在 pymc 中采样时绘制跟踪

Question

有没有什么方法可以自动绘制轨迹迭代次数？我正在使用一个相对昂贵的模型，不时检查一下链条的状态会很好。

Answer 1

在 PyMC 2.3 中，您可以在控制台会话中使用 isample（在 IPython Notebooks 中不起作用）。这允许您暂停或将作业发送到后台。它看起来像这样：

In [7]: M.isample(20000)
==============
 PyMC console
==============

        PyMC is now sampling. Use the following commands to query or pause the sampler.


        Commands:
          i -- index: print current iteration index
          p -- pause: interrupt sampling and return to the main console.
                      Sampling can be resumed later with icontinue().
          h -- halt:  stop sampling and truncate trace. Sampling cannot be
                      resumed for this chain.
          b -- bg:    return to the main console. The sampling will still
                      run in a background thread. There is a possibility of
                      malfunction if you interfere with the Sampler's
                      state or the database during sampling. Use this at your
                      own risk.

pymc > p

从长远来看，这可能是一种方便的检查方式。