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demo how to use init strategies in gp.py #823

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Nov 22, 2020
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demo how to use init strategies in gp.py #823

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6ff52c8
add init strategies
martinjankowiak Nov 21, 2020
f08ad48
nit
martinjankowiak Nov 22, 2020
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17 changes: 15 additions & 2 deletions examples/gp.py
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Original file line number Diff line number Diff line change
Expand Up @@ -24,7 +24,7 @@

import numpyro
import numpyro.distributions as dist
from numpyro.infer import MCMC, NUTS
from numpyro.infer import MCMC, NUTS, init_to_value, init_to_median, init_to_feasible, init_to_sample, init_to_uniform

matplotlib.use('Agg') # noqa: E402

Expand Down Expand Up @@ -55,7 +55,18 @@ def model(X, Y):
# helper function for doing hmc inference
def run_inference(model, args, rng_key, X, Y):
start = time.time()
kernel = NUTS(model)
# demonstrate how to use different HMC initialization strategies
if args.init_strategy == "value":
init_strategy = init_to_value(values={"kernel_var": 1.0, "kernel_noise": 0.05, "kernel_length": 0.5})
elif args.init_strategy == "median":
init_strategy = init_to_median(num_samples=10)
elif args.init_strategy == "feasible":
init_strategy = init_to_feasible()
elif args.init_strategy == "sample":
init_strategy = init_to_sample()
elif args.init_strategy == "uniform":
init_strategy = init_to_uniform(radius=1)
kernel = NUTS(model, init_strategy=init_strategy)
mcmc = MCMC(kernel, args.num_warmup, args.num_samples, num_chains=args.num_chains,
progress_bar=False if "NUMPYRO_SPHINXBUILD" in os.environ else True)
mcmc.run(rng_key, X, Y)
Expand Down Expand Up @@ -136,6 +147,8 @@ def main(args):
parser.add_argument("--num-chains", nargs='?', default=1, type=int)
parser.add_argument("--num-data", nargs='?', default=25, type=int)
parser.add_argument("--device", default='cpu', type=str, help='use "cpu" or "gpu".')
parser.add_argument("--init-strategy", default='median', type=str,
choices=['median', 'feasible', 'value', 'uniform', 'sample'])
args = parser.parse_args()

numpyro.set_platform(args.device)
Expand Down