def test_hmc_betabernoulli(self):
"""Do we correctly handle dependencies of transformed variables?"""
with self.test_session() as sess:
# model
z = Beta(1., 1., name="z")
xs = Bernoulli(probs=z, sample_shape=10)
x_obs = np.asarray([0, 0, 1, 1, 0, 0, 0, 0, 0, 1], dtype=np.int32)
# inference
qz_samples = tf.Variable(tf.random_uniform(shape=(1000,)))
qz = ed.models.Empirical(params=qz_samples, name="z_posterior")
inference_hmc = ed.inferences.HMC({z: qz}, data={xs: x_obs})
inference_hmc.run(step_size=1.0, n_steps=5, auto_transform=True)
# check that inferred posterior mean/variance is close to
# that of the exact Beta posterior
z_unconstrained = inference_hmc.transformations[z]
qz_constrained = z_unconstrained.bijector.inverse(qz_samples)
qz_mean, qz_var = sess.run(tf.nn.moments(qz_constrained, 0))
true_posterior = Beta(1. + np.sum(x_obs), 1. + np.sum(1 - x_obs))
pz_mean, pz_var = sess.run((true_posterior.mean(),
true_posterior.variance()))
self.assertAllClose(qz_mean, pz_mean, rtol=5e-2, atol=5e-2)
self.assertAllClose(qz_var, pz_var, rtol=1e-2, atol=1e-2)
def test_klqp_betabernoulli(self):
with self.test_session() as sess:
# model
z = Beta(1., 1., name="z")
xs = Bernoulli(probs=z, sample_shape=10)
x_obs = np.asarray([0, 0, 1, 1, 0, 0, 0, 0, 0, 1], dtype=np.int32)
# inference
qz_mean = tf.get_variable("qz_mean",
initializer=tf.random_normal(()))
qz_std = tf.nn.softplus(
tf.get_variable(name="qz_prestd",
initializer=tf.random_normal(())))
qz_unconstrained = ed.models.Normal(loc=qz_mean,
scale=qz_std,
name="z_posterior")
inference_klqp = ed.inferences.KLqp({z: qz_unconstrained},
data={xs: x_obs})
inference_klqp.run(n_iter=500, auto_transform=True)
z_unconstrained = inference_klqp.transformations[z]
qz_constrained = z_unconstrained.bijector.inverse(
qz_unconstrained.sample(1000))
qz_mean, qz_var = sess.run(tf.nn.moments(qz_constrained, 0))
true_posterior = Beta(np.sum(x_obs) + 1., np.sum(1 - x_obs) + 1.)
pz_mean, pz_var = sess.run(
(true_posterior.mean(), true_posterior.variance()))
self.assertAllClose(qz_mean, pz_mean, rtol=5e-2, atol=5e-2)
self.assertAllClose(qz_var, pz_var, rtol=1e-2, atol=1e-2)
def test_klqp_betabernoulli(self):
with self.test_session() as sess:
# model
z = Beta(1., 1., name="z")
xs = Bernoulli(probs=z, sample_shape=10)
x_obs = np.asarray([0, 0, 1, 1, 0, 0, 0, 0, 0, 1], dtype=np.int32)
# inference
qz_mean = tf.get_variable("qz_mean",
initializer=tf.random_normal(()))
qz_std = tf.nn.softplus(tf.get_variable(name="qz_prestd",
initializer=tf.random_normal(())))
qz_unconstrained = ed.models.Normal(
loc=qz_mean, scale=qz_std, name="z_posterior")
inference_klqp = ed.inferences.KLqp(
{z: qz_unconstrained}, data={xs: x_obs})
inference_klqp.run(n_iter=500, auto_transform=True)
z_unconstrained = inference_klqp.transformations[z]
qz_constrained = z_unconstrained.bijector.inverse(
qz_unconstrained.sample(1000))
qz_mean, qz_var = sess.run(tf.nn.moments(qz_constrained, 0))
true_posterior = Beta(np.sum(x_obs) + 1., np.sum(1 - x_obs) + 1.)
pz_mean, pz_var = sess.run((true_posterior.mean(),
true_posterior.variance()))
self.assertAllClose(qz_mean, pz_mean, rtol=5e-2, atol=5e-2)
self.assertAllClose(qz_var, pz_var, rtol=1e-2, atol=1e-2)
def test_hmc_betabernoulli(self):
"""Do we correctly handle dependencies of transformed variables?"""
