plt.fill_between(pred_dates, lower_y, upper_y, color='darkseagreen', label='95% credible interval')
plt.legend(loc='upper left')
fig.autofmt_xdate()
plt.savefig(region + os.path.sep + "linear.pdf")
# log plot
plt.yscale('log')
plt.savefig(region + os.path.sep + "log.pdf")
print("finished ... " + region)
plt.plot(xs, stats.norm.pdf(xs, mu, std_q), '--', label='Laplace')
post_exact = stats.beta.pdf(xs, h + 1, t + 1)
plt.plot(xs, post_exact, label='exact')
plt.title('Quadratic approximation')
plt.xlabel('θ', fontsize=14)
plt.yticks([])
plt.legend()
plt.savefig('../figures/bb_laplace.pdf')
# HMC
with pm.Model() as hmc_model:
theta = pm.Beta('theta', 1., 1.)
y = pm.Binomial('y', n=1, p=theta, observed=data) # Bernoulli
trace = pm.sample(1000, random_seed=42)
thetas = trace['theta']
axes = az.plot_posterior(thetas, credible_interval=0.95)
plt.savefig('../figures/bb_hmc.pdf')
az.plot_trace(trace)
plt.savefig('../figures/bb_hmc_trace.pdf', dpi=300)
# ADVI
with pm.Model() as mf_model:
theta = pm.Beta('theta', 1., 1.)
y = pm.Binomial('y', n=1, p=theta, observed=data) # Bernoulli
mean_field = pm.fit(method='advi')
trace_mf = mean_field.sample(1000)
thetas = trace_mf['theta']
axes = az.plot_posterior(thetas, credible_interval=0.95)
plt.savefig('../figures/bb_mf.pdf')
def conduct_bayesian(observations_file_path, mu_init, beta_init):
df = pd.read_csv(observations_file_path)
# Get list of unique damage state values:
ds_list = df['DS Number'].unique()
for ds in range(0, len(ds_list)):
df_sub = df.loc[df['DS Number'] == ds_list[ds]]
xj = np.array(df_sub['demand'])
zj = np.array(df_sub['fail'])
nj = np.array(df_sub['total'])
mu_ds = mu_init[ds]
beta_ds = beta_init[ds]
with pm.Model() as model:
# Set up the prior:
mu = pm.Normal('mu', mu_ds, 2.71)
beta = pm.Normal('beta', beta_ds, 0.03)
# Define fragility function equation:
def normal_cdf(mu, beta, xj):
"""Compute the log of the cumulative density function of the normal."""
return 0.5 * (1 + tt.erf(
(tt.log(xj) - mu) / (beta * tt.sqrt(2))))
# Define likelihood:
# like = pm.Binomial('like', p=p, observed=zj, n=nj)
like = pm.Binomial('like',
p=normal_cdf(mu, beta, xj),
observed=zj,
n=nj)
for RV in model.basic_RVs:
print(RV.name, RV.logp(model.test_point))
# Determine the posterior
trace = pm.sample(2000, cores=1, return_inferencedata=True)
# Posterior predictive check are a great way to validate model:
# Generate data from the model using parameters from draws from the posterior:
ppc = pm.sample_posterior_predictive(
trace, var_names=['mu', 'beta', 'like'])
# Calculate failure probabilities using samples:
im = np.arange(70, 200, 5)
pf_ppc = []
for i in range(0, len(ppc['mu'])):
y = pf(im, ppc['mu'][i], ppc['beta'][i])
pf_ppc.append(y)
# Plot the HPD:
_, ax = plt.subplots()
az.plot_hdi(im,
pf_ppc,
fill_kwargs={
'alpha': 0.2,
'color': 'blue',
'label': 'bounds of prediction: 94% HPD'
})
# Calculate and plot the mean outcome:
pf_mean = pf(im, ppc['mu'].mean(), ppc['beta'].mean())
ax.plot(im,
pf_mean,
label='mean of prediction',
color='r',
linestyle='dashed')
# Plot the mean of the simulation-based fragility:
pf_sim = pf(im, mu_ds, beta_ds)
ax.plot(im, pf_sim, label='simulation-based', color='k')
# Plot the observations:
ax.scatter(xj, zj / nj, color='r', marker='^', label='observations')
ax.legend()
plt.show()
# Looking at the difference between the prior of the parameters and updated distributions:
new_mu_mean, new_mu_std = norm.fit(ppc['mu'])
plt.hist(ppc['mu'], bins=25, density=True, alpha=0.4, color='b')
xmin, xmax = plt.xlim()
x = np.linspace(xmin, xmax, 100)
p_prior = norm.pdf(x, mu_ds, 2.71)
p_new = norm.pdf(x, new_mu_mean, new_mu_std)
