bayesian

colaboratory will not acknowledge arviz after installation and import

馋奶兔 提交于 2020-05-15 02:05:34
问题 In Google's colaboratory, installed arviz then did import arviz without error, but in a code cell, pm.plot_posterior(samples) gets error: arviz not installed. Trying to plot Bayesian code pm.plot_posterior(samples) I expect a plot 回答1: Install Arviz prior to importing PyMC3 , otherwise it apparently cannot find it. In your case, simply restarting the runtime ( Runtime > Restart runtime... ) should get it working. 回答2: Hi did you try adding the cell magic %matplotlib inline ? This may be an

colaboratory will not acknowledge arviz after installation and import

故事扮演 提交于 2020-05-15 02:04:44
问题 In Google's colaboratory, installed arviz then did import arviz without error, but in a code cell, pm.plot_posterior(samples) gets error: arviz not installed. Trying to plot Bayesian code pm.plot_posterior(samples) I expect a plot 回答1: Install Arviz prior to importing PyMC3 , otherwise it apparently cannot find it. In your case, simply restarting the runtime ( Runtime > Restart runtime... ) should get it working. 回答2: Hi did you try adding the cell magic %matplotlib inline ? This may be an

[Udemy] Recommender Systems and Deep Learning in Python

喜你入骨 提交于 2020-05-04 05:15:59
1. Welcome 主要讲四部分内容: non-personized systems   popularity: 基于流行度或者最大利益化的推荐。 缺点也明显:你可能在特殊地方有些特殊需求, 或者你本来就是大多数人不一样   Association: 找出订单里一起下单的物品的相关性,一般有Aproiri, FP 等算法 collaborative filtering matrix factorization (and its variant like probablistic matrix factorization), also known as SVD Deep learning    2. Simple recommentation systems 基于popularity 的推荐要考虑时效性,比如一则新闻虽然曾经是爆炸性的阅读量很多,但是不合适出现新闻的推荐中,这就需要在popularity 和 age(时间老化) 之间做平衡. 具体地,Hacker News 网站用的公式为:也叫 rank formula 另一个具体的例子是Reddit: 如果平均值一样,那么需要考虑rating 个数,可以参考下面公式: google 的 PageRank 算法是基于 Markov 模型的. Markov 模型就是NLP里面的unigram, bigram 的概念

24.时间序列---ARIMA模型

谁说我不能喝 提交于 2020-05-02 10:57:02
(一)Arima模型 时间序列建模基本步骤 获取被观测系统时间序列数据; 对数据绘图,观测是否为平稳时间序列;对于非平稳时间序列要先进行d阶差分运算,化为平稳时间序列; 经过第二步处理,已经得到平稳时间序列。要对平稳时间序列分别求得其自相关系数ACF 和偏自相关系数PACF ,通过对自相关图和偏自相关图的分析,得到最佳的阶层 p 和阶数 q 由以上得到的d、q、p,得到ARIMA模型。然后开始对得到的模型进行模型检验 一、时间序列平稳性 1.判断是否平稳   平稳性就是要求经由样本时间序列所得到的拟合曲线在未来一段时间内仍能顺着现有的形态惯性地延续下去。平稳性要求序列的 均值和方差不发生明显变化 。 严平稳: 严平稳表示的分布不随时间的改变而改变。如白噪声(正太),无论怎么取, 期望都是0,方差为1 。 宽平稳: 期望与相关系数(依赖性)不变。未来某时刻的t的值X t 要依赖于它的过去信息,所以需要依赖性。这种依赖性不能有明显的变化。 三种方法: (1)时序图检验 (2)自相关系数和偏相关系数 (3)单位根检验 如果是不平稳,那就需要将其转成平稳,就要用到差分法。 2.差分法 使用差分法可以使得数据更平稳,常用方法:一阶差分法和二阶差分法 3. 纯随机性检验   纯随机序列,又称白噪声序列,序列的各项数值之间没有任何相关关系,白噪声序列是没有信息可提取的平稳序列

