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Make figure in AR2 example reproducible #1816

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merged 6 commits into from
Jun 23, 2024
Merged

Make figure in AR2 example reproducible #1816

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4c0a494
Add code to reproduce ar2 plot
damonbayer Jun 18, 2024
c99f7ec
use m_t for plot
damonbayer Jun 18, 2024
12bf088
make pre-commit happy
damonbayer Jun 18, 2024
17821d1
implement mean tracking for loop version
damonbayer Jun 18, 2024
8ebbaa7
restore mean tracking in scan version
damonbayer Jun 18, 2024
e4bd854
Merge branch 'pyro-ppl:master' into dmb_ar2_plot
damonbayer Jun 22, 2024
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7 changes: 4 additions & 3 deletions examples/ar2.py
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Original file line number Diff line number Diff line change
Expand Up @@ -64,8 +64,6 @@ def transition(carry, _):
with numpyro.handlers.condition(data={"y": y[2:]}):
_, mu = scan(transition, init, timesteps)

numpyro.deterministic("mu", mu)
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Is this intended?

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No 🤦‍♂️

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Fixed in 8ebbaa7



def ar2_for_loop(y):
alpha_1 = numpyro.sample("alpha_1", dist.Normal(0, 1))
Expand All @@ -75,13 +73,16 @@ def ar2_for_loop(y):

y_prev = y[1]
y_prev_prev = y[0]

mu = []
for i in range(2, len(y)):
m_t = const + alpha_1 * y_prev + alpha_2 * y_prev_prev
mu.append(m_t)
y_t = numpyro.sample("y_{}".format(i), dist.Normal(m_t, sigma), obs=y[i])
y_prev_prev = y_prev
y_prev = y_t

numpyro.deterministic("mu", jnp.asarray(mu))


def run_inference(model, args, rng_key, y):
start = time.time()
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