plt.plot(x, p_prior, 'k', linewidth=2, label='prior distribution')
plt.plot(x,
p_new,
'r',
linewidth=2,
label='updated distribution',
linestyle='dashed')
# Note az.plot_violin(trace, var_names=['mu']) can be helpful for seeing distribution of parameter values
# Plot the posterior distributions of each RV
fig, ax = plt.subplots()
az.plot_trace(trace, chain_prop={'color': ['blue', 'red']})
az.plot_posterior(trace)
az.plot_forest(trace, var_names=['mu', 'beta'])
plt.show()
print(az.summary(trace))
def plot_posterior(self):
az.plot_posterior(self.idata)
with model:
trace = pm.sample(cores=1)
sum = az.summary(trace,
var_names=[
"alpha_mean", "alpha_sigma", "beta_fundraising",
"alpha", "sigma", "beta_other"
])
az.plot_trace(trace,
var_names=[
"alpha_mean", "alpha_sigma", "beta_fundraising", "sigma",
"beta_other"
])
az.plot_posterior(trace,
var_names=[
"alpha_mean", "alpha_sigma", "beta_fundraising",
"sigma", "beta_other"
])
plt.show()
# ---------------------------- study the shape of the trace ---------------------------------------------------- #
with model:
for i in [
"f", "eta", "ls", "sigma", "alpha", "beta_other",
"beta_fundraising", "alpha_sigma", "alpha_mean", "mu"
]:
log.info("The shape of trace for %s is: %s", i, trace[i].shape)
# ---------------------------- get the gp process prediction on the existent sample ---------------------------- #
def plot_density(self, **kwargs):
"""Plot Posterior densities in the style of John K. Kruschke’s book."""
return az.plot_posterior(self.data, **kwargs)
theta_0 = pm.Normal('intercept', mu=0, sigma=2)
theta_1 = pm.Normal('coefx', mu=0, sigma=2)
theta_2 = pm.Normal('coefxSqd', mu=0, sigma=2)
theta = pm.Deterministic('theta', theta_0 + theta_1*xs + theta_2*xs**2)
sigma = pm.HalfCauchy('sigma', 100)
y_lik = pm.Normal('y_lik', mu=theta, sigma=sigma, observed=y)
trace_linear = pm.sample(tune=2000, chains=1, cores=1)
pp_samples = pm.sample_posterior_predictive(trace=trace_linear, random_seed=123)
y_pred = pp_samples['y_lik'].mean(axis=0)
_, axi = plt.subplots(1, 4, figsize=(8, 5))
sns.scatterplot(x, y_obs, ax=axi[0]).set_title("Data")
sns.lineplot(x, y_pred, ax=axi[0])
az.plot_hdi(x, trace_linear['theta'], hdi_prob=0.98, ax=axi[0], color='gray')
az.plot_posterior(trace_linear, var_names=['intercept', 'coefx'], ax=axi[1])
az.plot_posterior(trace_linear, var_names=['coefx'], ax=axi[2])
az.plot_posterior(trace_linear, var_names=['coefxSqd'], ax=axi[3])
plt.show()
with linear_Model:
pm.set_data({'xs': [1, 5.6, 4]})
y_test = pm.sample_posterior_predictive(trace=trace_linear)
print(y_test['y_lik'].mean(axis=0))
print(1 + 3.2 * 1 + 4 * 1**2)
data = stats.bernoulli.rvs(p=theta_real, size=trials)
data
with pm.Model() as our_first_model:
# a priori
theta = pm.Beta('theta', alpha=1., beta=1.)
# likelihood
y = pm.Bernoulli('y', p=theta, observed=data)
trace = pm.sample(3000, random_seed=123)
# ### Summarizing the posterior
az.plot_trace(trace)
plt.savefig('B11197_02_01.png')
az.summary(trace)
az.plot_posterior(trace)
plt.savefig('B11197_02_02.png', dpi=300)
az.plot_posterior(trace, rope=[0.45, .55])
plt.savefig('B11197_02_03.png', dpi=300)
az.plot_posterior(trace, ref_val=0.5)
plt.savefig('B11197_02_04.png', dpi=300)
grid = np.linspace(0, 1, 200)
theta_pos = trace['theta']
lossf_a = [np.mean(abs(i - θ_pos)) for i in grid]
lossf_b = [np.mean((i - θ_pos)**2) for i in grid]
for lossf, c in zip([lossf_a, lossf_b], ['C0', 'C1']):
mini = np.argmin(lossf)
"""
Posterior Plot
==============
_thumb: .5, .8
"""
import arviz as az
az.style.use('arviz-darkgrid')
data = az.load_arviz_data('centered_eight')
coords = {'school': ['Choate']}
az.plot_posterior(data, var_names=['mu', 'theta'], coords=coords, rope=(-1, 1))