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Remove unused variable, rename internal variable #3525

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Merged
ColCarroll merged 2 commits into from
Jun 29, 2019
Merged

Remove unused variable, rename internal variable #3525

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b6f3f32
Remove unused variable, rename internal variable
ColCarroll Jun 18, 2019
d83631d
Add weighting back in
ColCarroll Jun 20, 2019
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19 changes: 8 additions & 11 deletions pymc3/step_methods/hmc/quadpotential.py
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Original file line number Diff line number Diff line change
Expand Up @@ -292,8 +292,7 @@ class _WeightedVariance:
def __init__(self, nelem, initial_mean=None, initial_variance=None,
initial_weight=0, dtype='d'):
self._dtype = dtype
self.w_sum = float(initial_weight)
self.w_sum2 = float(initial_weight) ** 2
self.n_samples = float(initial_weight)
if initial_mean is None:
self.mean = np.zeros(nelem, dtype='d')
else:
Expand All @@ -303,7 +302,7 @@ def __init__(self, nelem, initial_mean=None, initial_variance=None,
else:
self.raw_var = np.array(initial_variance, dtype='d', copy=True)

self.raw_var[:] *= self.w_sum
self.raw_var[:] *= self.n_samples

if self.raw_var.shape != (nelem,):
raise ValueError('Invalid shape for initial variance.')
Expand All @@ -312,21 +311,19 @@ def __init__(self, nelem, initial_mean=None, initial_variance=None,

def add_sample(self, x, weight):
x = np.asarray(x)
self.w_sum += weight
self.w_sum2 += weight * weight
prop = weight / self.w_sum
self.n_samples += 1
old_diff = x - self.mean
self.mean[:] += prop * old_diff
self.mean[:] += old_diff / self.n_samples
new_diff = x - self.mean
self.raw_var[:] += weight * old_diff * new_diff
self.raw_var[:] += weight * old_diff * new_diff

def current_variance(self, out=None):
if self.w_sum == 0:
if self.n_samples == 0:
raise ValueError('Can not compute variance without samples.')
if out is not None:
return np.divide(self.raw_var, self.w_sum, out=out)
return np.divide(self.raw_var, self.n_samples, out=out)
else:
return (self.raw_var / self.w_sum).astype(self._dtype)
return (self.raw_var / self.n_samples).astype(self._dtype)

def current_mean(self):
return self.mean.copy(dtype=self._dtype)
Expand Down