Pymc線性迴歸開始問題（縮放輸入參數？）

繼續使用this example做相當簡單的貝葉斯線性迴歸使用PYMC3（學習，我希望）我得到的初始示例運行，但然後嘗試使用我自己的數據，並得到：Pymc線性迴歸開始問題（縮放輸入參數？）

ValueError: Optimization error: max, logp or dlogp at max have non-finite values. 
Some values may be outside of distribution support. max: {'alpha': array(50000.0), 
'beta': array(50000.0), 'sigma': array(25000.0)} logp: array(nan) dlogp: array([ nan, 
nan, nan])Check that 1) you don't have hierarchical parameters, these will lead to 
points with infinite density. 2) your distribution logp's are properly specified. 
Specific issues:

這是可疑的是由於我的數據範圍，但它可能是我不明白其他參數。數據和代碼如下：這應該只是運行在我希望的IPython筆記本上。該lastqu應該預測單元，當一切都說過和做過..

import pandas as pd 
import io 
content2 = '''\ 
Units lastqu 
2000-12-31 19391 NaN 
2001-12-31 35068 5925 
2002-12-31 39279 8063 
2003-12-31 47517 9473 
2004-12-31 51439 11226 
2005-12-31 59674 11667 
2006-12-31 58664 14016 
2007-12-31 55698 13186 
2008-12-31 42235 11343 
2009-12-31 40478 7867 
2010-12-31 38722 8114 
2011-12-31 36965 8361 
2012-12-31 39132 8608 
2013-12-31 43160 9016 
2014-12-31 NaN  9785 
''' 
df2 = pd.read_table(io.BytesIO(content2)) 
#make sure that the columns are int, it is all a DataFrame 
df2['Units']=df2['Units'][:-1].astype('int') 
df2['lastqu']=df2['lastqu'][1:].astype('int') 
df2

我試着型號代碼：

import pymc as pm 
#import numpy as np 
x=df2['lastqu']    <<<< my best guess as to how to specify my data 
y=df2['Units'] 
trace = None 
with pm.Model() as model: 
    alpha = pm.Normal('alpha', mu=0, sd=20) 
    beta = pm.Normal('beta', mu=0, sd=20) 
    sigma = pm.Uniform('sigma', lower=0, upper=50000) 

    y_est = alpha + beta * x 

    likelihood = pm.Normal('y', mu=y_est, sd=sigma, observed=y) 

    start = pm.find_MAP() 
    step = pm.NUTS(state=start) 
    trace = pm.sample(2000, step, start=start, progressbar=False) 

    pm.traceplot(trace);

來源

2014-02-12 dartdog

最初的錯誤，它似乎是我包含NaN值，我削減框架以排除NaN在這兩列。它跑了一下，但得到了一些Theano錯誤，我現在正在欣賞...... /usr/local/lib/python2.7/dist-packages/theano/scan_module/scan_perform_ext.py:85：RuntimeWarning ：numpy.ndarray大小已更改，可能表示來自scan_perform.scan_perform的二進制不兼容 import *想知道是否需要訪問Theano的Git版本？ – dartdog

代碼適用於添加％matplotlib inline Doh！ – dartdog

這工作：

df2=df2[1:-1]   <<<< gets rid of NaN from example data 
df2 
%matplotlib inline 
import pymc as pm 
#import numpy as np 
x=df2['lastqu']    <<<< my best guess as to how to specify my data 
y=df2['Units'] 
trace = None 
with pm.Model() as model: 
    alpha = pm.Normal('alpha', mu=0, sd=20) 
    beta = pm.Normal('beta', mu=0, sd=20) 
    sigma = pm.Uniform('sigma', lower=0, upper=50000) 

    y_est = alpha + beta * x 

    likelihood = pm.Normal('y', mu=y_est, sd=sigma, observed=y) 

    start = pm.find_MAP() 
    step = pm.NUTS(state=start) 
    trace = pm.sample(2000, step, start=start, progressbar=False) 

    pm.traceplot(trace);

再次非常感謝到@fonnesbeck！

來源

2014-02-13 16:05:21 dartdog

Pymc線性迴歸開始問題（縮放輸入參數？）

回答

相關問題