pymc4 playground

playground.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 141,
   "metadata": {},
   "outputs": [],
   "source": [
    "import itertools\n",
    "import scipy.stats\n",
    "import collections\n",
    "import functools\n",
    "import types\n",
    "Event = collections.namedtuple(\"Event\", \"sender,info\")\n",
    "\n",
    "class DebugPrint(Event):\n",
    "    \"\"\"Just a plasholder, whatever\"\"\"\n",
    "\n",
    "def notify(fn):\n",
    "    \"\"\"Some distributions may be reparametrizable, we may want to hook the behaviour\"\"\"\n",
    "    @functools.wraps(fn)\n",
    "    def wrapped(*args, **kwargs):\n",
    "        action = yield Event(fn, dict(args=args, kwargs=kwargs))\n",
    "        # do nothing, may be changed to\n",
    "        # value = yield from action(fn, *args, **kwargs)\n",
    "        # or\n",
    "        # value = yield from action(fn)(*args, **kwargs)\n",
    "        value = yield from fn(*args, **kwargs)\n",
    "        return value\n",
    "    return wrapped\n",
    "\n",
    "@notify\n",
    "def horseshoe_model(tau):\n",
    "    # nested model.\n",
    "    # use philosophy \"model is a distribution!\"\n",
    "    lamb = yield \"lamb\", scipy.stats.halfcauchy(0, 1)\n",
    "    norm = yield \"norm\", scipy.stats.norm(0, lamb*tau)\n",
    "\n",
    "    # uncomment to to debug print or whatever\n",
    "    #yield DebugPrint(\"user\", locals())\n",
    "    # raises error message\n",
    "    yield another(1)\n",
    "    return norm\n",
    "\n",
    "def another(ha):\n",
    "    yield \"lamb\", scipy.stats.halfcauchy(0, 1)\n",
    "    # an attempt to check g.gi_yieldfrom.gi_frame.f_locals\n",
    "    # and compare it with debug print\n",
    "    yield DebugPrint(\"user\", locals())\n",
    "\n",
    "def model():\n",
    "    # user defined model\n",
    "    # some distributions are Atomic and not models themselves\n",
    "    tau = yield \"tau\", scipy.stats.expon(1)\n",
    "    # soem are models and should be called with yield from syntax\n",
    "    hs = yield from horseshoe_model(tau)\n",
    "    # but what to do with Normal(rv, rv2) reparametrized?\n",
    "    # wrap them with JointDistributionCoroutine or what??\n",
    "    return {\"tau\": tau, \"hs\": hs}\n",
    "\n",
    "\n",
    "def sample_prior(m):\n",
    "    g = m()\n",
    "    rv = None\n",
    "    while True:\n",
    "        try:\n",
    "            print(\"g.gi_yieldfrom\", g.gi_yieldfrom)\n",
    "            val = g.send(rv)\n",
    "            if isinstance(val, types.GeneratorType):\n",
    "                g.throw(RuntimeError(\"Tried to yield a generator, but not a distribution or Event, change `yield` to `yield from` \"))\n",
    "            if isinstance(val, Event):\n",
    "                print(\"got an event:\", val)\n",
    "                if isinstance(val, DebugPrint):\n",
    "                    if g.gi_yieldfrom is None:\n",
    "                        locs = g.gi_frame.f_locals\n",
    "                    else:\n",
    "                        locs = g.gi_yieldfrom.gi_frame.f_locals\n",
    "                    print(\"You can also get g.gi_frame.f_locals\", locs)\n",
    "            else:\n",
    "                name, dist = val\n",
    "                print(\"recieving:\", name)\n",
    "                rv = dist.rvs()\n",
    "                print(\"sampled: \", rv)\n",
    "        except StopIteration as e:\n",
    "            print(\"interesting:\", e.args[0])\n",
    "            break"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 142,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "g.gi_yieldfrom None\n",
      "recieving: tau\n",
      "sampled:  1.5203764466999203\n",
      "g.gi_yieldfrom None\n",
      "got an event: Event(sender=<function horseshoe_model at 0x1157ed9d8>, info={'args': (1.5203764466999203,), 'kwargs': {}})\n",
      "g.gi_yieldfrom <generator object horseshoe_model at 0x1157a5830>\n",
      "recieving: lamb\n",
      "sampled:  1.3797586508781439\n",
      "g.gi_yieldfrom <generator object horseshoe_model at 0x1157a5830>\n",
      "recieving: norm\n",
      "sampled:  1.6091662050221651\n",
      "g.gi_yieldfrom <generator object horseshoe_model at 0x1157a5830>\n",
      "got an event: DebugPrint(sender='user', info={'norm': 1.6091662050221651, 'lamb': 1.3797586508781439, 'tau': 1.5203764466999203})\n",
      "You can also get g.gi_frame.f_locals {'action': 1.5203764466999203, 'kwargs': {}, 'args': (1.5203764466999203,), 'fn': <function horseshoe_model at 0x1157ed9d8>}\n",
      "g.gi_yieldfrom <generator object horseshoe_model at 0x1157a5830>\n"
     ]
    },
    {
     "ename": "RuntimeError",
     "evalue": "Tried to yield a generator, but not a distribution or Event, change `yield` to `yield from` ",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mRuntimeError\u001b[0m                              Traceback (most recent call last)",
      "\u001b[0;32m<ipython-input-142-1805250b2b54>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[0;32m----> 1\u001b[0;31m \u001b[0mg\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0msample_prior\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mmodel\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
