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Add progress bar option to PPC and VP sampling #1454

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Merged
merged 1 commit into from
Oct 17, 2016
Merged

Add progress bar option to PPC and VP sampling #1454

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9 changes: 7 additions & 2 deletions pymc3/sampling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -318,7 +318,7 @@ def _soft_update(a, b):
a.update({k: v for k, v in b.items() if k not in a})


def sample_ppc(trace, samples=None, model=None, vars=None, size=None, random_seed=None):
def sample_ppc(trace, samples=None, model=None, vars=None, size=None, random_seed=None, progressbar=True):
"""Generate posterior predictive samples from a model given a trace.

Parameters
Expand Down Expand Up @@ -353,8 +353,13 @@ def sample_ppc(trace, samples=None, model=None, vars=None, size=None, random_see

seed(random_seed)

if progressbar:
indices = tqdm(randint(0, len(trace), samples), total=samples)
else:
indices = randint(0, len(trace), samples)

ppc = defaultdict(list)
for idx in randint(0, len(trace), samples):
for idx in indices:
param = trace[idx]
for var in vars:
ppc[var.name].append(var.distribution.random(point=param,
Expand Down
8 changes: 6 additions & 2 deletions pymc3/variational/advi.py
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Original file line number Diff line number Diff line change
Expand Up @@ -12,6 +12,8 @@
import pymc3 as pm
from pymc3.backends.base import MultiTrace

from tqdm import trange

__all__ = ['advi', 'sample_vp']

ADVIFit = namedtuple('ADVIFit', 'means, stds, elbo_vals')
Expand Down Expand Up @@ -272,7 +274,7 @@ def optimizer(loss, param):

def sample_vp(
vparams, draws=1000, model=None, local_RVs=None, random_seed=None,
hide_transformed=True):
hide_transformed=True, progressbar=True):
"""Draw samples from variational posterior.

Parameters
Expand Down Expand Up @@ -344,7 +346,9 @@ def sample_vp(
trace = pm.sampling.NDArray(model=model, vars=vars_sampled)
trace.setup(draws=draws, chain=0)

for i in range(draws):
range_ = trange(draws) if progressbar else range(draws)

for i in range_:
# 'point' is like {'var1': np.array(0.1), 'var2': np.array(0.2), ...}
point = {varname: value for varname, value in zip(varnames, f())}
trace.record(point)
Expand Down