Skip to content

Speed up to DIC and BPIC #2488

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
junpenglao merged 1 commit into from
Aug 9, 2017
Merged

Speed up to DIC and BPIC #2488

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
10 changes: 6 additions & 4 deletions pymc3/stats.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -116,12 +116,13 @@ def dic(trace, model=None):
`float` representing the deviance information criterion of the model and trace
"""
model = modelcontext(model)
logp = model.logp

mean_deviance = -2 * np.mean([model.logp(pt) for pt in trace])
mean_deviance = -2 * np.mean([logp(pt) for pt in trace])

free_rv_means = {rv.name: trace[rv.name].mean(
axis=0) for rv in model.free_RVs}
deviance_at_mean = -2 * model.logp(free_rv_means)
deviance_at_mean = -2 * logp(free_rv_means)

return 2 * mean_deviance - deviance_at_mean

Expand Down Expand Up @@ -328,12 +329,13 @@ def bpic(trace, model=None):
Optional model. Default None, taken from context.
"""
model = modelcontext(model)
logp = model.logp

mean_deviance = -2 * np.mean([model.logp(pt) for pt in trace])
mean_deviance = -2 * np.mean([logp(pt) for pt in trace])

free_rv_means = {rv.name: trace[rv.name].mean(
axis=0) for rv in model.free_RVs}
deviance_at_mean = -2 * model.logp(free_rv_means)
deviance_at_mean = -2 * logp(free_rv_means)

return 3 * mean_deviance - 2 * deviance_at_mean

Expand Down