import copy
import pymc3 as pm
from lasagne import init
from gelato.specs.base import DistSpec, get_default_testval, smart_init
__all__ = [
'get_default_spec',
'set_default_spec',
'PartialSpec',
'UniformSpec',
'FlatSpec',
'NormalSpec',
'BetaSpec',
'ExponentialSpec',
'LaplaceSpec',
'StudentTSpec',
'CauchySpec',
'HalfCauchySpec',
'GammaSpec',
'WeibullSpec',
'LognormalSpec',
'ChiSquaredSpec',
'HalfNormalSpec',
'WaldSpec',
'ParetoSpec',
'InverseGammaSpec',
'ExGaussianSpec',
'VonMisesSpec',
'SkewNormalSpec',
# 'HalfStudentTSpec',
# 'NormalMixtureSpec'
]
_default_spec = DistSpec(pm.Normal, mu=0, sd=10, testval=smart_init)
def get_default_spec(testval=None):
# to avoid init collision
cp = copy.deepcopy(_default_spec)
if testval is None and cp.testval is None:
cp.testval = get_default_testval()
elif testval is not None:
cp.testval = testval
else:
pass
return cp
def set_default_spec(spec):
global _default_spec
_default_spec = spec
class PartialSpec(DistSpec):
spec = None
def __init__(self, *args, **kwargs):
super(PartialSpec, self).__init__(self.spec, *args, **kwargs)
class UniformSpec(PartialSpec):
spec = pm.Uniform
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, lower=0, upper=1):
super(UniformSpec, self).__init__(lower=lower, upper=upper)
class FlatSpec(PartialSpec):
spec = pm.Flat
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self):
super(FlatSpec, self).__init__(testval=init.Uniform(1))
class NormalSpec(PartialSpec):
spec = pm.Normal
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, mu=0, sd=1):
super(NormalSpec, self).__init__(mu=mu, sd=sd)
class BetaSpec(PartialSpec):
spec = pm.Beta
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, alpha=1, beta=1):
super(BetaSpec, self).__init__(alpha=alpha, beta=beta)
class ExponentialSpec(PartialSpec):
spec = pm.Exponential
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, lam=1):
super(ExponentialSpec, self).__init__(lam=lam)
class LaplaceSpec(PartialSpec):
spec = pm.Laplace
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, mu=0, b=1):
super(LaplaceSpec, self).__init__(mu=mu, b=b)
class StudentTSpec(PartialSpec):
spec = pm.StudentT
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, nu, mu=0, sd=1):
super(StudentTSpec, self).__init__(nu=nu, mu=mu, sd=sd)
class CauchySpec(PartialSpec):
spec = pm.Cauchy
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, alpha=0, beta=1):
super(CauchySpec, self).__init__(alpha=alpha, beta=beta)
class HalfCauchySpec(PartialSpec):
spec = pm.HalfCauchy
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, beta):
super(HalfCauchySpec, self).__init__(beta=beta)
class GammaSpec(PartialSpec):
spec = pm.Gamma
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, alpha, beta):
super(GammaSpec, self).__init__(alpha=alpha, beta=beta)
class WeibullSpec(PartialSpec):
spec = pm.Weibull
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, alpha, beta):
super(WeibullSpec, self).__init__(alpha=alpha, beta=beta)
class LognormalSpec(PartialSpec):
spec = pm.Lognormal
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, mu=0, sd=1):
super(LognormalSpec, self).__init__(mu=mu, sd=sd)
class ChiSquaredSpec(PartialSpec):
spec = pm.ChiSquared
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, nu):
super(ChiSquaredSpec, self).__init__(nu=nu)
class HalfNormalSpec(PartialSpec):
spec = pm.HalfNormal
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, sd=1):
super(HalfNormalSpec, self).__init__(sd=sd)
class WaldSpec(PartialSpec):
spec = pm.Wald
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, mu, lam, alpha=0.):
super(WaldSpec, self).__init__(mu=mu, lam=lam, alpha=alpha)
class ParetoSpec(PartialSpec):
spec = pm.Pareto
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, alpha, m):
super(ParetoSpec, self).__init__(alpha=alpha, m=m)
class InverseGammaSpec(PartialSpec):
spec = pm.InverseGamma
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, alpha, beta=1):
super(InverseGammaSpec, self).__init__(alpha=alpha, beta=beta)
class ExGaussianSpec(PartialSpec):
spec = pm.ExGaussian
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, mu, sd, nu):
super(ExGaussianSpec, self).__init__(mu=mu, sigma=sd, nu=nu)
class VonMisesSpec(PartialSpec):
spec = pm.VonMises
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, mu, kappa):
super(VonMisesSpec, self).__init__(mu=mu, kappa=kappa)
class SkewNormalSpec(PartialSpec):
spec = pm.SkewNormal
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, mu=0.0, sd=1, alpha=1):
super(SkewNormalSpec, self).__init__(mu=mu, sd=sd, alpha=alpha)
'''
class HalfStudentTSpec(PartialSpec):
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=pm.HalfStudentT.distribution.__name__,
doc="""Bounded StudentT with support on [0, +inf]\n{doc}""".format(
doc=pm.StudentT.__doc__
)
)
spec = pm.HalfStudentT
def __init__(self, nu, mu=0, sd=1):
super(HalfStudentTSpec, self).__init__(nu=nu, mu=mu, sd=sd)
'''
'''
class NormalMixtureSpec(PartialSpec):
spec = pm.NormalMixture
__doc__ = """Gelato DistSpec with {dist} prior\n\n{doc}""".format(
dist=spec.__name__,
doc=spec.__doc__
)
def __init__(self, w, mu, sd=None, tau=None):
w = np.asarray(w)
mu = np.asarray(mu)
if sd is not None:
sd = np.asarray(sd)
if tau is not None:
tau = np.asarray(tau)
_, sd = get_tau_sd(tau, sd)
super(NormalMixtureSpec, self).__init__(w=w, mu=mu, sd=sd)
'''
