Bayesian ANN

bayes-ann.py

// Likely broken

import numpy as np
import pymc3 as pm
from keras.layers import Input, Dense


class GaussWeights(object):
    def __init__(self):
        self.count = 0

    def __call__(self, shape, name='w'):
        return pm.Normal(
            name, mu=0, sd=.1,
            testval=np.random.normal(size=shape).astype(np.float64),
            shape=shape)


def build_ann(x, y, init):
    with pm.Model() as m:
        i = Input(tensor=x, shape=x.get_value().shape[1:])
        m = i
        m = Dense(16, init=init, activation='tanh')(m)
        m = Dense(1, init=init, activation='tanh')(m)
        b = pm.Bernoulli("p", p=m[0, 0], observed=y)
    return m, b