|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "code", |
| 5 | + "execution_count": null, |
| 6 | + "metadata": {}, |
| 7 | + "outputs": [], |
| 8 | + "source": [ |
| 9 | + "import pymc3 as pm\n", |
| 10 | + "import matplotlib.pyplot as plt\n", |
| 11 | + "import numpy as np\n", |
| 12 | + "from data import load_finches_2012, load_finches_1975\n", |
| 13 | + "from utils import ECDF\n", |
| 14 | + "\n", |
| 15 | + "%load_ext autoreload\n", |
| 16 | + "%autoreload 2\n", |
| 17 | + "%matplotlib inline\n", |
| 18 | + "%config InlineBackend.figure_format = 'retina'" |
| 19 | + ] |
| 20 | + }, |
| 21 | + { |
| 22 | + "cell_type": "code", |
| 23 | + "execution_count": null, |
| 24 | + "metadata": {}, |
| 25 | + "outputs": [], |
| 26 | + "source": [ |
| 27 | + "df12 = load_finches_2012()\n", |
| 28 | + "df12['shape'] = df12['beak_depth'] / df12['beak_length']\n", |
| 29 | + "\n", |
| 30 | + "df12 = df12[df12['species'] != 'unknown']\n", |
| 31 | + "df75 = load_finches_1975()\n", |
| 32 | + "\n", |
| 33 | + "df = df12 # convenient alias" |
| 34 | + ] |
| 35 | + }, |
| 36 | + { |
| 37 | + "cell_type": "code", |
| 38 | + "execution_count": null, |
| 39 | + "metadata": {}, |
| 40 | + "outputs": [], |
| 41 | + "source": [ |
| 42 | + "df12.head(5)" |
| 43 | + ] |
| 44 | + }, |
| 45 | + { |
| 46 | + "cell_type": "code", |
| 47 | + "execution_count": null, |
| 48 | + "metadata": {}, |
| 49 | + "outputs": [], |
| 50 | + "source": [ |
| 51 | + "fortis_idx = df[df['species'] == 'fortis'].index\n", |
| 52 | + "scandens_idx = df[df['species'] == 'scandens'].index" |
| 53 | + ] |
| 54 | + }, |
| 55 | + { |
| 56 | + "cell_type": "code", |
| 57 | + "execution_count": null, |
| 58 | + "metadata": {}, |
| 59 | + "outputs": [], |
| 60 | + "source": [ |
| 61 | + "# Mega-model incorporating shape as well. \n", |
| 62 | + "# We will also analyze the SD in addition to the mean.\n", |
| 63 | + "\n", |
| 64 | + "with pm.Model() as beak_model:\n", |
| 65 | + " # SD can only be positive, therefore it is reasonable to constrain to >0\n", |
| 66 | + " # Likewise for betas.\n", |
| 67 | + " sd_hyper = pm.HalfCauchy('sd_hyper', beta=100, shape=(2,))\n", |
| 68 | + " beta_hyper = pm.HalfCauchy('beta_hyper', beta=100, shape=(2,))\n", |
| 69 | + " \n", |
| 70 | + " # Beaks cannot be of \"negative\" mean, therefore, HalfNormal is \n", |
| 71 | + " # a reasonable, constrained prior.\n", |
| 72 | + " mean_depth = pm.HalfNormal('mean_depth', sd=sd_hyper[0], shape=(2,))\n", |
| 73 | + " sd_depth = pm.HalfCauchy('sd_depth', beta=beta_hyper[0], shape=(2,))\n", |
| 74 | + " \n", |
| 75 | + " mean_length = pm.HalfNormal('mean_length', sd=sd_hyper[1], shape=(2,))\n", |
| 76 | + " sd_length = pm.HalfCauchy('sd_length', beta=beta_hyper[1], shape=(2,))\n", |
| 77 | + "\n", |
| 78 | + " nu = pm.Exponential('nu', lam=1/29.) + 1\n", |
| 79 | + " \n", |
| 80 | + " # Define the likelihood distribution for the data.\n", |
| 81 | + " depth = pm.StudentT('depth', \n", |
| 82 | + " nu=nu,\n", |
| 83 | + " mu=mean_depth[df['species_enc']], \n", |
| 84 | + " sd=sd_depth[df['species_enc']], \n", |
| 85 | + " observed=df['beak_depth'])\n", |
| 86 | + " \n", |
| 87 | + " length = pm.StudentT('length',\n", |
