AssertionError in PyMC3 code using Deterministic distributions

junpenglao · September 19, 2017, 3:27pm

Yes there are some recent change of the SMC. Please update PyMC3 to master and check the current doc

If you want to run the test, you can use pytest, more information in our Guidelines for Contributing. But I think you might find this code more helpful (it is a mixed effect model):

github.com

junpenglao/GLMM-in-Python/blob/master/pymc3_different_sampling.py#L77-L107


#%% DEMetropolis
with mixedEffect:
tracede = pm.sample(5000, njobs=50, tune=1000, step=pm.DEMetropolis())


pm.traceplot(tracede, lines={'w':w0, 'z':z0});
#%% atmcmc
from tempfile import mkdtemp
from pymc3.step_methods import smc
test_folder = mkdtemp(prefix='ATMIP_TEST')


n_chains = 500
n_steps = 100
tune_interval = 25
n_jobs = 1


with pm.Model() as mixedEffect2:
### hyperpriors
# transform need to be None for SMC to work (transformed doesnt have random method)
h2     = pm.Uniform('h2', transform=None)
sigma2 = pm.HalfCauchy('sigma2', 5, transform=None)

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AssertionError in PyMC3 code using Deterministic distributions

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