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Created May 8, 2016 13:39
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p9anand commented Jul 4, 2016

Getting error as
TypeError: list object is not an iterator
Having issue in both for python2.7 and python 3 .
Following is the code

%matplotlib inline

import pymc3 as pm
import theano.tensor as T
import theano
import sklearn
import numpy as np
import matplotlib.pyplot as plt

import seaborn as sns

from sklearn import datasets
from sklearn.preprocessing import scale
from sklearn.cross_validation import train_test_split
from sklearn.datasets import make_moons, make_circles, make_classification

X, Y = make_moons(noise=0.2, random_state=0, n_samples=1000)
X = scale(X)
X_train, X_test, Y_train, Y_test = train_test_split(X, Y, test_size=.5)

Turn inputs and outputs into shared variables so that we can change them later

ann_input = theano.shared(X_train)
ann_output = theano.shared(Y_train)

n_hidden = 5

Initialize random weights.

init_1 = np.random.randn(X.shape[1], n_hidden)
init_2 = np.random.randn(n_hidden, n_hidden)
init_out = np.random.randn(n_hidden)

with pm.Model() as neural_network:
# Weights from input to hidden layer
weights_in_1 = pm.Normal('w_in_1', 0, sd=1,
shape=(X.shape[1], n_hidden),

# Weights from 1st to 2nd layer
weights_1_2 = pm.Normal('w_1_2', 0, sd=1,
                        shape=(n_hidden, n_hidden),

# Weights from hidden layer to output
weights_2_out = pm.Normal('w_2_out', 0, sd=1,

# Build neural-network
act_1 = T.tanh(, weights_in_1))
act_2 = T.tanh(, weights_1_2))
act_out = T.nnet.sigmoid(, weights_2_out))

out = pm.Bernoulli('data',

with neural_network:

step = pm.Metropolis()

trace = pm.sample(10000, step=step)[5000:]

Replace shared variables with testing set

(note that using this trick we could be streaming ADVI for big data)


Creater posterior predictive samples

ppc = pm.sample_ppc(trace, model=neural_network, samples=500)

pred = ppc['data'].mean(axis=0) > 0.5

plt.scatter(X_test[pred==0, 0], X_test[pred==0, 1])

plt.scatter(X_test[pred==1, 0], X_test[pred==1, 1], color='r')

plt.title('Predicted labels in testing set')

print('Accuracy = {}%'.format((Y_test == pred).mean() * 100))

Turn inputs and outputs into shared variables so that we can change them later

import theano.tensor as tt

Set back to original data to retrain


Tensors and RV that will be using mini-batches

minibatch_tensors = np.array([ann_input, ann_output])
minibatch_RVs = np.array([out])

Generator that returns mini-batches in each iteration

def create_minibatch(data):
rng = np.random.RandomState(0)

while True:
    # Return random data samples of set size 100 each iteration
    ixs = rng.randint(len(data), size=50)
    # print('we are in func...')
    return data[ixs]

minibatches = [

total_size = len(Y_train)


print('running mini batch....')
with neural_network:
# Run advi_minibatch
v_params = pm.variational.advi_minibatch(
n=500, minibatch_tensors=minibatch_tensors,
minibatch_RVs=minibatch_RVs, minibatches=minibatches,
total_size=total_size, learning_rate=1e-2, epsilon=1.0
with neural_network:
trace = pm.variational.sample_vp(v_params, draws=5000)

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