with self.test_session() as sess:
# model
z = Beta(1., 1., name="z")
xs = Bernoulli(probs=z, sample_shape=10)
x_obs = np.asarray([0, 0, 1, 1, 0, 0, 0, 0, 0, 1], dtype=np.int32)
# inference
qz_samples = tf.Variable(tf.random_uniform(shape=(1000, )))
qz = ed.models.Empirical(params=qz_samples, name="z_posterior")
inference_hmc = ed.inferences.HMC({z: qz}, data={xs: x_obs})
inference_hmc.run(step_size=1.0, n_steps=5, auto_transform=True)
# check that inferred posterior mean/variance is close to
# that of the exact Beta posterior
z_unconstrained = inference_hmc.transformations[z]
qz_constrained = z_unconstrained.bijector.inverse(qz_samples)
qz_mean, qz_var = sess.run(tf.nn.moments(qz_constrained, 0))
true_posterior = Beta(1. + np.sum(x_obs), 1. + np.sum(1 - x_obs))
pz_mean, pz_var = sess.run(
(true_posterior.mean(), true_posterior.variance()))
self.assertAllClose(qz_mean, pz_mean, rtol=5e-2, atol=5e-2)
self.assertAllClose(qz_var, pz_var, rtol=1e-2, atol=1e-2)
def main(_):
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(1.0, 1.0)
x = Bernoulli(probs=p, sample_shape=10)
# INFERENCE
qp = Empirical(params=tf.get_variable(
"qp/params", [1000], initializer=tf.constant_initializer(0.5)))
proposal_p = Beta(3.0, 9.0)
inference = ed.MetropolisHastings({p: qp}, {p: proposal_p}, data={x: x_data})
inference.run()
# CRITICISM
# exact posterior has mean 0.25 and std 0.12
sess = ed.get_session()
mean, stddev = sess.run([qp.mean(), qp.stddev()])
print("Inferred posterior mean:")
print(mean)
print("Inferred posterior stddev:")
print(stddev)
x_post = ed.copy(x, {p: qp})
tx_rep, tx = ed.ppc(
lambda xs, zs: tf.reduce_mean(tf.cast(xs[x_post], tf.float32)),
data={x_post: x_data})
ed.ppc_stat_hist_plot(
tx[0], tx_rep, stat_name=r'$T \equiv$mean', bins=10)
plt.show()
def _test(a, b, n):
rv = Beta(a=a, b=b)
rv_sample = rv.sample(n)
x = rv_sample.eval()
x_tf = tf.constant(x, dtype=tf.float32)
a = a.eval()
b = b.eval()
assert np.allclose(rv.log_prob(x_tf).eval(), stats.beta.logpdf(x, a, b))
def _test(a, b, n):
rv = Beta(a=a, b=b)
rv_sample = rv.sample(n)
x = rv_sample.eval()
x_tf = tf.constant(x, dtype=tf.float32)
a = a.eval()
b = b.eval()
assert np.allclose(rv.log_prob(x_tf).eval(),
stats.beta.logpdf(x, a, b))
def _test(shape, n):
rv = Beta(shape, alpha=tf.zeros(shape) + 0.5, beta=tf.zeros(shape) + 0.5)
rv_sample = rv.sample(n)
x = rv_sample.eval()
x_tf = tf.constant(x, dtype=tf.float32)
alpha = rv.alpha.eval()
beta = rv.beta.eval()
for idx in range(shape[0]):
assert np.allclose(rv.log_prob_idx((idx,), x_tf).eval(), stats.beta.logpdf(x[:, idx], alpha[idx], beta[idx]))
def _test(shape, n):
rv = Beta(shape, alpha=tf.zeros(shape) + 0.5, beta=tf.zeros(shape) + 0.5)
rv_sample = rv.sample(n)
x = rv_sample.eval()
x_tf = tf.constant(x, dtype=tf.float32)
alpha = rv.alpha.eval()
beta = rv.beta.eval()
for idx in range(shape[0]):
assert np.allclose(
rv.log_prob_idx((idx, ), x_tf).eval(),
stats.beta.logpdf(x[:, idx], alpha[idx], beta[idx]))
def test_01(self):
with self.test_session():
x = Beta(1.0, 1.0)
y = ed.transform(x)
self.assertIsInstance(y, TransformedDistribution)
sample = y.sample(10, seed=1).eval()
self.assertSamplePosNeg(sample)
def run(self, adj_mat, n_iter=1000):
assert adj_mat.shape[0] == adj_mat.shape[1]
n_node = adj_mat.shape[0]
