Below is the code for a simple Bayesian Linear regression. After I obtain the trace and the plots for the parameters, is there any way in which I can save the data that created the plots in a file so that if I need to plot it again I can simply plot it from the data in the file rather than running the whole simulation again?
import pymc3 as pm
import matplotlib.pyplot as plt
import numpy as np
x = np.linspace(0,9,5)
y = 2*x + 5
yerr=np.random.rand(len(x))
def soln(x, p1, p2):
return p1+p2*x
with pm.Model() as model:
# Define priors
intercept = pm.Normal('Intercept', 15, sd=5)
slope = pm.Normal('Slope', 20, sd=5)
# Model solution
sol = soln(x, intercept, slope)
# Define likelihood
likelihood = pm.Normal('Y', mu=sol,
sd=yerr, observed=y)
# Sampling
trace = pm.sample(1000, nchains = 1)
pm.traceplot(trace)
print pm.summary(trace, ['Slope'])
print pm.summary(trace, ['Intercept'])
plt.show()
There are two easy ways of doing this:
Use a version after 3.4.1 (currently this means installing from master, with pip install git+https://github.com/pymc-devs/pymc3
). There is a new feature that allows saving and loading traces efficiently. Note that you need access to the model that created the trace:
...
pm.save_trace(trace, 'linreg.trace')
# later
with model:
trace = pm.load_trace('linreg.trace')
Use cPickle
(or pickle
in python 3). Note that pickle
is at least a little insecure, don't unpickle data from untrusted sources:
import cPickle as pickle # just `import pickle` on python 3
...
with open('trace.pkl', 'wb') as buff:
pickle.dump(trace, buff)
#later
with open('trace.pkl', 'rb') as buff:
trace = pickle.load(buff)