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我對pymc3相當陌生,我試圖理解如何以不同方式將隨機變量加入模型中。我想適應以下(人爲的)模型,但我無法在文檔中找到任何支持。Pymc3中的隨機索引
我嘗試以下,但numpy的不允許這樣的索引:
seq = numpy.arange(10,y_train.size)
basic_model = pymc3.Model()
with basic_model:
alpha = pymc3.Normal('alpha',mu=0,sd=1)
beta = pymc3.Normal('beta',mu=0,sd=1)
gamma = pymc3.DiscreteUniform('gamma',lower=1,upper=10)
mu = pymc3.Deterministic('mu',alpha+beta*y_train[seq-gamma])
y = pymc3.Normal('y',mu=mu,sd=sigma,observed=y_train[11:])
map_estimate = pymc3.find_MAP(model=basic_model)
step = pymc3.Metropolis()
trace = pymc3.sample(10000,step,start=map_estimate,progressbar=True)