I have a code which generates either 0 or 9 randomly. This code is run 289 times...
import random
track = 0
if track < 35:
val = random.choice([0, 9])
if val == 9:
track += 1
else:
val = 0
According to this code, if 9 is generated 35 times, then 0 is generated. So there is a heavy bias at the start and in the end 0 is mostly output.
Is there a way to reduce this bias so that the 9's are spread out quite evenly in 289 times.
Thanks for any help in advance
Apparently you want 9 to occur 35 times, and 0 to occur for the remainder - but you want the 9's to be evenly distributed. This is easy to do with a shuffle.
values = [9] * 35 + [0] * (289 - 35)
random.shuffle(values)
It sounds like you want to add some bias to the numbers that are generated by your script. Accordingly, you'll want to think about how you can use probability to assign a correct bias to the numbers being assigned.
For example, let's say you want to generate a list of 289 integers where there is a maximum of 35 nines. 35 is approximately 12% of 289, and as such, you would assign a probability of .12 to the number 9. From there, you could assign some other (relatively small) probability to the numbers 1 - 8, and some relatively large probability to the number 0.
Walker's Alias Method appears to be able to do what you need for this problem.
General Example (strings A B C or D with probabilities .1 .2 .3 .4):
abcd = dict( A=1, D=4, C=3, B=2 )
# keys can be any immutables: 2d points, colors, atoms ...
wrand = Walkerrandom( abcd.values(), abcd.keys() )
wrand.random() # each call -> "A" "B" "C" or "D"
# fast: 1 randint(), 1 uniform(), table lookup
Specific Example:
numbers = dict( 1=725, 2=725, 3=725, 4=725, 5=725, 6=725, 7=725, 8=725, 9=12, 0=3 )
wrand = Walkerrandom( numbers.values(), numbers.keys() )
#Add looping logic + counting logic to keep track of 9's here
track = 0
i = 0
while i < 290
if track < 35:
val = wrand.random()
if val == 9:
track += 1
else:
val = 0
i += 1
Related
I have the following data:
0.8340502011561366 0.8423491600218922
0.8513456021654467
0.8458192388553084
0.8440111276014195
0.8489589671423143
0.8738088120491972
0.8845129900705279
0.8988298998926688
0.924633964692693
0.9544790734065157
0.9908034431246875
1.0236430466543138
1.061619773027915
1.1050038249835414
1.1371449802490126
1.1921182610371368
1.2752207659022576
1.344047620255176
1.4198117350668353
1.507943067143741
1.622137968203745
1.6814098429502085
1.7646810054280595
1.8485457435775694
1.919591124757554
1.9843144220593145
2.030158014640226
2.018184122476175
2.0323466012624207
2.0179200409023874
2.0316932950853723
2.013683870089898
2.03010703506514
2.0216151623726977
2.038855467786505
2.0453923522466093
2.03759031642753
2.019424996752278
2.0441806106428606
2.0607521369415136
2.059310067318373
2.0661157975162485
2.053216429539864
2.0715123971225564
2.0580473413362075
2.055814512721712
2.0808278560688964
2.0601637029377113
2.0539429365156003
2.0609648613513754
2.0585135712612646
2.087674625814453
2.062482961966647
2.066476100210777
2.0568444178944967
2.0587903943282266
2.0506399365756396
The data plotted looks like:
I want to find the point where the slope changes in sign (I circled it in black. Should be around index 26):
I need to find this point of change for several hundred files. So far I tried the recommendation from this post:
Finding the point of a slope change as a free parameter- Python
I think since my data is a bit noisey I am not getting a smooth transition in the change of the slope.
This is the code I have tried so far:
import numpy as np
#load 1-D data file
file = str(sys.argv[1])
y = np.loadtxt(file)
#create X based on file length
x = np.linspace(1,len(y), num=len(y))
Find first derivative:
m = np.diff(y)/np.diff(x)
print(m)
#Find second derivative
b = np.diff(m)
print(b)
#find Index
index = 0
for difference in b:
index += 1
if difference < 0:
print(index, difference)
Since my data is noisey I am getting some negative values before the index I want. The index I want it to retrieve in this case is around 26 (which is where my data becomes constant). Does anyone have any suggestions on what I can do to solve this issue? Thank you!