优秀博士论文精华版:面向互联网金融微观对象的数据挖掘方法

柔情痞子 提交于 2020-04-27 10:52:52
      摘 要   近些年,互联网金融市场的蓬勃发展对传统金融行业造成了巨大冲击;与此同时,互联 网金融市场中积累的海量用户和交易数据为研究智能化、个性化、精准化的服务提供了 支持。本文通过大数据驱动的研究方法,分别针对互联网金融平台中的参与三方——用 户、金融产品和市场管理进行了系统性的研究。在真实互联网金融数据上的实验结果验 证了本研究中所提出方法的有效性。    关 键 字   互联网金融;微观对象;数据挖掘;行为分析;推荐系统    0 引言   互联网金融是指传统金融机构或者互联网企 业利用互联网等信息技术实现资金融通、支付、 投资和信息中介等服务的新型金融业务模式。互联网金融是目前金融科技(Fintech)领域的重要 形态和研究对象之一。相比于传统金融,互联网金融具有效率高、成本低、范围广、操作方便等优势。但是,互联网金融模式也在一定程度上造成了金融市场门槛降低、市场流动性增大,以及监管困难等问题。   互联网金融市场的易变性和业务复杂性对传统经济学、金融学的研究范式提出了挑战。与此同时,互联网金融市场中积累的海量用户和交易数据,也为研究者深入探索互联网环境下金融市场的潜在价值,解决互联网金融市场中存在的问题,开发大数据驱动的智慧金融服务带来了全新的机遇。   基于以上背景,本文调研了互联网金融的现状,并采用数据驱动的研究方法对互联网金融市场的主要微观对象(用户

【ICLR2019】Poster 论文汇总

筅森魡賤 提交于 2020-04-24 22:59:38
ICLR2019 Poster 文章汇总, 共478 papers Convolutional Neural Networks on Non-uniform Geometrical Signals Using Euclidean Spectral Transformation Keywords:Non-uniform Fourier Transform, 3D Learning, CNN, surface reconstruction TL;DR:We use non-Euclidean Fourier Transformation of shapes defined by a simplicial complex for deep learning, achieving significantly better results than point-based sampling techiques used in current 3D learning literature. Augmented Cyclic Adversarial Learning for Low Resource Domain Adaptation Keywords:Domain adaptation, generative adversarial network, cyclic adversarial

Summing RVs using PYMC3

我的梦境 提交于 2020-03-23 08:00:38
问题 I am attempting to implement the model from the image. I am new to PyMC3 and I am not sure how to structure the model correctly. My attempt is below: # sample data logprem = np.array([8.66768002, 8.49862181, 8.60410456, 8.54966038, 8.55910259, 8.56216656, 8.51559191, 8.60630237, 8.56140145, 8.50956416]) with Model() as model: logelr = Normal('logelr', -0.4, np.sqrt(10), shape=10) α0 = 0 β9 = 0 α = Normal('α', 0, sigma=np.sqrt(10), shape=9) β = Normal('β', 0, sigma=np.sqrt(10), shape=9) a =

Multidimensional PyMC3 Observations

女生的网名这么多〃 提交于 2020-03-03 07:09:27
问题 My model has a LogNormal RV, C, of shape (W,D). Each row in W and each column in D has a parameter that is being fit. I have tried to specify my observations as a (W,D) matrix, however, that is leading to a theano compile error raise Exception('Compilation failed (return status=%s): %s' % Exception: ('The following error happened while compiling the node', Alloc(Elemwise{switch,no_inplace}.0, TensorConstant{10}, TensorConstant{10}), '\n', 'Compilation failed (return status=3): ', '[Alloc(

Multidimensional PyMC3 Observations

空扰寡人 提交于 2020-03-03 07:08:29
问题 My model has a LogNormal RV, C, of shape (W,D). Each row in W and each column in D has a parameter that is being fit. I have tried to specify my observations as a (W,D) matrix, however, that is leading to a theano compile error raise Exception('Compilation failed (return status=%s): %s' % Exception: ('The following error happened while compiling the node', Alloc(Elemwise{switch,no_inplace}.0, TensorConstant{10}, TensorConstant{10}), '\n', 'Compilation failed (return status=3): ', '[Alloc(

Using Bayes formula

↘锁芯ラ 提交于 2020-02-08 10:01:43
问题 suppose the cave system contains 100 caves, of which 90 caves are without a hidden treasure and 10 caves contain a buried gold object. In 70% of the caves with a hidden treasure, the Wumpus has left behind his usual stench from digging about and bumping into walls. In the remaining caves with hidden treasures in them, the Wumpus has left no trace, i.e. they are non-smelly. Furthermore, all the caves without a hidden treasure are free from smell, since the Wumpus has fled the cave system. The