# model
gamma = Dirichlet(concentration=tf.ones([self.n_cluster]))
Pi = Beta(concentration0=tf.ones([self.n_cluster, self.n_cluster]),
concentration1=tf.ones([self.n_cluster, self.n_cluster]))
Z = Multinomial(total_count=1., probs=gamma, sample_shape=n_node)
X = Bernoulli(probs=tf.matmul(Z, tf.matmul(Pi, tf.transpose(Z))))
# inference (point estimation)
qgamma = PointMass(params=tf.nn.softmax(
tf.Variable(tf.random_normal([self.n_cluster]))))
qPi = PointMass(params=tf.nn.sigmoid(
tf.Variable(tf.random_normal([self.n_cluster, self.n_cluster]))))
qZ = PointMass(params=tf.nn.softmax(
tf.Variable(tf.random_normal([n_node, self.n_cluster]))))
# map estimation
inference = ed.MAP({gamma: qgamma, Pi: qPi, Z: qZ}, data={X: adj_mat})
inference.initialize(n_iter=n_iter)
tf.global_variables_initializer().run()
for _ in range(inference.n_iter):
info_dict = inference.update()
inference.print_progress(info_dict)
inference.finalize()
return qZ.mean().eval().argmax(axis=1)
def __init__(self, M, C, theta_prior, delta_prior, a_prior):
self.M = M
self.C = C
self.theta_prior = theta_prior # prior of ability
self.delta_prior = delta_prior # prior of difficulty
self.a_prior = a_prior # prior of discrimination
if isinstance(a_prior, ed.RandomVariable):
# variational posterior of discrimination
self.qa = Normal(loc=tf.Variable(tf.ones([M])),
scale=tf.nn.softplus(
tf.Variable(tf.ones([M]) * .5)),
name='qa')
else:
self.qa = a_prior
with tf.variable_scope('local'):
# variational posterior of ability
if isinstance(self.theta_prior, RandomVariable):
self.qtheta = TransformedDistribution(distribution=Normal(loc=tf.Variable(tf.random_normal([C])), scale=tf.nn.softplus(tf.Variable(tf.random_normal([C])))),\
bijector=ds.bijectors.Sigmoid(), sample_shape=[M],name='qtheta')
else:
self.qtheta = self.theta_prior
# variational posterior of difficulty
self.qdelta = TransformedDistribution(distribution=Normal(loc=tf.Variable(tf.random_normal([M])), scale=tf.nn.softplus(tf.Variable(tf.random_normal([M])))), \
bijector=ds.bijectors.Sigmoid(), sample_shape=[C],name='qdelta')
alpha = (tf.transpose(self.qtheta) / self.qdelta)**self.qa
beta = ((1. - tf.transpose(self.qtheta)) / (1. - self.qdelta))**self.qa
# observed variable
self.x = Beta(tf.transpose(alpha), tf.transpose(beta))
def main(_):
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(1.0, 1.0)
x = Bernoulli(probs=p, sample_shape=10)
# COMPLETE CONDITIONAL
p_cond = ed.complete_conditional(p)
sess = ed.get_session()
print('p(probs | x) type:', p_cond.parameters['name'])
param_vals = sess.run(
{
key: val
for key, val in six.iteritems(p_cond.parameters)
if isinstance(val, tf.Tensor)
}, {x: x_data})
print('parameters:')
for key, val in six.iteritems(param_vals):
print('%s:\t%.3f' % (key, val))
def dirichlet_process(alpha, base_cls, sample_n=50, *args, **kwargs):
"""Dirichlet process DP(``alpha``, ``base_cls(*args, **kwargs)``).
Only works for scalar alpha and scalar base distribution.
Parameters
----------
alpha : tf.Tensor
Concentration parameter. Its shape determines the batch shape of the DP.
base_cls : RandomVariable
Class of base distribution. Its shape (when instantiated)
determines the event shape of the DP.
sample_n : int, optional
Number of samples for each DP in the batch shape.
*args, **kwargs : optional
Arguments passed into ``base_cls``.
Returns
-------
tf.Tensor
A ``tf.Tensor`` of shape ``[sample_n] + batch_shape + event_shape``,
where ``sample_n`` is the number of samples for each DP,
``batch_shape`` is the number of independent DPs, and
``event_shape`` is the shape of the base distribution.
"""
def cond(k, beta_k, draws, bools):
# Proceed if at least one bool is True.
return tf.reduce_any(bools)
def body(k, beta_k, draws, bools):
k = k + 1
beta_k = beta_k * Beta(a=1.0, b=alpha)
theta_k = base_cls(*args, **kwargs)
# Assign ongoing samples to the new theta_k.
indicator = tf.cast(bools, draws.dtype)
new = indicator * theta_k
draws = draws * (1.0 - indicator) + new
flips = tf.cast(Bernoulli(p=beta_k), tf.bool)
bools = tf.logical_and(flips, tf.equal(draws, theta_k))
return k, beta_k, draws, bools
k = 0
beta_k = Beta(a=tf.ones(sample_n), b=alpha * tf.ones(sample_n))
theta_k = base_cls(*args, **kwargs)
# Initialize all samples as theta_k.
draws = tf.ones(sample_n) * theta_k
# Flip ``sample_n`` coins, one for each sample.
flips = tf.cast(Bernoulli(p=beta_k), tf.bool)
# Get boolean tensor for samples that return heads
# and are currently equal to theta_k.
bools = tf.logical_and(flips, tf.equal(draws, theta_k))
total_sticks, _, samples, _ = tf.while_loop(
cond, body, loop_vars=[k, beta_k, draws, bools])
return total_sticks, samples
def test_beta_bernoulli(self):
with self.test_session() as sess:
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
p = Beta(1.0, 1.0)
x = Bernoulli(probs=p, sample_shape=10)
qp = Empirical(tf.Variable(tf.zeros(1000)))
inference = ed.Gibbs({p: qp}, data={x: x_data})
inference.run()
true_posterior = Beta(3.0, 9.0)
val_est, val_true = sess.run([qp.mean(), true_posterior.mean()])
self.assertAllClose(val_est, val_true, rtol=1e-2, atol=1e-2)
val_est, val_true = sess.run([qp.variance(), true_posterior.variance()])
self.assertAllClose(val_est, val_true, rtol=1e-2, atol=1e-2)
def main():
data = ed.Data(np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1]))
model = BetaBernoulli()
variational = Variational()
variational.add(Beta())
# mean-field variational inference.
inference = ed.MFVI(model, variational, data)
inference.run(n_iter=10000)
def dirichlet_process(alpha):
def cond(k, beta_k):
flip = Bernoulli(p=beta_k)
return tf.equal(flip, tf.constant(1))
def body(k, beta_k):
beta_k = beta_k * Beta(a=1.0, b=alpha)
return k + 1, beta_k
k = tf.constant(0)
beta_k = Beta(a=1.0, b=alpha)
stick_num, stick_beta = tf.while_loop(cond, body, loop_vars=[k, beta_k])
return stick_num
def body(k, beta_k, draws, bools):
k = k + 1
beta_k = beta_k * Beta(a=1.0, b=alpha)
theta_k = base_cls(*args, **kwargs)
# Assign ongoing samples to the new theta_k.
indicator = tf.cast(bools, draws.dtype)
new = indicator * theta_k
draws = draws * (1.0 - indicator) + new
flips = tf.cast(Bernoulli(p=beta_k), tf.bool)
bools = tf.logical_and(flips, tf.equal(draws, theta_k))
return k, beta_k, draws, bools
def dirichlet_process(alpha):
"""Demo of stochastic while loop for stick breaking construction."""