A gradient approach is useless in this case because you don't care about velocities or vector fields. The knowledge of the gradient don't add extra information to locate the maximum value since the run are always positive hence will not effect the sign of the gradient. A method based entirly on raise is suggested.
Detect the indices for which the data are decreasing, find the difference between them and the location of the max value. Then by index manipulation you can find the value for which data has a maximum.
data = '0.8340502011561366 0.8423491600218922 0.8513456021654467 0.8458192388553084 0.8440111276014195 0.8489589671423143 0.8738088120491972 0.8845129900705279 0.8988298998926688 0.924633964692693 0.9544790734065157 0.9908034431246875 1.0236430466543138 1.061619773027915 1.1050038249835414 1.1371449802490126 1.1921182610371368 1.2752207659022576 1.344047620255176 1.4198117350668353 1.507943067143741 1.622137968203745 1.6814098429502085 1.7646810054280595 1.8485457435775694 1.919591124757554 1.9843144220593145 2.030158014640226 2.018184122476175 2.0323466012624207 2.0179200409023874 2.0316932950853723 2.013683870089898 2.03010703506514 2.0216151623726977 2.038855467786505 2.0453923522466093 2.03759031642753 2.019424996752278 2.0441806106428606 2.0607521369415136 2.059310067318373 2.0661157975162485 2.053216429539864 2.0715123971225564 2.0580473413362075 2.055814512721712 2.0808278560688964 2.0601637029377113 2.0539429365156003 2.0609648613513754 2.0585135712612646 2.087674625814453 2.062482961966647 2.066476100210777 2.0568444178944967 2.0587903943282266 2.0506399365756396'
data = data.split()
import numpy as np
a = np.array(data, dtype=float)
diff = np.diff(a)
neg_indeces = np.where(diff<0)[0]
neg_diff = np.diff(neg_indeces)
i_max_dif = np.where(neg_diff == neg_diff.max())[0][0] + 1
i_max = neg_indeces[i_max_dif] - 1 # because aise as a difference of two consecutive values
print(i_max, a[i_max])
Output
26 1.9843144220593145
Some details
print(neg_indeces) # all indeces of the negative values in the data
# [ 2 3 27 29 31 33 36 37 40 42 44 45 47 48 50 52 54 56]
print(neg_diff) # difference between such indices
# [ 1 24 2 2 2 3 1 3 2 2 1 2 1 2 2 2 2]
print(neg_diff.max()) # value with highest difference
# 24
print(i_max_dif) # location of the max index of neg_indeces -> 27
# 2
print(i_max) # index of the max of the origonal data
# 26
When the first derivative changes sign, that's when the slope sign changes. I don't think you need the second derivative, unless you want to determine the rate of change of the slope. You also aren't getting the second derivative. You're just getting the difference of the first derivative.
Also, you seem to be assigning arbitrary x values. If you're y-values represent points that are equally spaced apart, than it's ok, otherwise the derivative will be wrong.
Here's an example of how to get first and second der...
import numpy as np
x = np.linspace(1, 100, 1000)
y = np.cos(x)
# Find first derivative:
m = np.diff(y)/np.diff(x)
#Find second derivative
m2 = np.diff(m)/np.diff(x[:-1])
print(m)
print(m2)
# Get x-values where slope sign changes
c = len(m)
changes_index = []
for i in range(1, c):
prev_val = m[i-1]
val = m[i]
if prev_val < 0 and val > 0:
changes_index.append(i)
elif prev_val > 0 and val < 0:
changes_index.append(i)
for i in changes_index:
print(x[i])
notice I had to curtail the x values for the second der. That's because np.diff() returns one less point than the original input.
I am trying to solve the usaco problem combination lock where you are given a two lock combinations. The locks have a margin of error of +- 2 so if you had a combination lock of 1-3-5, the combination 3-1-7 would still solve it.
