Skip to content

BUG: save long data #53

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
twiecki merged 2 commits into from
Jul 20, 2018
Merged

BUG: save long data #53

Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
f4210c4
DOC: forgot docstring for sampler_args
eigenfoo Jul 20, 2018
ae6ddfb
BUG: store data in long format
eigenfoo Jul 20, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
19 changes: 5 additions & 14 deletions bayesalpha/author_model.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -160,11 +160,6 @@ def rebuild_model(self, data=None):
._data
.to_pandas()
.reset_index()
# Rename back to the expected column names.
.rename_axis(['meta_user_id',
'meta_algorithm_id',
'meta_code_id',
'perf_sharpe_ratio_is'], axis=1)
.copy())

return AuthorModelBuilder(data)
Expand Down Expand Up @@ -194,6 +189,8 @@ def fit_authors(data,
sampler_type : str
Whether to use Markov chain Monte Carlo or variational inference.
Either 'mcmc' or 'vi'. Defaults to 'mcmc'.
sampler_args : dict
Additional parameters for `pm.sample`.
save_data : bool
Whether to store the dataset in the result object.
seed : int
Expand Down Expand Up @@ -244,15 +241,9 @@ def fit_authors(data,
trace.attrs['model-type'] = AUTHOR_MODEL_TYPE

if save_data:
d = (data.set_index(['meta_user_id',
'meta_algorithm_id',
'meta_code_id'])
# Rename index names to avoid name collision.
.rename_axis(['data_meta_user_id',
'data_meta_algorithm_id',
'data_meta_code_id'], axis=0)
.squeeze())
trace['_data'] = xr.DataArray(d)
# Store the data in long format to avoid creating more dimensions
trace['_data'] = xr.DataArray(data, dims=['data_index',
'data_columns'])

return AuthorModelResult(trace)

Expand Down