def test_merge_traces_diff_lengths(self):
with self.model:
strace0 = self.backend(self.name)
strace0.setup(self.draws, 1)
for i in range(self.draws):
strace0.record(self.test_point)
strace0.close()
mtrace0 = base.MultiTrace([self.strace0])
with self.model:
strace1 = self.backend(self.name)
strace1.setup(2 * self.draws, 1)
for i in range(2 * self.draws):
strace1.record(self.test_point)
strace1.close()
mtrace1 = base.MultiTrace([strace1])
with pytest.raises(ValueError):
base.merge_traces([mtrace0, mtrace1])
def _mp_sample(njobs, args):
p = mp.Pool(njobs)
traces = p.map(argsample, args)
p.close()
return merge_traces(traces)
def _mp_sample(njobs, args):
p = mp.Pool(njobs)
traces = p.map(argsample, args)
p.close()
return merge_traces(traces)
def test_merge_traces_nonunique(self):
mtrace0 = base.MultiTrace([self.strace0])
mtrace1 = base.MultiTrace([self.strace1])
with pytest.raises(ValueError):
base.merge_traces([mtrace0, mtrace1])
def test_merge_traces_no_traces(self):
with pytest.raises(ValueError):
base.merge_traces([])
with pm.Model() as model:
alpha = pm.Normal('alpha', mu=0, sd=20)
beta = pm.Normal('beta', mu=0, sd=20)
sigma = pm.Uniform('sigma', lower=0)
y = pm.Normal('y', mu=beta*X + alpha, sd=sigma, observed=Y)
start = pm.find_MAP()
step = pm.NUTS(state=start)
with model:
if(multicore):
trace = pm.sample(itenum, step, start=start,
njobs=chainnum, random_seed=range(chainnum), progress_bar=False)
else:
ts=[pm.sample(itenum, step, chain=i, progressbar=False) for i in range(chainnum)]
trace=merge_traces(ts)
if(saveimage):
pm.traceplot(trace).savefig("simple_linear_trace.png")
print "Rhat="+str(pm.gelman_rubin(trace))
t1=time.clock()
print "elapsed time="+str(t1-t0)
#trace
if(not multicore):
trace=ts[0]
with model:
pm.traceplot(trace,model.vars)
pm.forestplot(trace)
