I enclosed all script within an if __name__ == '__main__':
"""
Similar to disaster_model.py, but for arbitrary
deterministics which are not not working with Theano.
Note that gradient based samplers will not work.
"""
import pymc3 as pm
from theano.compile.ops import as_op
import theano.tensor as tt
from numpy import arange, array, empty
if __name__ == '__main__':
__all__ = ['disasters_data', 'switchpoint', 'early_mean', 'late_mean', 'rate',
'disasters']
# Time series of recorded coal mining disasters in the UK from 1851 to 1962
disasters_data = array([4, 5, 4, 0, 1, 4, 3, 4, 0, 6, 3, 3, 4, 0, 2, 6,
3, 3, 5, 4, 5, 3, 1, 4, 4, 1, 5, 5, 3, 4, 2, 5,
2, 2, 3, 4, 2, 1, 3, 2, 2, 1, 1, 1, 1, 3, 0, 0,
1, 0, 1, 1, 0, 0, 3, 1, 0, 3, 2, 2, 0, 1, 1, 1,
0, 1, 0, 1, 0, 0, 0, 2, 1, 0, 0, 0, 1, 1, 0, 2,
3, 3, 1, 1, 2, 1, 1, 1, 1, 2, 4, 2, 0, 0, 1, 4,
0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1])
years = len(disasters_data)
@as_op(itypes=[tt.lscalar, tt.dscalar, tt.dscalar], otypes=[tt.dvector])
def rate_(switchpoint, early_mean, late_mean):
out = empty(years)
out[:switchpoint] = early_mean
out[switchpoint:] = late_mean
return out
with pm.Model() as model:
# Prior for distribution of switchpoint location
switchpoint = pm.DiscreteUniform('switchpoint', lower=0, upper=years)
# Priors for pre- and post-switch mean number of disasters
early_mean = pm.Exponential('early_mean', lam=1.)
late_mean = pm.Exponential('late_mean', lam=1.)
# Allocate appropriate Poisson rates to years before and after current
# switchpoint location
idx = arange(years)
rate = rate_(switchpoint, early_mean, late_mean)
# Data likelihood
disasters = pm.Poisson('disasters', rate, observed=disasters_data)
# Use slice sampler for means
step1 = pm.Slice([early_mean, late_mean])
# Use Metropolis for switchpoint, since it accomodates discrete variables
step2 = pm.Metropolis([switchpoint])
# Initial values for stochastic nodes
start = {'early_mean': 2., 'late_mean': 3.}
tr = pm.sample(1000, tune=500, start=start, step=[step1, step2], cores=2)
pm.traceplot(tr)
Still I see the same error
File "<ipython-input-4-dcd32d519507>", line 61, in <module>
tr = pm.sample(1000, tune=500, start=start, step=[step1, step2], cores=2)
File "C:\Users\Mukesh\Anaconda3\lib\site-packages\pymc3\sampling.py", line 449, in sample
trace = _mp_sample(**sample_args)
File "C:\Users\Mukesh\Anaconda3\lib\site-packages\pymc3\sampling.py", line 996, in _mp_sample
chain, progressbar)
File "C:\Users\Mukesh\Anaconda3\lib\site-packages\pymc3\parallel_sampling.py", line 275, in __init__
for chain, seed, start in zip(range(chains), seeds, start_points)
File "C:\Users\Mukesh\Anaconda3\lib\site-packages\pymc3\parallel_sampling.py", line 275, in <listcomp>
for chain, seed, start in zip(range(chains), seeds, start_points)
File "C:\Users\Mukesh\Anaconda3\lib\site-packages\pymc3\parallel_sampling.py", line 182, in __init__
self._process.start()
File "C:\Users\Mukesh\Anaconda3\lib\multiprocessing\process.py", line 105, in start
self._popen = self._Popen(self)
File "C:\Users\Mukesh\Anaconda3\lib\multiprocessing\context.py", line 223, in _Popen
return _default_context.get_context().Process._Popen(process_obj)
File "C:\Users\Mukesh\Anaconda3\lib\multiprocessing\context.py", line 322, in _Popen
return Popen(process_obj)
File "C:\Users\Mukesh\Anaconda3\lib\multiprocessing\popen_spawn_win32.py", line 65, in __init__
reduction.dump(process_obj, to_child)
File "C:\Users\Mukesh\Anaconda3\lib\multiprocessing\reduction.py", line 60, in dump
ForkingPickler(file, protocol).dump(obj)
BrokenPipeError: [Errno 32] Broken pipe