      "\u001b[0;32m<ipython-input-141-d5f0c3c45342>\u001b[0m in \u001b[0;36msample_prior\u001b[0;34m(m)\u001b[0m\n\u001b[1;32m     42\u001b[0m             \u001b[0mval\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mg\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0msend\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mrv\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     43\u001b[0m             \u001b[0;32mif\u001b[0m \u001b[0misinstance\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mval\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mtypes\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mGeneratorType\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 44\u001b[0;31m                 \u001b[0mg\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mthrow\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mRuntimeError\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m\"Tried to yield a generator, but not a distribution or Event, change `yield` to `yield from` \"\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m     45\u001b[0m             \u001b[0;32mif\u001b[0m \u001b[0misinstance\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mval\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mEvent\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     46\u001b[0m                 \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m\"got an event:\"\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mval\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m<ipython-input-141-d5f0c3c45342>\u001b[0m in \u001b[0;36mmodel\u001b[0;34m()\u001b[0m\n\u001b[1;32m     30\u001b[0m \u001b[0;32mdef\u001b[0m \u001b[0mmodel\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     31\u001b[0m     \u001b[0mtau\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;32myield\u001b[0m \u001b[0;34m\"tau\"\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mscipy\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mstats\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mexpon\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;36m1\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 32\u001b[0;31m     \u001b[0mhs\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;32myield\u001b[0m \u001b[0;32mfrom\u001b[0m \u001b[0mhorseshoe_model\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mtau\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m     33\u001b[0m     \u001b[0;32mreturn\u001b[0m \u001b[0;34m{\u001b[0m\u001b[0;34m\"tau\"\u001b[0m\u001b[0;34m:\u001b[0m \u001b[0mtau\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m\"hs\"\u001b[0m\u001b[0;34m:\u001b[0m \u001b[0mhs\u001b[0m\u001b[0;34m}\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     34\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m<ipython-input-141-d5f0c3c45342>\u001b[0m in \u001b[0;36mwrapped\u001b[0;34m(*args, **kwargs)\u001b[0m\n\u001b[1;32m     11\u001b[0m     \u001b[0;32mdef\u001b[0m \u001b[0mwrapped\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     12\u001b[0m         \u001b[0maction\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;32myield\u001b[0m \u001b[0mEvent\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mfn\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mdict\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mkwargs\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 13\u001b[0;31m         \u001b[0mvalue\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;32myield\u001b[0m \u001b[0;32mfrom\u001b[0m \u001b[0mfn\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m     14\u001b[0m         \u001b[0;32mreturn\u001b[0m \u001b[0mvalue\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     15\u001b[0m     \u001b[0;32mreturn\u001b[0m \u001b[0mwrapped\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m<ipython-input-141-d5f0c3c45342>\u001b[0m in \u001b[0;36mhorseshoe_model\u001b[0;34m(tau)\u001b[0m\n\u001b[1;32m     21\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     22\u001b[0m     \u001b[0;32myield\u001b[0m \u001b[0mDebugPrint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m\"user\"\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mlocals\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 23\u001b[0;31m     \u001b[0;32myield\u001b[0m \u001b[0manother\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;36m1\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m     24\u001b[0m     \u001b[0;32mreturn\u001b[0m \u001b[0mnorm\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m     25\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;31mRuntimeError\u001b[0m: Tried to yield a generator, but not a distribution or Event, change `yield` to `yield from` "
     ]
    }
   ],
   "source": [
    "g = sample_prior(model)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 118,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "('tau', <scipy.stats._distn_infrastructure.rv_frozen at 0x1157d0940>)"
      ]
     },
     "execution_count": 118,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "g = model()\n",
    "next(g)"
   ]
  }
 ],
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