You are also given a dial. For example, the dial starts at 1 and ends at the given number. So if the dial was 50, it would start at 1 and end at 50. Since the beginning of the dial is adjacent to the end of the dial, the combination 49-1-3 would also solve the combination lock of 1-3-5.
In this program, you have to output the number of distinct solutions to the two lock combinations. For the record, the combination 3-2-1 and 1-2-3 are considered distinct, but the combination 2-2-2 and 2-2-2 is not.
I have tried creating two functions, one to check whether three numbers match the constraints of the first combination lock and another to check whether three numbers match the constraints of the second combination lock.
a,b,c = 1,2,3
d,e,f = 5,6,7
dial = 50
def check(i,j,k):
i = (i+dial) % dial
j = (j+dial) % dial
k = (k+dial) % dial
if abs(a-i) <= 2 and abs(b-j) <= 2 and abs(c-k) <= 2:
return True
return False
def check1(i,j,k):
i = (i+dial) % dial
j = (j+dial) % dial
k = (k+dial) % dial
if abs(d-i) <= 2 and abs(e-j) <= 2 and abs(f-k) <= 2:
return True
return False
res = []
count = 0
for i in range(1,dial+1):
for j in range(1,dial+1):
for k in range(1,dial+1):
if check(i,j,k):
count += 1
res.append([i,j,k])
if check1(i,j,k):
count += 1
res.append([i,j,k])
print(sorted(res))
print(count)
The dial is 50 and the first combination is 1-2-3 and the second combination is 5-6-7.
The program should output 249 as the count, but it instead outputs 225. I am not really sure why this is happening. I have added the array for display purposes only. Any help would be greatly appreciated!
You're going to a lot of trouble to solve this by brute force.
First of all, your two check routines have identical functionality: just call the same routine for both combinations, giving the correct combination as a second set of parameters.
The critical logic problem is handling the dial wrap-around: you miss picking up the adjacent numbers. Run 49 through your check against a correct value of 1:
# using a=1, i=49
i = (1+50)%50 # i = 1
...
if abs(1-49) <= 2 ... # abs(1-49) is 48. You need it to show up as 2.
Instead, you can check each end of the dial:
a_diff = abs(i-a)
if a_diff <=2 or a_diff >= (dial-2) ...
Another way is to start by making a list of acceptable values:
a_vals = [(a-oops) % dial] for oops in range(-2, 3)]
... but note that you have to change the 0 value to dial. For instance, for a value of 1, you want a list of [49, 50, 1, 2, 3]
With this done, you can check like this:
if i in a_vals and j in b_vals and k in c_vals:
...
If you want to upgrade to the itertools package, you can simply generate all desired combinations:
combo = set(itertools.product(a_list, b_list_c_list) )
Do that for both given combinations and take the union of the two sets. The length of the union is the desired answer.
I see the follow-up isn't obvious -- at least, it's not appearing in the comments.
You have 5*5*5 solutions for each combination; start with 250 as your total.
Compute the sizes of the overlap sets: the numbers in each triple that can serve for each combination. For your given problem, those are [3],[4],[5]
The product of those set sizes is the quantity of overlap: 1*1*1 in this case.
The overlapping solutions got double-counted, so simply subtract the extra from 250, giving the answer of 249.
For example, given 1-2-3 and 49-6-6, you would get sets
{49, 50, 1}
{4}
{4, 5}
The sizes are 3, 1, 2; the product of those numbers is 6, so your answer is 250-6 = 244
Final note: If you're careful with your modular arithmetic, you can directly compute the set sizes without building the sets, making the program very short.
Here is one approach to a semi-brute-force solution:
import itertools
#The following code assumes 0-based combinations,
#represented as tuples of numbers in the range 0 to dial - 1.
#A simple wrapper function can be used to make the
#code apply to 1-based combos.
#The following function finds all combos which open lock with a given combo:
def combos(combo,tol,dial):
valids = []
for p in itertools.product(range(-tol,1+tol),repeat = 3):
valids.append(tuple((x+i)%dial for x,i in zip(combo,p)))
return valids
#The following finds all combos for a given iterable of target combos:
def all_combos(targets,tol,dial):
return set(combo for target in targets for combo in combos(target,tol,dial))
For example, len(all_combos([(0,1,2),(4,5,6)],2,50)) evaluate to 249.
