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`TypeError` when initializing HMC for `ParamMixture` model
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from __future__ import absolute_import | |
from __future__ import division | |
from __future__ import print_function | |
from time import time | |
import edward as ed | |
import matplotlib.pyplot as plt | |
import numpy as np | |
import tensorflow as tf | |
from edward.models import (Dirichlet, Empirical, InverseGamma, ParamMixture, Normal) | |
# Generate data | |
true_mu = np.array([-1., 0., 1.], np.float32) * 10 | |
true_sigmasq = np.array([1.**2, 2.**2, 3.**2], np.float32) | |
true_pi = np.array([0.2, 0.3, 0.5], np.float32) | |
N = 10000 | |
K = len(true_mu) | |
true_c = np.random.choice(np.arange(K), size=N, p=true_pi) | |
x_val = true_mu[true_c] + np.random.randn(N) * np.sqrt(true_sigmasq[true_c]) | |
# Prior hyperparameters | |
pi_alpha = 1. + np.zeros(K, dtype=np.float32) | |
mu_sigma = np.std(true_mu) | |
sigmasq_alpha = 1. | |
sigmasq_beta = 2. | |
# Model | |
pi = Dirichlet(pi_alpha) | |
mu = Normal(0., mu_sigma, sample_shape=[K]) | |
sigmasq = InverseGamma(sigmasq_alpha, sigmasq_beta, sample_shape=[K]) | |
x = ParamMixture(pi, | |
{'mu': mu, 'sigma': tf.sqrt(sigmasq)}, | |
Normal, | |
sample_shape=N) | |
c = x.cat | |
# Inference | |
T = 5000 # number of samples | |
qpi = Empirical(params=tf.Variable(tf.ones([T, K]) / K)) | |
qmu = Empirical(params=tf.Variable(tf.zeros([T, K]))) | |
qsigmasq = Empirical(params=tf.Variable(tf.ones([T, K]))) | |
inference = ed.HMC({pi: qpi, mu: qmu, sigmasq: qsigmasq}, data={x: x_val, c: true_c}) | |
inference.initialize(n_print=10, step_size=0.6) |
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