I tried to remove the find_MAP start condition, and use the default step, method (e.g. no step argument), see code below.
import pymc3 as pm
import theano.tensor as tt
temperature = data[:,0].astype(float)
D = data[:,1].astype(float)
with pm.Model() as model:
beta = pm.Normal('beta', 0, 0.001, testval=0)
alpha = pm.Normal('alpha', 0,0.001, testval =0)
p = pm.Deterministic('p',1.0/(1.+tt.exp(beta*temperature + alpha)))
observed = pm.Bernoulli('bernoulli_obs',p,observed=D)
trace = pm.sample(120000)
But still, sampling rate is only below 100draws/s. Do you have another idea?
EDIT:
I should mention mention that when loading pymc3 I get the warning shown at the bottom of this page, I mentions severe performance degradation…
Hence, I tried to install “m2w64-toolchain”, but then hell broke loose and I couldn’t get pymc running at all no more (sry, no errors logged, sth. about theano initialization was not right…)
After re-installing everything (including anaconda) I am now back at the same place that I was…
I am quite desperate, I would really like to learn more about this technique, but waiting 5 min for every beginners mistake I have to uncover is unbearable…
best regards
>
> WARNING (theano.configdefaults): g++ not available, if using conda: `conda install m2w64-toolchain`
> C:\Users\Lenovo\Anaconda3\lib\site-packages\theano\configdefaults.py:560: UserWarning: DeprecationWarning: there is no c++ compiler.This is deprecated and with Theano 0.11 a c++ compiler will be mandatory
> warnings.warn("DeprecationWarning: there is no c++ compiler."
> WARNING (theano.configdefaults): g++ not detected ! Theano will be unable to execute optimized C-implementations (for both CPU and GPU) and will default to Python implementations. Performance will be severely degraded. To remove this warning, set Theano flags cxx to an empty string.
> WARNING (theano.tensor.blas): Using NumPy C-API based implementation for BLAS functions.
> C:\Users\Lenovo\Anaconda3\lib\site-packages\dask\config.py:168: YAMLLoadWarning: calling yaml.load() without Loader=... is deprecated, as the default Loader is unsafe. Please read https://msg.pyyaml.org/load for full details.
> data = yaml.load(f.read()) or {}
> C:\Users\Lenovo\Anaconda3\lib\site-packages\distributed\config.py:20: YAMLLoadWarning: calling yaml.load() without Loader=... is deprecated, as the default Loader is unsafe. Please read https://msg.pyyaml.org/load for full details.
> defaults = yaml.load(f)