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clean laplace results #563

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merged 5 commits into from
Aug 27, 2022
Merged

clean laplace results #563

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15026f0
clean laplace results
aloctavodia Aug 27, 2022
6bd9c62
disable pylint false alarm
aloctavodia Aug 27, 2022
bba8562
revert pylint disable and change inv for reciprocal
aloctavodia Aug 27, 2022
6e403c0
fix docstring
aloctavodia Aug 27, 2022
be41dd5
Remove `model` parameter from docstring.
tomicapretto Aug 27, 2022
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2 changes: 1 addition & 1 deletion bambi/backend/links.py
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Original file line number Diff line number Diff line change
Expand Up @@ -36,7 +36,7 @@ def identity(x):


def inverse_squared(x):
return at.inv(at.sqrt(x))
return at.reciprocal(at.sqrt(x))


def arctan_2(x):
Expand Down
14 changes: 8 additions & 6 deletions bambi/backend/pymc.py
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Expand Up @@ -23,7 +23,7 @@ class PyMCModel:
"cloglog": cloglog,
"identity": identity,
"inverse_squared": inverse_squared,
"inverse": at.inv,
"inverse": at.reciprocal,
"log": at.exp,
"logit": logit,
"probit": probit,
Expand Down Expand Up @@ -108,7 +108,7 @@ def run(
elif inference_method == "vi":
result = self._run_vi(**kwargs)
elif inference_method == "laplace":
result = self._run_laplace(draws)
result = self._run_laplace(draws, omit_offsets, include_mean)
else:
raise NotImplementedError(f"{inference_method} method has not been implemented")

Expand Down Expand Up @@ -349,10 +349,10 @@ def _run_mcmc(
f"``mcmc``, ``nuts_numpyro`` or ``nuts_blackjax``"
)

idata = self._clean_mcmc_results(idata, omit_offsets, include_mean)
idata = self._clean_results(idata, omit_offsets, include_mean)
return idata

def _clean_mcmc_results(self, idata, omit_offsets, include_mean):
def _clean_results(self, idata, omit_offsets, include_mean):
for group in idata.groups():
getattr(idata, group).attrs["modeling_interface"] = "bambi"
getattr(idata, group).attrs["modeling_interface_version"] = version.__version__
Expand Down Expand Up @@ -438,7 +438,7 @@ def _run_vi(self, **kwargs):
self.vi_approx = pm.fit(**kwargs)
return self.vi_approx

def _run_laplace(self, draws):
def _run_laplace(self, draws, omit_offsets, include_mean):
"""Fit a model using a Laplace approximation.

Mainly for pedagogical use, provides reasonable results for approximately
Expand Down Expand Up @@ -473,7 +473,9 @@ def _run_laplace(self, draws):

samples = np.random.multivariate_normal(modes, cov, size=draws)

return _posterior_samples_to_idata(samples, self.model)
idata = _posterior_samples_to_idata(samples, self.model)
idata = self._clean_results(idata, omit_offsets, include_mean)
return idata


def _posterior_samples_to_idata(samples, model):
Expand Down