我定义了一个对数似然函数,在均匀分布上对一个变量进行采样。我确保对数似然函数对于相同的输入返回相同的结果。但当我取样时,每次的分布都有所不同(在相同的范围内)
发生了什么事
import pymc3 as mc
import theano.tensor as tt
SAMPLES = 1000
TUNING_SAMPLES = 100
N_CORES = 10
N_CHAINS = 2
#(logl_ThetaFromChoices is defined above with the input)
# use PyMC3 to sampler from log-likelihood
with mc.Model() as modelFindTheta:
theta = mc.Uniform('theta', lower=-200.0, upper=200.0)
# convert m and c to a tensor vector
theta = tt.as_tensor_variable(theta)
def callOp(v):
return logl_ThetaFromChoices(v)
mc.DensityDist('logl_ThetaFromChoices', callOp, observed={'v': theta})
step1 = mc.Metropolis()
trace_theta = mc.sample(SAMPLES,
tune=TUNING_SAMPLES,
discard_tuned_samples=True,
chains=N_CHAINS,
cores=N_CORES,
step=step1)
由于它涉及随机数生成,因此需要设置种子以获得可重复的结果。对于PyMC3,这是通过the pymc3.sampling.sample() method中的
random_seed
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