def cond(k, beta_k):
# End while loop (return False) when flip is heads.
flip = Bernoulli(p=beta_k)
return tf.cast(1 - flip, tf.bool)
def body(k, beta_k):
beta_k = Beta(a=1.0, b=alpha)
return k + 1, beta_k
k = tf.constant(0)
beta_k = Beta(a=1.0, b=alpha)
stick_num, stick_beta = tf.while_loop(cond, body, loop_vars=[k, beta_k])
return stick_num
def mmsb(N, K, data):
# sparsity
rho = 0.3
# MODEL
# probability of belonging to each of K blocks for each node
gamma = Dirichlet(concentration=tf.ones([K]))
# block connectivity
Pi = Beta(concentration0=tf.ones([K, K]), concentration1=tf.ones([K, K]))
# probability of belonging to each of K blocks for all nodes
Z = Multinomial(total_count=1.0, probs=gamma, sample_shape=N)
# adjacency
X = Bernoulli(probs=(1 - rho) *
tf.matmul(Z, tf.matmul(Pi, tf.transpose(Z))))
# INFERENCE (EM algorithm)
qgamma = PointMass(
params=tf.nn.softmax(tf.Variable(tf.random_normal([K]))))
qPi = PointMass(
params=tf.nn.sigmoid(tf.Variable(tf.random_normal([K, K]))))
qZ = PointMass(params=tf.nn.softmax(tf.Variable(tf.random_normal([N, K]))))
#qgamma = Normal(loc=tf.get_variable("qgamma/loc", [K]),
# scale=tf.nn.softplus(
# tf.get_variable("qgamma/scale", [K])))
#qPi = Normal(loc=tf.get_variable("qPi/loc", [K, K]),
# scale=tf.nn.softplus(
# tf.get_variable("qPi/scale", [K, K])))
#qZ = Normal(loc=tf.get_variable("qZ/loc", [N, K]),
# scale=tf.nn.softplus(
# tf.get_variable("qZ/scale", [N, K])))
#inference = ed.KLqp({gamma: qgamma, Pi: qPi, Z: qZ}, data={X: data})
inference = ed.MAP({gamma: qgamma, Pi: qPi, Z: qZ}, data={X: data})
#inference.run()
n_iter = 6000
inference.initialize(optimizer=tf.train.AdamOptimizer(learning_rate=0.01),
n_iter=n_iter)
tf.global_variables_initializer().run()
for _ in range(inference.n_iter):
info_dict = inference.update()
inference.print_progress(info_dict)
inference.finalize()
print('qgamma after: ', qgamma.mean().eval())
return qZ.mean().eval(), qPi.eval()
def main(_):
ed.set_seed(42)
# DATA
X_data, Z_true = karate("~/data")
N = X_data.shape[0] # number of vertices
K = 2 # number of clusters
# MODEL
gamma = Dirichlet(concentration=tf.ones([K]))
Pi = Beta(concentration0=tf.ones([K, K]), concentration1=tf.ones([K, K]))
Z = Multinomial(total_count=1.0, probs=gamma, sample_shape=N)
X = Bernoulli(probs=tf.matmul(Z, tf.matmul(Pi, tf.transpose(Z))))
# INFERENCE (EM algorithm)
qgamma = PointMass(tf.nn.softmax(tf.get_variable("qgamma/params", [K])))
qPi = PointMass(tf.nn.sigmoid(tf.get_variable("qPi/params", [K, K])))
qZ = PointMass(tf.nn.softmax(tf.get_variable("qZ/params", [N, K])))
inference = ed.MAP({gamma: qgamma, Pi: qPi, Z: qZ}, data={X: X_data})
inference.initialize(n_iter=250)
tf.global_variables_initializer().run()
for _ in range(inference.n_iter):
info_dict = inference.update()
inference.print_progress(info_dict)
# CRITICISM
Z_pred = qZ.mean().eval().argmax(axis=1)
print("Result (label flip can happen):")
print("Predicted")
print(Z_pred)
print("True")
print(Z_true)
print("Adjusted Rand Index =", adjusted_rand_score(Z_pred, Z_true))
class BetaBernoulli:
"""p(x, p) = Bernoulli(x | p) * Beta(p | 1, 1)"""
def log_prob(self, xs, zs):
log_prior = beta.logpdf(zs['p'], a=1.0, b=1.0)
log_lik = tf.reduce_sum(bernoulli.logpmf(xs['x'], p=zs['p']))
return log_lik + log_prior
def sample_likelihood(self, zs):
"""x | p ~ p(x | p)"""
return {'x': bernoulli.sample(p=tf.ones(10) * zs['p'])}
def T(xs, zs):
return tf.reduce_mean(tf.cast(xs['x'], tf.float32))
ed.set_seed(42)
data = {'x': np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])}
model = BetaBernoulli()
qp_a = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp_b = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp = Beta(a=qp_a, b=qp_b)
inference = ed.MFVI({'p': qp}, data, model)
inference.run(n_iter=200)
print(ed.ppc(T, data, latent_vars={'p': qp}, model_wrapper=model))
"""A simple coin flipping example. Inspired by Stan's toy example.
