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Python code supplement for "Expectation propagation as a way of life"

Requirements (tested version):

  • python (2.7.6)
  • numpy (1.9.1)
  • scipy (0.14.0)
  • cython (0.21.1)
  • pystan (2.5.0.0)
  • sklearn (0.14.1)
  • matplotlib (1.4.0) (only for plotting the results)

Setup

Compile the Cython utilities with python setup.py build_ext --inplace.

Usage

The folder experiment contains simple hierarchical logistic regression examples. See python fit.py -h or the respective module docstring for help. For more information, see e.g. the class documentation of dep.method.Master.

License

Released under the 3-clause BSD license.

Notes

The program does not work correctly in some scipy builds because of an issue in the in-place operation of dpotri Lapack-routine with C- or F-order matrices. In some builds, the in-place operation works for F-order matrices but not for C-order matrices, whereas in some builds, it works the opposite way. The former behaviour is assumed in this program. This compatibility problem can be tested by running a simple test script by python test.py.

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  • Python 92.1%
  • Stan 7.9%