I’m trying to run a simple linear model on the famous “diamonds” dataset, but having trouble with the HMC. What am I doing wrong?
import pymc3
import numpy as np
import pandas as pd
diamonds = pd.read_csv(
"https://raw.githubusercontent.com/mwaskom/seaborn-data/master/diamonds.csv"
)
diamonds = diamonds.sample(n=1_000_000, replace=True)
print(diamonds)
# carat cut color clarity depth table price x y z
# 38867 0.40 Premium F VS1 61.4 58.0 1050 4.75 4.73 2.91
# 18067 2.01 Fair F I1 58.7 66.0 7294 8.30 8.19 4.84
# 1507 0.71 Very Good F VS2 59.6 56.0 2994 5.84 5.88 3.49
# 6618 0.90 Premium H VS2 60.7 58.0 4082 6.21 6.17 3.76
# 39269 0.38 Premium G VS1 61.9 58.0 1069 4.66 4.62 2.87
# ... ... ... ... ... ... ... ... ... ... ...
# 5749 0.98 Very Good E SI2 61.1 60.0 3895 6.31 6.36 3.87
# 20508 1.70 Premium I VS1 61.5 58.0 8840 7.74 7.64 4.73
# 52531 0.72 Ideal I VVS2 61.7 55.0 2530 5.71 5.76 3.54
# 12146 1.00 Good E SI1 63.7 60.0 5174 6.29 6.24 3.99
# 23398 0.36 Ideal E SI1 62.0 57.0 631 4.53 4.57 2.82
model = pymc3.glm.GLM.from_formula(
"price ~ C(cut) + C(color) + C(clarity) + carat + depth + table + x + z",
data=diamonds,
)
fit = pymc3.sample(model=model, tune=20005)
# ValueError: Mass matrix contains zeros on the diagonal.
# The derivative of RV `z`.ravel()[0] is zero.
# The derivative of RV `x`.ravel()[0] is zero.
# The derivative of RV `table`.ravel()[0] is zero.
# The derivative of RV `depth`.ravel()[0] is zero.
# The derivative of RV `carat`.ravel()[0] is zero.
# The derivative of RV `C(clarity)[T.VVS2]`.ravel()[0] is zero.
# The derivative of RV `C(clarity)[T.VVS1]`.ravel()[0] is zero.
# The derivative of RV `C(clarity)[T.VS2]`.ravel()[0] is zero.
# The derivative of RV `C(clarity)[T.VS1]`.ravel()[0] is zero.
# The derivative of RV `C(clarity)[T.SI2]`.ravel()[0] is zero.
# The derivative of RV `C(clarity)[T.SI1]`.ravel()[0] is zero.
# The derivative of RV `C(clarity)[T.IF]`.ravel()[0] is zero.
# The derivative of RV `C(color)[T.J]`.ravel()[0] is zero.
# The derivative of RV `C(color)[T.I]`.ravel()[0] is zero.
# The derivative of RV `C(color)[T.H]`.ravel()[0] is zero.
# The derivative of RV `C(color)[T.G]`.ravel()[0] is zero.
# The derivative of RV `C(color)[T.F]`.ravel()[0] is zero.
# The derivative of RV `C(color)[T.E]`.ravel()[0] is zero.
# The derivative of RV `C(cut)[T.Very Good]`.ravel()[0] is zero.
# The derivative of RV `C(cut)[T.Premium]`.ravel()[0] is zero.
# The derivative of RV `C(cut)[T.Ideal]`.ravel()[0] is zero.
# The derivative of RV `C(cut)[T.Good]`.ravel()[0] is zero.
# The derivative of RV `Intercept`.ravel()[0] is zero.
# """