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import numpy as np
import tensorflow as tf
from edward.models import Bernoulli, Beta
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(1.0, 1.0)
x = Bernoulli(probs=p, sample_shape=10)
# INFERENCE
qp_a = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp_b = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp = Beta(qp_a, qp_b)
inference = ed.KLqp({p: qp}, data={x: x_data})
inference.run(n_iter=500)
print("Posterior mean of probability: {}".format(qp.mean().eval()))
from __future__ import division
from __future__ import print_function
import edward as ed
import numpy as np
import tensorflow as tf
from edward.models import Bernoulli, Beta, Empirical
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(1.0, 1.0)
x = Bernoulli(probs=p, sample_shape=10)
# INFERENCE
qp = Empirical(params=tf.Variable(tf.zeros([1000]) + 0.5))
proposal_p = Beta(3.0, 9.0)
inference = ed.MetropolisHastings({p: qp}, {p: proposal_p}, data={x: x_data})
inference.run()
# CRITICISM
# exact posterior has mean 0.25 and std 0.12
sess = ed.get_session()
mean, stddev = sess.run([qp.mean(), qp.stddev()])
print("Inferred posterior mean:")
def body(k, beta_k):
beta_k = beta_k * Beta(a=tf.constant([1.0]), b=alpha)
return k + 1, beta_k
def _test(shape, a, b, size):
x = Beta(shape, a, b)
val_est = tuple(get_dims(x.sample(size=size)))
val_true = (size, ) + shape
assert val_est == val_true
def _test(shape, a, b, n):
x = Beta(shape, a, b)
val_est = tuple(get_dims(x.sample(n)))
val_true = (n, ) + shape
assert val_est == val_true
Prior: Beta
Likelihood: Bernoulli
Variational model
Likelihood: Mean-field Beta
"""
import edward as ed
from edward.models import Variational, Beta
model_code = """
data {
int<lower=0> N;
int<lower=0,upper=1> y[N];
}
parameters {
real<lower=0,upper=1> theta;
}
model {
theta ~ beta(1.0, 1.0);
for (n in 1:N)
y[n] ~ bernoulli(theta);
}
"""
ed.set_seed(42)
model = ed.StanModel(model_code=model_code)
variational = Variational()
variational.add(Beta())
data = ed.Data(dict(N=10, y=[0, 1, 0, 0, 0, 0, 0, 0, 0, 1]))
inference = ed.MFVI(model, variational, data)
inference.run(n_iter=10000)
Variational model
Likelihood: Mean-field Beta
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import numpy as np
import tensorflow as tf
from edward.models import Bernoulli, Beta
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(a=1.0, b=1.0)
x = Bernoulli(p=tf.ones(10) * p)
# INFERENCE
qp_a = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp_b = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp = Beta(a=qp_a, b=qp_b)
data = {x: x_data}
inference = ed.MFVI({p: qp}, data)
inference.run(n_iter=500)
import tensorflow as tf
import edward as ed
from edward.models import Bernoulli, Beta, Binomial, Empirical, Normal
import matplotlib.pyplot as plt
import seaborn as sns
##Single coin, multiple tosses weight inference
##Model:
theta = Beta(1.0, 1.0, sample_shape=(1, ))
x = Bernoulli(probs=tf.ones(10) * theta)
#x = Binomial(total_count=5, probs=theta) #Sampling not implemented in tf
print(theta.shape)
##Sampling:
# with tf.Session() as sess:
# for i in range(10):
# print(x.eval())
##Observations:
#data=tf.ones(10, dtype=tf.int32) #NOT WORKING!
data = [1, 1, 1, 1, 1, 1, 1, 1, 0, 1]
##Infer:
#Variational
#qtheta = Beta(tf.Variable(1.0), tf.Variable(1.0)) #Why need tf.Variable here?