The correct code for what you are trying to do is the following:
dial = 50
a = 1
b = 2
c = 3
d = 5
e = 6
f = 7
def check(i,j,k):
if (abs(a-i) <= 2 or (dial-abs(a-i)) <= 2) and \
(abs(b-j) <= 2 or (dial-abs(b-j)) <= 2) and \
(abs(c-k) <= 2 or (dial-abs(c-k)) <= 2):
return True
return False
def check1(i,j,k):
if (abs(d-i) <= 2 or (dial-abs(d-i)) <= 2) and \
(abs(e-j) <= 2 or (dial-abs(e-j)) <= 2) and \
(abs(f-k) <= 2 or (dial-abs(f-k)) <= 2):
return True
return False
res = []
count = 0
for i in range(1,dial+1):
for j in range(1,dial+1):
for k in range(1,dial+1):
if check(i,j,k):
count += 1
res.append([i,j,k])
elif check1(i,j,k):
count += 1
res.append([i,j,k])
print(sorted(res))
print(count)
And the result is 249, the total combinations are 2*(5**3) = 250, but we have the duplicates: [3, 4, 5]
I was trying to calculate the expected value for the longest consecutive heads streak in 200 coin flips, using python. I came up with a code which I think does the job right but it's just not efficient because of the amount of calculations and data storage it requires, and I was wondering if someone could help me out with this, making it faster and more efficient (I took only one course of python programming in last semester without any previous knowledge of the subject).
My code was
import numpy as np
from itertools import permutations
counter = 0
sett = 0
rle = []
matrix = np.zeros(200)
for i in range (0,200):
matrix[i] = 1
for j in permutations(matrix):
for k in j:
if k == 1:
counter += 1
else:
if counter > sett:
sett == counter
counter == 0
rle.append(sett)
After finding rle, I'd iterate over it to get how many streaks of which length there are, and their sum divided by 2^200 would give me the expected value I'm looking for.
Thanks in advance for help, much appreciated!
You don't have to try all the permutations (in fact you cannot), but you can do a simple Monte Carlo style simulation. Repeat the 200 coin flips many times. Average the lengths of longest streaks you get and this will be a good approximation of the expected value.
def oneTrial (noOfCoinFlips):
s = numpy.random.binomial(1, 0.5, noOfCoinFlips)
maxCount = 0
count = 0
for x in s:
if x == 1:
count += 1
if x == 0:
count = 0
maxCount = max(maxCount, count)
return maxCount
numpy.mean([oneTrial(200) for x in range(10000)])
Output: 6.9843
Also see this thread for exact computation without using Python simulation.
This is an answer to a slightly different question. But, as I had invested an hour and half of my time into it, I didn't wanna scrape it off.
Let E(k) denote a k head streak, i.e., you get k consecutive heads from the first toss onwards.
E(0): T { another 199 tosses that we do not care about }
E(1): H T { another 198 tosses... }
.
.
E(198): { 198 heads } T H
E(199): { 199 heads } T
E(200): { 200 heads }
Note that P(0) = 0.5, which is P(tails in first toss)
whereas P(1) = 0.25 , i.e., P(heads in first toss and tails in the second)
P(0) = 2**-1
P(1) = 2**-2
.
.
.
P(198) = 2**-199
P(199) = 2**-200
P(200) = 2**-200 #same as P(199)
Which means if you toss a coin 2**200 times, you'd get
E(0) 2**199 times
E(1) 2**198 times
.
.
E(198) 2**1 times
E(199) 2**0 times and
E(200) 2**0 times.
Thus, the expected value reduces to
(0*(2**199) + 1*(2**198) + 2*(2**197) + ... + 198*(2**1) + 199*(2**0) + 200*(2**0))/2**200
This number is virtually equal to 1.
Expected_value = 1 - 2**-200
How I got the difference.
