From 73b8223fd2c89c29c2dc84c2158bed9b33d2d95d Mon Sep 17 00:00:00 2001
From: Scott Linderman <scott.linderman@gmail.com>
Date: Wed, 20 Dec 2017 14:32:10 -0500
Subject: [PATCH] add color code to state usage
---
pybasicbayes/models/factor_analysis.py | 26 +++++++++++++++++++++-----
1 file changed, 21 insertions(+), 5 deletions(-)
diff --git a/pybasicbayes/models/factor_analysis.py b/pybasicbayes/models/factor_analysis.py
index 69a0624..23aa648 100644
--- a/pybasicbayes/models/factor_analysis.py
+++ b/pybasicbayes/models/factor_analysis.py
@@ -26,9 +26,9 @@ class FactorAnalysisStates(object):
def __init__(self, model, data, mask=None, **kwargs):
self.model = model
self.X = data
- self.mask = mask
if mask is None:
mask = np.ones_like(data, dtype=bool)
+ self.mask = mask
assert data.shape == mask.shape and mask.dtype == bool
assert self.X.shape[1] == self.D_obs
@@ -58,8 +58,18 @@ class FactorAnalysisStates(object):
def log_likelihood(self):
- mu = np.dot(self.Z, self.W.T)
- return -0.5 * np.sum(((self.X - mu) * self.mask) ** 2 / self.sigmasq)
+ # mu = np.dot(self.Z, self.W.T)
+ # return -0.5 * np.sum(((self.X - mu) * self.mask) ** 2 / self.sigmasq)
+
+ # Compute the marginal likelihood, integrating out z
+ mu_x = np.zeros(self.D_obs)
+ Sigma_x = self.W.dot(self.W.T) + np.diag(self.sigmasq)
+
+ if not np.all(self.mask):
+ raise Exception("Need to implement this!")
+ else:
+ from scipy.stats import multivariate_normal
+ return multivariate_normal(mu_x, Sigma_x).logpdf(self.X)
## Gibbs
def resample(self):
@@ -184,10 +194,16 @@ class _FactorAnalysisBase(Model):
data.Z = Z
if keep:
self.data_list.append(data)
- return data
+ return data.X, data.Z
+
+ def _log_likelihoods(self, x, mask=None, **kwargs):
+ self.add_data(x, mask=mask, **kwargs)
+ states = self.data_list.pop()
+ return states.log_likelihood()
def log_likelihood(self):
- return np.sum([d.log_likelihood() for d in self.data_list])
+ return sum([d.log_likelihood().sum() for d in self.data_list])
+
def log_probability(self):
lp = 0
--
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