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aflaxman/2013_12_18b_self_contained_pymc3_mx.ipynb

Created December 18, 2013 21:59
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2013_12_18b_self_contained_pymc3_mx.ipynb
{
"metadata": {
"name": ""
},
"nbformat": 3,
"nbformat_minor": 0,
"worksheets": [
{
"cells": [
{
"cell_type": "code",
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"input": [
"!date"
],
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"metadata": {},
"outputs": [
{
"output_type": "stream",
"stream": "stdout",
"text": [
"Wed Dec 18 13:54:39 PST 2013\r\n"
]
}
],
"prompt_number": 1
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"import pymc as pm, theano.tensor as T"
],
"language": "python",
"metadata": {},
"outputs": [],
"prompt_number": 5
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"x = array([ 0, 1, 5, 10, 15, 20, 25, 30, 35, 40, 45, 50, 55,\n",
" 60, 65, 70, 75, 80, 85, 90, 95, 100, 105])\n",
"\n",
"y = array([-5.31126213, -6.88284349, -7.28148079, -7.20912457, -6.06006241,\n",
" -5.69987917, -5.72478151, -5.62202549, -5.36570549, -4.96331167,\n",
" -4.50282001, -3.99181652, -3.44459009, -2.88168406, -2.35241652,\n",
" -1.82025242, -1.25903034, -0.66321015, 0.06458783, 0.87678754,\n",
" 1.70916784, 2.56996703, 3.38351035])"
],
"language": "python",
"metadata": {},
"outputs": [],
"prompt_number": 6
},
{
"cell_type": "code",
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"input": [
"with pm.Model() as m:\n",
" a = pm.Flat('a')\n",
" b = pm.Flat('b')\n",
" c = pm.Flat('c')\n",
" d = pm.Flat('d')\n",
" e = pm.Flat('e')\n",
" f = pm.Flat('f')\n",
" g = pm.Flat('g')\n",
" h = pm.Flat('h')\n",
" \n",
" t1 = a**((x+b)**c)\n",
" t2 = d * T.exp(-e * T.log(x/f)**2)\n",
" t3 = g*h**x\n",
" \n",
" y_pred = t1 + t2 + t3\n",
" y_obs = pm.Normal('y_obs', mu=y_pred/y, sd=1., observed=ones_like(y))"
],
"language": "python",
"metadata": {},
"outputs": [],
"prompt_number": 7
},
{
"cell_type": "code",
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"input": [
"with m: trace = pm.sample(20000, pm.Metropolis())"
],
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]
}
],
"prompt_number": 8
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"with m: trace = pm.sample(20000, pm.NUTS())"
],
"language": "python",
"metadata": {},
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [],
"language": "python",
"metadata": {},
"outputs": []
}
],
"metadata": {}
}
]
}
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