>>> diff = 2**200 - sum([ k*(2**(199-k)) for k in range(200)], 200*(2**0))
>>> diff
1
This can be generalized to n tosses as
f(n) = 1 - 2**(-n)
Some assumptions:
One deck of 52 cards is used
Picture cards count as 10
Aces count as 1 or 11
The order is not important (ie. Ace + Queen is the same as Queen + Ace)
I thought I would then just sequentially try all the possible combinations and see which ones add up to 21, but there are way too many ways to mix the cards (52! ways). This approach also does not take into account that order is not important nor does it account for the fact that there are only 4 maximum types of any one card (Spade, Club, Diamond, Heart).
Now I am thinking of the problem like this:
We have 11 "slots". Each of these slots can have 53 possible things inside them: 1 of 52 cards or no card at all. The reason it is 11 slots is because 11 cards is the maximum amount of cards that can be dealt and still add up to 21; more than 11 cards would have to add up to more than 21.
Then the "leftmost" slot would be incremented up by one and all 11 slots would be checked to see if they add up to 21 (0 would represent no card in the slot). If not, the next slot to the right would be incremented, and the next, and so on.
Once the first 4 slots contain the same "card" (after four increments, the first 4 slots would all be 1), the fifth slot could not be that number as well since there are 4 numbers of any type. The fifth slot would then become the next lowest number in the remaining available cards; in the case of four 1s, the fifth slot would become a 2 and so on.
How would you do approach this?
divide and conquer by leveraging the knowledge that if you have 13 and pick a 10 you only have to pick cards to sum to 3 left to look at ... be forwarned this solution might be slow(took about 180 seconds on my box... it is definately non-optimal) ..
def sum_to(x,cards):
if x == 0: # if there is nothing left to sum to
yield []
for i in range(1,12): # for each point value 1..11 (inclusive)
if i > x: break # if i is bigger than whats left we are done
card_v = 11 if i == 1 else i
if card_v not in cards: continue # if there is no more of this card
new_deck = cards[:] # create a copy of hte deck (we do not want to modify the original)
if i == 1: # one is clearly an ace...
new_deck.remove(11)
else: # remove the value
new_deck.remove(i)
# on the recursive call we need to subtract our recent pick
for result in sum_to(x-i,new_deck):
yield [i] + result # append each further combination to our solutions
set up your cards as follows
deck = []
for i in range(2,11): # two through ten (with 4 of each)
deck.extend([i]*4)
deck.extend([10]*4) #jacks
deck.extend([10]*4) #queens
deck.extend([10]*4) #kings
deck.extend([11]*4) # Aces
then just call your function
for combination in sum_to(21,deck):
print combination
unfortunately this does allow some duplicates to sneak in ...
in order to get unique entries you need to change it a little bit
in sum_to on the last line change it to
# sort our solutions so we can later eliminate duplicates
yield sorted([i] + result) # append each further combination to our solutions
then when you get your combinations you gotta do some deep dark voodoo style python
unique_combinations = sorted(set(map(tuple,sum_to(21,deck))),key=len,reverse=0)
for combo in unique_combinations: print combo
from this cool question i have learned the following (keep in mind in real play you would have the dealer and other players also removing from the same deck)
there are 416 unique combinations of a deck of cards that make 21
there are 300433 non-unique combinations!!!
the longest number of ways to make 21 are as follows
with 11 cards there are 1 ways
[(1, 1, 1, 1, 2, 2, 2, 2, 3, 3, 3)]
with 10 cards there are 7 ways
with 9 cards there are 26 ways
with 8 cards there are 54 ways
with 7 cards there are 84 ways
with 6 cards there are 94 ways
with 5 cards there are 83 ways
with 4 cards there are 49 ways
with 3 cards there are 17 ways
with 2 cards there are 1 ways
[(10, 11)]
there are 54 ways in which all 4 aces are used in making 21!!
there are 106 ways of making 21 in which NO aces are used !!!
