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@DavidWalz
DavidWalz / gist:8538435
Created January 21, 2014 11:29
python: clopper pearson binomial confidence belt
import scipy.stats
def clopper_pearson(k,n,alpha=0.32):
"""
http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval
alpha confidence intervals for a binomial distribution of k expected successes on n trials
Clopper Pearson intervals are a conservative estimate.
"""
lo = scipy.stats.beta.ppf(alpha/2, k, n-k+1)
hi = scipy.stats.beta.ppf(1 - alpha/2, k+1, n-k)
return lo, hi
@DavidWalz
DavidWalz / mlflow_eval_runs.py
Last active March 22, 2020 01:23
MLflow - Plot mean and standard deviation for each metric grouped by parameter settings
import mlflow
import numpy as np
import matplotlib.pyplot as plt
# get runs
exp_name = "experiment_name"
exp_id = mlflow.get_experiment_by_name(exp_name).experiment_id
runs = mlflow.search_runs(exp_id)
@DavidWalz
DavidWalz / discretete_constrained_ParEGO.py
Last active December 26, 2020 17:01
BoTorch: ParEGO with discrete feasibility constraint
import botorch
import gpytorch
import matplotlib.pyplot as plt
import torch
from botorch.acquisition.monte_carlo import qExpectedImprovement
from botorch.fit import fit_gpytorch_model
from botorch.models import ModelListGP, SingleTaskGP
from botorch.models.gpytorch import GPyTorchModel
from functools import partial
from gpytorch.mlls.exact_marginal_log_likelihood import ExactMarginalLogLikelihood