|
12 | 12 | # See the License for the specific language governing permissions and |
13 | 13 | # limitations under the License. |
14 | 14 |
|
15 | | -"""Backends for traces |
| 15 | +"""Storage backends for traces |
16 | 16 |
|
17 | | -Available backends |
18 | | ------------------- |
19 | | -
|
20 | | -1. NumPy array (pymc3.backends.NDArray) |
21 | | -2. Text files (pymc3.backends.Text) |
22 | | -3. SQLite (pymc3.backends.SQLite) |
23 | | -
|
24 | | -The NDArray backend holds the entire trace in memory, whereas the Text |
25 | | -and SQLite backends store the values while sampling. |
26 | | -
|
27 | | -Selecting a backend |
28 | | -------------------- |
29 | | -
|
30 | | -By default, a NumPy array is used as the backend. To specify a different |
31 | | -backend, pass a backend instance to `sample`. |
32 | | -
|
33 | | -For example, the following would save the sampling values to CSV files |
34 | | -in the directory 'test'. |
35 | | -
|
36 | | - >>> import pymc3 as pm |
37 | | - >>> with pm.Model(): |
38 | | - >>> db = pm.backends.Text('test') |
39 | | - >>> trace = pm.sample(..., trace=db) |
40 | | -
|
41 | | -Note that as in the example above, one must have an active model context, |
42 | | -or pass a `model` parameter in order to create a backend. |
| 17 | +The NDArray (pymc3.backends.NDArray) backend holds the entire trace in memory. |
43 | 18 |
|
44 | 19 | Selecting values from a backend |
45 | 20 | ------------------------------- |
|
77 | 52 | >>> sliced_trace = trace[1000:] |
78 | 53 |
|
79 | 54 | The backend for the new trace is always NDArray, regardless of the |
80 | | -type of original trace. Only the NDArray backend supports a stop |
81 | | -value in the slice. |
| 55 | +type of original trace. |
82 | 56 |
|
83 | 57 | Loading a saved backend |
84 | 58 | ----------------------- |
85 | 59 |
|
86 | | -Saved backends can be loaded using `load` function in the module for the |
87 | | -specific backend. |
88 | | -
|
89 | | - >>> trace = pm.backends.text.load('test') |
90 | | -
|
91 | | -Writing custom backends |
92 | | ------------------------ |
93 | | -
|
94 | | -Backends consist of a class that handles sampling storage and value |
95 | | -selection. Three sampling methods of backend will be called: |
96 | | -
|
97 | | -- setup: Before sampling is started, the `setup` method will be called |
98 | | - with two arguments: the number of draws and the chain number. This is |
99 | | - useful setting up any structure for storing the sampling values that |
100 | | - require the above information. |
101 | | -
|
102 | | -- record: Record the sampling results for the current draw. This method |
103 | | - will be called with a dictionary of values mapped to the variable |
104 | | - names. This is the only sampling function that *must* do something to |
105 | | - have a meaningful backend. |
106 | | -
|
107 | | -- close: This method is called following sampling and should perform any |
108 | | - actions necessary for finalizing and cleaning up the backend. |
109 | | -
|
110 | | -The base storage class `backends.base.BaseTrace` provides common model |
111 | | -setup that is used by all the PyMC backends. |
112 | | -
|
113 | | -Several selection methods must also be defined: |
114 | | -
|
115 | | -- get_values: This is the core method for selecting values from the |
116 | | - backend. It can be called directly and is used by __getitem__ when the |
117 | | - backend is indexed with a variable name or object. |
118 | | -
|
119 | | -- _slice: Defines how the backend returns a slice of itself. This |
120 | | - is called if the backend is indexed with a slice range. |
121 | | -
|
122 | | -- point: Returns values for each variable at a single iteration. This is |
123 | | - called if the backend is indexed with a single integer. |
124 | | -
|
125 | | -- __len__: This should return the number of draws. |
126 | | -
|
127 | | -When `pymc3.sample` finishes, it wraps all trace objects in a MultiTrace |
128 | | -object that provides a consistent selection interface for all backends. |
129 | | -If the traces are stored on disk, then a `load` function should also be |
130 | | -defined that returns a MultiTrace object. |
| 60 | +Saved backends can be loaded using `arviz.from_netcdf` |
131 | 61 |
|
132 | | -For specific examples, see pymc3.backends.{ndarray,text,sqlite}.py. |
133 | 62 | """ |
134 | 63 | from ..backends.ndarray import NDArray, save_trace, load_trace, point_list_to_multitrace |
135 | | -from ..backends.text import Text |
136 | | -from ..backends.sqlite import SQLite |
137 | | -from ..backends.hdf5 import HDF5 |
138 | | - |
139 | | -_shortcuts = { |
140 | | - "text": {"backend": Text, "name": "mcmc"}, |
141 | | - "sqlite": {"backend": SQLite, "name": "mcmc.sqlite"}, |
142 | | - "hdf5": {"backend": HDF5, "name": "mcmc.hdf5"}, |
143 | | -} |
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