keep in mind these are often suboptimal plays (ie considering A,10 -> 1,10 and hitting )
Before worrying about the suits and different cards with value 10 lets figure out how many different value combinations resulting to 21 there are. For example 5, 5, 10, 1 is one such combination. The following function takes in limit which is the target value, start which indicates the lowest value that can be picked and used which is the list of picked values:
def combinations(limit, start, used):
# Base case
if limit == 0:
return 1
# Start iteration from lowest card to picked so far
# so that we're only going to pick cards 3 & 7 in order 3,7
res = 0
for i in range(start, min(12, limit + 1)):
# Aces are at index 1 no matter if value 11 or 1 is used
index = i if i != 11 else 1
# There are 16 cards with value of 10 (T, J, Q, K) and 4 with every
# other value
available = 16 if index == 10 else 4
if used[index] < available:
# Mark the card used and go through combinations starting from
# current card and limit lowered by the value
used[index] += 1
res += combinations(limit - i, i, used)
used[index] -= 1
return res
print combinations(21, 1, [0] * 11) # 416
Since we're interested about different card combinations instead of different value combinations the base case in above should be modified to return number of different card combinations that can be used to generate a value combination. Luckily that's quite easy task, Binomial coefficient can be used to figure out how many different combinations of k items can be picked from n items.
Once the number of different card combinations for each value in used is known they can be just multiplied with each other for the final result. So for the example of 5, 5, 10, 1 value 5 results to bcoef(4, 2) == 6, value 10 to bcoef(16, 1) == 16 and value 1 to bcoef(4, 1) == 4. For all the other values bcoef(x, 0) results to 1. Multiplying those values results to 6 * 16 * 4 == 384 which is then returned:
import operator
from math import factorial
def bcoef(n, k):
return factorial(n) / (factorial(k) * factorial(n - k))
def combinations(limit, start, used):
if limit == 0:
combs = (bcoef(4 if i != 10 else 16, x) for i, x in enumerate(used))
res = reduce(operator.mul, combs, 1)
return res
res = 0
for i in range(start, min(12, limit + 1)):
index = i if i != 11 else 1
available = 16 if index == 10 else 4
if used[index] < available:
used[index] += 1
res += combinations(limit - i, i, used)
used[index] -= 1
return res
print combinations(21, 1, [0] * 11) # 186184
So I decided to write the script that every possible viable hand can be checked. The total number comes out to be 188052. Since I checked every possible combination, this is the exact number (as opposed to an estimate):
import itertools as it
big_list = []
def deck_set_up(m):
special = {8:'a23456789TJQK', 9:'a23456789', 10:'a2345678', 11:'a23'}
if m in special:
return [x+y for x,y in list(it.product(special[m], 'shdc'))]
else:
return [x+y for x,y in list(it.product('a23456789TJQKA', 'shdc'))]
deck_dict = {'as':1,'ah':1,'ad':1,'ac':1,
'2s':2,'2h':2,'2d':2,'2c':2,
'3s':3,'3h':3,'3d':3,'3c':3,
'4s':4,'4h':4,'4d':4,'4c':4,
'5s':5,'5h':5,'5d':5,'5c':5,
'6s':6,'6h':6,'6d':6,'6c':6,
'7s':7,'7h':7,'7d':7,'7c':7,
'8s':8,'8h':8,'8d':8,'8c':8,
'9s':9,'9h':9,'9d':9,'9c':9,
'Ts':10,'Th':10,'Td':10,'Tc':10,
'Js':10,'Jh':10,'Jd':10,'Jc':10,
'Qs':10,'Qh':10,'Qd':10,'Qc':10,
'Ks':10,'Kh':10,'Kd':10,'Kc':10,
'As':11,'Ah':11,'Ad':11,'Ac':11}
stop_here = {2:'As', 3:'8s', 4:'6s', 5:'4h', 6:'3c', 7:'3s', 8:'2h', 9:'2s', 10:'2s', 11:'2s'}
for n in range(2,12): # n is number of cards in the draw
combos = it.combinations(deck_set_up(n), n)
stop_point = stop_here[n]
while True:
try:
pick = combos.next()
except:
break
if pick[0] == stop_point:
break
if n < 8:
if len(set([item.upper() for item in pick])) != n:
continue
if sum([deck_dict[card] for card in pick]) == 21:
big_list.append(pick)
print n, len(big_list) # Total number hands that can equal 21 is 188052
In the output, the the first column is the number of cards in the draw, and the second number is the cumulative count. So the number after "3" in the output is the total count of hands that equal 21 for a 2-card draw, and a 3-card draw. The lower case a is a low ace (1 point), and uppercase A is high ace. I have a line (the one with the set command), to make sure it throws out any hand that has a duplicate card.
