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from pymc import Normal, Uniform, MvNormal, Exponential | |
from numpy.linalg import inv, det | |
from numpy import log, pi, dot | |
import numpy as np | |
from scipy.special import gammaln | |
def _model(data, robust=False): | |
# priors might be adapted here to be less flat | |
mu = Normal('mu', 0, 0.000001, size=2) | |
sigma = Uniform('sigma', 0, 1000, size=2) |
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#let's get the third row | |
a = h5.root | |
b = csr_matrix((a.data[a.indptr[3]:a.indptr[3+1]], a.indices[a.indptr[3]:a.indptr[3+1]], np.array([0,len(a.indices[a.indptr[3]:a.indptr[3+1]])])), shape=(1,n)) |
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h5 = tb.open_file('dot.h5', 'r') | |
a = csr_matrix((h5.root.data[:], h5.root.indices[:], h5.root.indptr[:]), shape=(l,n)) |
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import numpy as np | |
f = tb.open_file('dot.h5', 'w') | |
filters = tb.Filters(complevel=5, complib='blosc') | |
out_data = f.create_earray(f.root, 'data', tb.Float32Atom(), shape=(0,), filters=filters) | |
out_indices = f.create_earray(f.root, 'indices', tb.Int32Atom(),shape=(0,), filters=filters) | |
out_indptr = f.create_earray(f.root, 'indptr', tb.Int32Atom(), shape=(0,), filters=filters) | |
out_indptr.append(np.array([0])) #this is needed as a first indptr | |
max_indptr = 0 | |
for i in range(0, l, bl): | |
res = a[i:min(i+bl, l),:].dot(b) |
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h5 = tb.open_file('dot.h5', 'r') | |
a = csr_matrix((h5.root.data[:], (h5.root.ri[:], h5.root.ci[:])), shape=(l,n)) |
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f = tb.open_file('dot.h5', 'w') | |
filters = tb.Filters(complevel=5, complib='blosc') | |
out_data = f.create_earray(f.root, 'data', tb.Float32Atom(), shape=(0,), filters=filters) | |
out_ri = f.create_earray(f.root, 'ri', tb.Float32Atom(),shape=(0,), filters=filters) | |
out_ci = f.create_earray(f.root, 'ci', tb.Float32Atom(), shape=(0,), filters=filters) | |
for i in range(0, l, bl): | |
res = a.dot(b[:,i:min(i+bl, l)]) | |
vals = res.data | |
ri, ci = res.nonzero() | |
out_data.append(vals) |
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h5 = tb.open_file('dot.h5', 'r') | |
a = h5.root.data | |
row = a[0,:] #only one row gets loaded into memory | |
print row |
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from scipy.sparse import csr_matrix, rand | |
import tables as tb | |
a = rand(2000,2000, format='csr') #imagine that many values are stored in this matrix and that sparsity is low | |
b = a.T | |
l, m, n = a.shape[0], a.shape[1], b.shape[1] | |
f = tb.open_file('dot.h5', 'w') | |
filters = tb.Filters(complevel=5, complib='blosc') | |
out = f.create_carray(f.root, 'data', tb.Float32Atom(), shape=(l, n), filters=filters) | |
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def analyze(data, discrete=True, xmin=1.): | |
model = mc.MCMC(_model(data,discrete,xmin)) | |
model.sample(5000) | |
print(model.stats()['alpha']['mean']) | |
mc.Matplot.plot(model) |
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import pymc as mc | |
from scipy.special import zeta | |
def _model(data, discrete=True, xmin=1.): | |
alpha = mc.Exponential('alpha', 1. / 1.5) | |
@mc.stochastic(observed=True) | |
def custom_stochastic(value=data, alpha=alpha, xmin=xmin, discrete=discrete): | |
value = value[value >= xmin] | |
if discrete == True: |