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Use marginalized mixture classes for DP example #1539

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merged 1 commit into from
Nov 20, 2016
Merged

Use marginalized mixture classes for DP example #1539

merged 1 commit into from
Nov 20, 2016

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AustinRochford
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@AustinRochford AustinRochford commented Nov 20, 2016

I have updated the Dirichlet process mixture model example to use the marginal mixture model classes.

@twiecki I am not sure how to rebuild the public docs after merging this.

@springcoil
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I think @twiecki has to rebuild the docs himself.

@AustinRochford AustinRochford merged commit 00eb604 into pymc-devs:master Nov 20, 2016
@AustinRochford AustinRochford deleted the example-dp-marginal-mixture branch November 20, 2016 20:00
@twiecki
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twiecki commented Nov 21, 2016

Very cool, now live at: http://pymc-devs.github.io/pymc3/notebooks/dp_mix.html

(I just do make html and then do ghp-import to copy to the gh-pages branch).

@AustinRochford Is convergence faster than before? Seems like the old-faithful alpha trace still takes a bit to settle. Have you tried more ADVI samples and advi_map initialization?

@AustinRochford
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@twiecki yes, it is faster than before; more ADVI iterations did not seem to improve things; I did not try advi_map.

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3 participants