The script takes 36 minutes to run. So there is definitely a trade-off between execution time, and accuracy. The "big_list" contains the solutions (i.e. every hand where the sum is 21)
>>>
================== RESTART: C:\Users\JBM\Desktop\bj3.py ==================
2 64
3 2100
4 14804
5 53296
6 111776
7 160132
8 182452
9 187616
10 188048
11 188052 # <-- This is the total count, as these numbers are cumulative
>>>
I've been reading about the Metropolis-Hastings (MH) algorithm. Theoretically, I understood how the algorithm works. Now, I am trying to implement the MH algorithm using python.
I came across the following notebook. It suits exactly my problem since I want to fit my data by a straight line taking into consideration the measurement errors on my data. I am going to paste the code I am finding difficulties to understand:
# initial m, b
m,b = 2, 0
# step sizes
mstep, bstep = 0.1, 10.
# how many steps?
nsteps = 10000
chain = []
probs = []
naccept = 0
print 'Running MH for', nsteps, 'steps'
# First point:
L_old = straight_line_log_likelihood(x, y, sigmay, m, b)
p_old = straight_line_log_prior(m, b)
prob_old = np.exp(L_old + p_old)
for i in range(nsteps):
# step
mnew = m + np.random.normal() * mstep
bnew = b + np.random.normal() * bstep
# evaluate probabilities
# prob_new = straight_line_posterior(x, y, sigmay, mnew, bnew)
L_new = straight_line_log_likelihood(x, y, sigmay, mnew, bnew)
p_new = straight_line_log_prior(mnew, bnew)
prob_new = np.exp(L_new + p_new)
if (prob_new / prob_old > np.random.uniform()):
# accept
m = mnew
b = bnew
L_old = L_new
p_old = p_new
prob_old = prob_new
naccept += 1
else:
# Stay where we are; m,b stay the same, and we append them
# to the chain below.
pass
chain.append((b,m))
probs.append((L_old,p_old))
print 'Acceptance fraction:', naccept/float(nsteps)
The code is simple and easy, but I have difficulties in understanding how the MH is being implemented.
My question is in the chain.append (the third line from the bottom). The author is appending m and b whether they were accepted or rejected. Why? Shouldn't he append only the accepted points?
The following R code demonstrates why it is important to capture the rejected case:
# 20 samples from 0 or 1. 1 has an 80% probability of being chosen.
the.population <- sample(c(0,1), 20, replace = TRUE, prob=c(0.2, 0.8))
# Create a new sample that only catches changes
the.sample <- c(the.population[1])
# Loop though the.population,
# but only copy the.population to the.sample if the value changes
for( i in 2:length(the.population))
{
if(the.population[i] != the.population[i-1])
the.sample <- append(the.sample, the.population[i])
}
When this code runs, the.population gets 20 values, for example:
0 1 1 1 1 1 1 1 1 0 1 1 1 1 0 0 1 1 1 1
The probability of a 1 in this population is 16/20 or 0.8. Exactly the probability we expected...
The sample, on the other hand, which only records changes, looks like this:
0 1 0 1 0 1
The probability of a 1 in the sample is 3/6 or 0.5.
We are trying to build a distribution, rejecting the new values means that the old values are more likely than the new values. That needs to be captured so our distribution is correct.
From a quick reading of the algorithm description: When a candidate is rejected, it still counts as a step, but the value is the same as the old step. I.e. b, m are appended either way, but they only get updated (to bnew, mnew) in the case where the candidate is accepted.