# inference = ed.KLqp({theta: qtheta}, {x: data})
# inference.run(n_samples=5, n_iter=1000)
#MonteCarlo
from __future__ import division
from __future__ import print_function
import edward as ed
import numpy as np
import tensorflow as tf
from edward.models import Bernoulli, Beta, Empirical
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(a=1.0, b=1.0)
x = Bernoulli(p=tf.ones(10) * p)
# INFERENCE
qp = Empirical(params=tf.Variable(tf.zeros([1000]) + 0.5))
proposal_p = Beta(a=3.0, b=9.0)
data = {x: x_data}
inference = ed.MetropolisHastings({p: qp}, {p: proposal_p}, data)
inference.run()
# CRITICISM
# exact posterior has mean 0.25 and std 0.12
sess = ed.get_session()
mean, std = sess.run([qp.mean(), qp.std()])
#!/usr/bin/env python
"""A simple coin flipping example. Inspired by Stan's toy example.
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import numpy as np
import tensorflow as tf
from edward.models import Bernoulli, Beta, PointMass
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(a=1.0, b=1.0)
x = Bernoulli(p=tf.ones(10) * p)
# INFERENCE
qp_params = tf.nn.sigmoid(tf.Variable(tf.random_normal([])))
qp = PointMass(params=qp_params)
data = {x: x_data}
inference = ed.MAP({p: qp}, data)
inference.run(n_iter=50)
xtest = pd.read_csv(fpath+'xtest_'+partial_name+'.csv') # read original data
if args.fixed_a:
partial_save_name = partial_name +'_fixed_am'+str(args.a_prior_mean).replace('.','@')
else:
partial_save_name = partial_name +'_am'+str(args.a_prior_mean).replace('.','@')+'_as'+str(args.a_prior_std).replace('.','@')
# setup Beta IRT model #
M = irt_data.shape[0] #number of items
C = irt_data.shape[1] #number of classifiers
theta = Beta(tf.ones([C]),tf.ones([C]),sample_shape=[M],name='theta')
delta = Beta(tf.ones([M]),tf.ones([M]),sample_shape=[C],name='delta')
if args.fixed_a:
a = tf.ones(M)*args.a_prior_mean
else:
a = Normal(tf.ones(M)*args.a_prior_mean,tf.ones([M])*args.a_prior_std,sample_shape=[C],name='a')
model = Beta_IRT(M,C,theta,delta,a)
D = np.float32(irt_data.values)
model.init_inference(data=D,n_iter=niter)
model.fit()
# generate output files #
def cond(theta, sentence):
return tf.cast(Bernoulli(probs=theta), tf.bool)
def body(theta, sentence):
return theta, a + sentence
#sentence = tf.constant("B")
sentence = tf.constant(0, dtype=tf.int32)
#a = tf.constant("A")
a = tf.constant(1, dtype=tf.int32)
formula = tf.while_loop(cond, body, loop_vars=[theta, sentence])[1]
return formula
N=8
theta = Beta(1.0, 1.0)
#formulas = tf.constant("", shape=(N,))+generateFormula(theta)[1]
#formulas = tf.constant(0, shape=(N,))+generateFormula(theta)[1]
#formulas = tf.stack([generateFormula(theta) for i in range(N)])
#formulas = tf.stack([generateFormula(theta), generateFormula(theta),generateFormula(theta), generateFormula(theta),
#generateFormula(theta), generateFormula(theta),generateFormula(theta), generateFormula(theta)])
formulaList=[]
for i in range(N):
formulaList.append(generateFormula(theta))
formulas = tf.stack(formulaList)
##Sampling:
with tf.Session() as sess:
for i in range(10):
print(generateFormula(0.9).eval())
def body(k, beta_k):
beta_k = beta_k * Beta(a=1.0, b=alpha)
return k + 1, beta_k
import edward as ed
from edward.models import Bernoulli, Beta, Uniform
import tensorflow as tf
import matplotlib.pyplot as plt
import numpy as np
# D = np.array([1, 0, 0, 1, 0, 0, 0, 1, 0, 0])
D = np.concatenate([np.zeros(70), np.ones(30)])
p = Uniform(0., 1.)
ed_beta_binomial = Bernoulli(probs=p, sample_shape=len(D))
qp = Beta(concentration1=tf.nn.softplus(tf.get_variable("alpha", [])),
concentration0=tf.nn.softplus(tf.get_variable("beta", []))
)
inference = ed.KLqp({p: qp},
{ed_beta_binomial: D})
inference.run(n_iter=1000)
plt.hist(qp.sample(10000).eval(), bins=200)
plt.show()