| 88 | + " nu=nu,\n", |
| 89 | + " mu=mean_length[df['species_enc']],\n", |
| 90 | + " sd=sd_length[df['species_enc']],\n", |
| 91 | + " observed=df['beak_length'])\n", |
| 92 | + " \n", |
| 93 | + " shape = pm.Deterministic('shape', depth / length)" |
| 94 | + ] |
| 95 | + }, |
| 96 | + { |
| 97 | + "cell_type": "code", |
| 98 | + "execution_count": null, |
| 99 | + "metadata": {}, |
| 100 | + "outputs": [], |
| 101 | + "source": [ |
| 102 | + "with beak_model:\n", |
| 103 | + " trace = pm.sample(2000)" |
| 104 | + ] |
| 105 | + }, |
| 106 | + { |
| 107 | + "cell_type": "code", |
| 108 | + "execution_count": null, |
| 109 | + "metadata": {}, |
| 110 | + "outputs": [], |
| 111 | + "source": [ |
| 112 | + "pm.traceplot(trace, varnames=['mean_length', 'mean_depth'])" |
| 113 | + ] |
| 114 | + }, |
| 115 | + { |
| 116 | + "cell_type": "code", |
| 117 | + "execution_count": null, |
| 118 | + "metadata": {}, |
| 119 | + "outputs": [], |
| 120 | + "source": [ |
| 121 | + "pm.traceplot(trace, varnames=['sd_length', 'sd_depth'])" |
| 122 | + ] |
| 123 | + }, |
| 124 | + { |
| 125 | + "cell_type": "code", |
| 126 | + "execution_count": null, |
| 127 | + "metadata": {}, |
| 128 | + "outputs": [], |
| 129 | + "source": [ |
| 130 | + "samples = pm.sample_ppc(trace, model=beak_model)\n", |
| 131 | + "samples" |
| 132 | + ] |
| 133 | + }, |
| 134 | + { |
| 135 | + "cell_type": "code", |
| 136 | + "execution_count": null, |
| 137 | + "metadata": {}, |
| 138 | + "outputs": [], |
| 139 | + "source": [ |
| 140 | + "fig = plt.figure()\n", |
| 141 | + "ax = fig.add_subplot(111)\n", |
| 142 | + "x, y = ECDF((samples['depth'][:, fortis_idx] / samples['length'][:, fortis_idx]).flatten())\n", |
| 143 | + "ax.plot(x, y)\n", |
| 144 | + "x, y = ECDF(df.loc[fortis_idx, 'shape'])\n", |
| 145 | + "ax.plot(x, y)" |
| 146 | + ] |
| 147 | + }, |
| 148 | + { |
| 149 | + "cell_type": "code", |
| 150 | + "execution_count": null, |
| 151 | + "metadata": {}, |
| 152 | + "outputs": [], |
| 153 | + "source": [ |
| 154 | + "fig = plt.figure()\n", |
| 155 | + "ax = fig.add_subplot(111)\n", |
| 156 | + "x, y = ECDF(df['shape'])\n", |
| 157 | + "ax.plot(x, y, label='data')\n", |
| 158 | + "# x, y = ECDF(trace['shape'][0, :])\n", |
| 159 | + "# ax.plot(x, y, label='posterior')\n" |
| 160 | + ] |
| 161 | + }, |
| 162 | + { |
| 163 | + "cell_type": "code", |
| 164 | + "execution_count": null, |
| 165 | + "metadata": {}, |
| 166 | + "outputs": [], |
| 167 | + "source": [] |
| 168 | + } |
| 169 | + ], |
| 170 | + "metadata": { |
| 171 | + "kernelspec": { |
| 172 | + "display_name": "bayesian-modelling-tutorial", |
| 173 | + "language": "python", |
| 174 | + "name": "bayesian-modelling-tutorial" |
| 175 | + }, |
| 176 | + "language_info": { |
| 177 | + "codemirror_mode": { |
| 178 | + "name": "ipython", |
| 179 | + "version": 3 |
| 180 | + }, |
| 181 | + "file_extension": ".py", |
| 182 | + "mimetype": "text/x-python", |
| 183 | + "name": "python", |
| 184 | + "nbconvert_exporter": "python", |
| 185 | + "pygments_lexer": "ipython3", |
| 186 | + "version": "3.6.6" |
| 187 | + } |
| 188 | + }, |
| 189 | + "nbformat": 4, |
| 190 | + "nbformat_minor": 2 |
| 191 | +} |
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