测试通过环境:
pymc3==3.11.0
python=3.8
测试代码:
import arviz as az
import matplotlib.pyplot as plt
import numpy as np
import pymc3 as pm
RANDOM_SEED = 8927
np.random.seed(RANDOM_SEED)
az.style.use("arviz-darkgrid")
# True parameter values
alpha, sigma = 1, 1
beta = [1, 2.5]# Size of dataset
size = 100# Predictor variable
X1 = np.random.randn(size)
X2 = np.random.randn(size) * 0.2# Simulate outcome variable
Y = alpha + beta[0] * X1 + beta[1] * X2 + np.random.randn(size) * sigma
fig, axes = plt.subplots(1, 2, sharex=True, figsize=(10, 4))
axes[0].scatter(X1, Y, alpha=0.6)
axes[1].scatter(X2, Y, alpha=0.6)
axes[0].set_ylabel("Y")
axes[0].set_xlabel("X1")
axes[1].set_xlabel("X2")
basic_model = pm.Model()
if __name__ == '__main__':with basic_model:# Priors for unknown model parametersalpha = pm.Normal("alpha", mu=0, sigma=10)beta = pm.Normal("beta", mu=0, sigma=10, shape=2)sigma = pm.HalfNormal("sigma", sigma=1)# Expected value of outcomemu = alpha + beta[0] * X1 + beta[1] * X2# Likelihood (sampling distribution) of observationsY_obs = pm.Normal("Y_obs", mu=mu, sigma=sigma, observed=Y)# instantiate samplerstep = pm.Slice()# draw 5000 posterior samplestrace = pm.sample(5000, step=step, return_inferencedata=False)az.plot_trace(trace)plt.show()
测试结果: