Created
March 1, 2012 11:24
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Problem loading AdaptiveMetropolis sampler state from db
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import os | |
import pymc | |
database_file = "mc.pickle" | |
number_samples = 1000 | |
a = pymc.Normal("a",mu=0, tau=1) | |
b = pymc.Normal("b",mu=0, tau=1) | |
mu = a+b | |
c = pymc.Normal("c", mu=mu, tau=1, observed=True, value=0.5) | |
if os.path.exists(database_file): #restore existing chain and do another number_samples samples | |
db = pymc.database.pickle.load(database_file) | |
mcmc = pymc.MCMC([a,b,c], verbose=2, db=db) | |
# I cannot find any combination of the following lines that works! | |
# mcmc.assign_step_methods() | |
# mcmc.use_step_method(pymc.AdaptiveMetropolis, [a,b], delay=100, interval=100) | |
# mcmc.restore_sm_state() | |
# mcmc.restore_sampler_state() | |
else: #Start new chain | |
mcmc = pymc.MCMC([a,b,c], verbose=2, db='pickle', dbname=database_file) | |
mcmc.use_step_method(pymc.AdaptiveMetropolis, [a,b], delay=100, interval=100) | |
print "Initial covmat:" | |
print mcmc.step_method_dict[a][0].C | |
mcmc.sample(number_samples) | |
print "Final covmat:" | |
print mcmc.step_method_dict[a][0].C | |
mcmc.db.commit() | |
mcmc.db.close() |
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