import numpy as np import jax.numpy as jnp import matplotlib.pyplot as plt import numpyro import numpyro.distributions as dist from numpyro.infer import MCMC, NUTS from sklearn.datasets import make_regression from jax import random import streamlit as st # Define the model def linear_regression(X, y, alpha_prior, beta_prior, sigma_prior): alpha = numpyro.sample('alpha', alpha_prior) beta = numpyro.sample('beta', beta_prior) sigma = numpyro.sample('sigma', sigma_prior) mean = alpha + beta * X numpyro.sample('obs', dist.Normal(mean, sigma), obs=y) def run_linear_regression(X, y, alpha_prior, beta_prior, sigma_prior): # Run MCMC rng_key = random.PRNGKey(0) nuts_kernel = NUTS(linear_regression) mcmc = MCMC(nuts_kernel, num_warmup=50, num_samples=1000) mcmc.run(rng_key, jnp.array(X), jnp.array(y), alpha_prior=alpha_prior, beta_prior=beta_prior, sigma_prior=sigma_prior) mcmc.print_summary() # Get posterior samples samples = mcmc.get_samples() # Plot the results fig, ax = plt.subplots(1, 3, figsize=(12, 4)) ax[0].hist(samples['alpha'], bins=20, density=True) ax[0].set_title('alpha') ax[1].hist(samples['beta'], bins=20, density=True) ax[1].set_title('beta') ax[2].hist(samples['sigma'], bins=20, density=True) ax[2].set_title('sigma') st.write("The plot of posterior samples is shown below:") st.pyplot(fig) st.write("The mean of alpha is", np.mean(samples['alpha'])) st.write("The mean of beta is", np.mean(samples['beta'])) st.write("The mean of sigma is", np.mean(samples['sigma'])) st.write("The plot of predicted line is shown below using mean values of alpha and beta (Xβ+α):") fig, ax = plt.subplots(figsize=(8, 6)) ax.scatter(X, y, color='blue', alpha=0.5, label='data') light_color = (1.0, 0.5, 0.5, 0.7) for i in range(499): alpha_i = samples['alpha'][i] beta_i = samples['beta'][i] ax.plot(X, alpha_i + beta_i * X, color=light_color) alpha_i = samples['alpha'][498] beta_i = samples['beta'][498] ax.plot(X, alpha_i + beta_i * X, color=light_color,label='MCMC samples') ax.plot(X, np.mean(samples['alpha']) + np.mean(samples['beta']) * X, color='red', label='mean') ax.legend(loc='upper left') st.pyplot(fig) # User Input st.write("# Bayesian Linear Regression") """ Prior: p(α) = N(μ0,Σ0), p(β) = N(μ1,Σ1), p(σ) = N(Σ2)""" """ Likelihood: p(y|X,β,α,σ) = N(Xβ+α,σ)""" """ Posterior: p(α|X,y) ∝ p(y|X,β,σ)p(α), p(β|X,y) ∝ p(y|X,α,σ)p(β), p(σ|X,y) ∝ p(y|X,β,α)p(σ)""" alpha_prior_option = st.selectbox("Choose an option for alpha prior:", ["Normal", "Laplace", "Cauchy"]) if alpha_prior_option == "Normal": alpha_loc = st.slider("Select a mean value for prior of alpha(α) (μ0)", -10.0, 10.0, 0.0, 0.1) alpha_scale = st.slider("Select a standard deviation value for prior of alpha(α) (Σ0)", 0.01, 10.0, 1.0, 0.1) alpha_prior = dist.Normal(alpha_loc, alpha_scale) elif alpha_prior_option == "Laplace": alpha_loc = st.slider("Select a mean value for prior of alpha(α) (μ0)", -10.0, 10.0, 0.0, 0.1) alpha_scale = st.slider("Select a standard deviation value for prior of alpha(α) (Σ0)", 0.01, 10.0, 1.0, 0.1) alpha_prior = dist.Laplace(alpha_loc, alpha_scale) elif alpha_prior_option == "Cauchy": alpha_loc = st.slider("Select a mean value for prior of alpha(α) (μ0)", -10.0, 10.0, 0.0, 0.1) alpha_scale = st.slider("Select a standard deviation value for prior of alpha(α) (Σ0)", 0.01, 10.0, 1.0, 0.1) alpha_prior = dist.Cauchy(alpha_loc, alpha_scale) beta_prior_option = st.selectbox("Choose an option for beta prior:", ["Normal", "Laplace", "Cauchy"]) if beta_prior_option == "Normal": beta_loc = st.slider("Select a mean value for prior of beta(β) (μ1)", -10.0, 10.0, 0.0, 0.1) beta_scale = st.slider("Select a standard deviation value for prior of beta(β) (Σ1)", 0.01, 10.0, 1.0, 0.1) beta_prior = dist.Normal(beta_loc, beta_scale) elif beta_prior_option == "Laplace": beta_loc = st.slider("Select a mean value for prior of beta(β) (μ1)", -10.0, 10.0, 0.0, 0.1) beta_scale = st.slider("Select a standard deviation value for prior of beta(β) (Σ1)", 0.01, 10.0, 1.0, 0.1) beta_prior = dist.Laplace(beta_loc, beta_scale) elif beta_prior_option == "Cauchy": beta_loc = st.slider("Select a mean value for prior of beta(β) (μ1)", -10.0, 10.0, 0.0, 0.1) beta_scale = st.slider("Select a standard deviation value for prior of beta(β) (Σ1)", 0.01, 10.0, 1.0, 0.1) beta_prior = dist.Cauchy(beta_loc, beta_scale) sigma_prior_option = st.selectbox("Choose an option for sigma prior:", ["HalfNormal", "HalfCauchy"]) if sigma_prior_option == "HalfNormal": sigma_scale = st.slider("Select a scale value for prior of sigma(σ) (Σ2)", 0.01, 10.0, 1.0, 0.1) sigma_prior = dist.HalfNormal(sigma_scale) elif sigma_prior_option == "HalfCauchy": sigma_scale = st.slider("Select a scale value for prior of sigma(σ) (Σ2)", 0.01, 10.0, 1.0, 0.1) sigma_prior = dist.HalfCauchy(sigma_scale) rng_key = random.PRNGKey(0) X, y = make_regression(n_samples=50, n_features=1, noise=10.0, random_state=0) X = X.reshape(50) if alpha_prior and beta_prior and sigma_prior: run_linear_regression(X, y, alpha_prior, beta_prior, sigma_prior)