Python filter_and_sample_randomwalk Examples

Example #1

File: test_randomwalk.py Project: yorkerlin/pylds

def check_sample(sigmasq_states, sigmasq_obs, mu_init, sigmasq_init, data):
    rngstate = np.random.get_state()
    dense_ll, dense_sample = dense_sample_states(
        sigmasq_states, sigmasq_obs, mu_init, sigmasq_init, data)
    np.random.set_state(rngstate)
    rw_ll, rw_sample = filter_and_sample_randomwalk(
        mu_init, sigmasq_init, sigmasq_states, sigmasq_obs, data)

    assert np.isclose(dense_ll, rw_ll)
    assert np.allclose(dense_sample, rw_sample)

Example #2

File: test_randomwalk.py Project: mnonnenm/pylds

def check_sample(sigmasq_states, sigmasq_obs, mu_init, sigmasq_init, data):
    rngstate = np.random.get_state()
    dense_ll, dense_sample = dense_sample_states(
        sigmasq_states, sigmasq_obs, mu_init, sigmasq_init, data)
    np.random.set_state(rngstate)
    rw_ll, rw_sample = filter_and_sample_randomwalk(
        mu_init, sigmasq_init, sigmasq_states, sigmasq_obs, data)

    assert np.isclose(dense_ll, rw_ll)
    assert np.allclose(dense_sample, rw_sample)

Example #3

 def resample_psi(self):
     mu_init, sigma_init, sigma_states, sigma_obs, y = \
         self._get_lds_effective_params()
     _, psi_flat = filter_and_sample_randomwalk(mu_init, sigma_init,
                                                sigma_states, sigma_obs, y)
     self.psi = psi_flat.reshape(self.psi.shape)

Example #4

File: lda.py Project: fivejjs/pgmult

 def resample_psi(self):
     mu_init, sigma_init, sigma_states, sigma_obs, y = self._get_lds_effective_params()
     _, psi_flat = filter_and_sample_randomwalk(mu_init, sigma_init, sigma_states, sigma_obs, y)
     self.psi = psi_flat.reshape(self.psi.shape)