CODEWITHSUNDEEP
python-2.7bayesianpymcpymc3hierarchical-bayesian
Arjun Devdas
Arjun Devdas

Reputation: 59

Saving data from traceplot in PyMC3

Below is the code for a simple Bayesian Linear regression. After I obtain the trace and the plots for the parameters, is there any way in which I can save the data that created the plots in a file so that if I need to plot it again I can simply plot it from the data in the file rather than running the whole simulation again?

import pymc3 as pm
import matplotlib.pyplot as plt
import numpy as np

x = np.linspace(0,9,5)
y = 2*x + 5
yerr=np.random.rand(len(x))

def soln(x, p1, p2):
    return p1+p2*x

with pm.Model() as model:
    # Define priors
    intercept = pm.Normal('Intercept', 15, sd=5)
    slope = pm.Normal('Slope', 20, sd=5)
    # Model solution
    sol = soln(x, intercept, slope)
    # Define likelihood
    likelihood = pm.Normal('Y', mu=sol,
                        sd=yerr, observed=y)

    # Sampling

    trace = pm.sample(1000, nchains = 1)


pm.traceplot(trace)
print pm.summary(trace, ['Slope'])
print pm.summary(trace, ['Intercept'])
plt.show()

Upvotes: 1

Views: 2291

Answers (3)

SysBasti
SysBasti

Reputation: 11

Update for someone like me who is still coming over to this question:

load_trace and save_trace functions were removed. Since version 4.0 even the deprecation waring for these functions were removed.

The way to do it is now to use arviz:

with model:
   trace = pymc.sample(return_inferencedata=True)
   trace.to_netcdf("filename.nc")

And it can be loaded with:

trace = arviz.from_netcdf("filename.nc")

Upvotes: 1

Ivan Zakharchuk
Ivan Zakharchuk

Reputation: 1

This way works for me :

# saving trace
pm.save_trace(trace=trace_nb, directory=r"c:\Users\xxx\Documents\xxx\traces\trace_nb")

# loading saved traces
with model_nb:
    t_nb = pm.load_trace(directory=r"c:\Users\xxx\Documents\xxx\traces\trace_nb")

Upvotes: 0

colcarroll
colcarroll

Reputation: 3682

There are two easy ways of doing this:

  1. Use a version after 3.4.1 (currently this means installing from master, with pip install git+https://github.com/pymc-devs/pymc3). There is a new feature that allows saving and loading traces efficiently. Note that you need access to the model that created the trace:

    ...
pm.save_trace(trace, 'linreg.trace') 

# later
with model:
   trace = pm.load_trace('linreg.trace')

  2. Use cPickle (or pickle in python 3). Note that pickle is at least a little insecure, don't unpickle data from untrusted sources:

    import cPickle as pickle  # just `import pickle` on python 3

...
with open('trace.pkl', 'wb') as buff:
    pickle.dump(trace, buff)

#later
with open('trace.pkl', 'rb') as buff:
    trace = pickle.load(buff)

Upvotes: 3

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