我在使用 PYMC3 计算后验时遇到此错误:
with pm.Model() as model:
p = pm.Gamma('p', alpha=1, beta=3, shape=regions.shape[0])
q = pm.Gamma('q', alpha=1, beta=3, shape=regions.shape[0])
m = pm.Lognormal('m', mu=np.log(total_M), sd=.25, shape=regions.shape[0])
t = pm.Uniform('t', lower=0, upper=100, observed=sales.t)
cid = pm.Categorical('cid', p=np.repeat(1./sales.shape[0], sales.shape[0]), observed=sales.region )
sigma = pm.Gamma('sigma', alpha=1, beta=3)
mu = m[cid]*(((p[cid]+q[cid])**2)/p[cid])*((np.exp(-(p[cid]+q[cid])*t))/((1+(q[cid]/p[cid])*np.exp(-(p[cid]+q[cid])*t))**2))
Y_obs = pm.Normal('Ft', mu= mu, sd=sigma, observed= sales.sales)
trace = pm.sample(100000,init = 'adapt_diag', progressbar = True, tune = 1000)
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我尝试将 mu = mu 更改为 mu = np.log(mu),它解决了错误,但与我的其他伙伴相比,结果却很糟糕。