问题描述
我正在尝试使用 pystan 开发贝叶斯模型。我能够成功编译模型。但是当我对数据进行采样时,我遇到了运行时错误。参考以下代码:
my_code = '''
data {
int N;
int K1;
int K2;
real max_intercept;
matrix[N,K1] X1;
matrix[N,K2] X2;
vector[N] y;
}
parameters {
vector<lower=0>[K1] beta1;
vector[K2] beta2;
real<lower=0,upper=max_intercept> alpha;
real<lower=0> noise_var;
}
model {
beta1 ~ normal(0,1);
beta2 ~ normal(0,1);
noise_var ~ inv_gamma(0.05,0.05 * 0.01);
y ~ normal(X1*beta1 + X2*beta2 + alpha,sqrt(noise_var));
}
'''
fit1 = sm1.sampling(data=input_data,iter=2000,chains=4,init=0.5,n_jobs=-1) #Getting an error here
我已经检查了所有数据点(没有丢失的数据或没有相同数字的列)及其数据类型(都是浮点数 64)。我还使用 MinMaxScaler 缩放数据
input_data = {
'N': len(data_scaled),#836
'K1': len(pos_var),#17
'K2': len(pos_neg_var),#29
'X1': X1,#(836,17)
'X2': X2,17)
'y': data['orders'].values,'max_intercept': min(data['orders']) #0
}
以下是我遇到的错误。
RemoteTraceback Traceback (most recent call last)
RemoteTraceback:
"""
Traceback (most recent call last):
File "C:\Users\abc\.conda\envs\stan_env\lib\multiprocessing\pool.py",line 121,in worker
result = (True,func(*args,**kwds))
File "C:\Users\abc\.conda\envs\stan_env\lib\multiprocessing\pool.py",line 44,in mapstar
return list(map(*args))
File "stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893.pyx",line 371,in stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893._call_sampler_star
File "stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893.pyx",line 404,in stanfit4anon_model_a396b59aabedfaa132f3a814776a219f_7619586994410633893._call_sampler
RuntimeError: Initialization Failed.
"""
The above exception was the direct cause of the following exception:
RuntimeError Traceback (most recent call last)
<timed exec> in <module>
~\.conda\envs\stan_env\lib\site-packages\pystan\model.py in sampling(self,data,pars,chains,iter,warmup,thin,seed,init,sample_file,diagnostic_file,verbose,algorithm,control,n_jobs,**kwargs)
776 call_sampler_args = izip(itertools.repeat(data),args_list,itertools.repeat(pars))
777 call_sampler_star = self.module._call_sampler_star
--> 778 ret_and_samples = _map_parallel(call_sampler_star,call_sampler_args,n_jobs)
779 samples = [smpl for _,smpl in ret_and_samples]
780
~\.conda\envs\stan_env\lib\site-packages\pystan\model.py in _map_parallel(function,args,n_jobs)
83 try:
84 pool = multiprocessing.Pool(processes=n_jobs)
---> 85 map_result = pool.map(function,args)
86 finally:
87 pool.close()
~\.conda\envs\stan_env\lib\multiprocessing\pool.py in map(self,func,iterable,chunksize)
266 in a list that is returned.
267 '''
--> 268 return self._map_async(func,mapstar,chunksize).get()
269
270 def starmap(self,chunksize=None):
~\.conda\envs\stan_env\lib\multiprocessing\pool.py in get(self,timeout)
655 return self._value
656 else:
--> 657 raise self._value
658
659 def _set(self,i,obj):
RuntimeError: Initialization Failed.
解决方法
我解决了这个问题!当数据不满足模型中定义的约束时,通常会出现运行时错误。
- 例如,当模型中定义的约束为 X>0 时,X 值具有一些 -ve 数字。
- 也是最常见的错误,需要确保 Y 值没有关闭。在我的数据中,很少有 Y 值为 0,这些值通过了缺失值和 pos 值检查。用 Y 的平均值对值进行插补后,问题就解决了。
快乐学习!