# 3. Divergent transitions if hasattr(inference_data, "sample_stats"): diverging = inference_data.sample_stats.diverging.values div_frac = np.mean(diverging) if div_frac > max_divergent_fraction: results["failures"].append(f"Divergent fraction = {div_frac:.3f} > {max_divergent_fraction}") results["passed"] = False elif div_frac > 0: results["warnings"].append(f"Some divergent transitions ({div_frac:.3f})")
ess_ratio = ess / total_samples if np.any(ess_ratio < ess_ratio_threshold): results["warnings"].append(f"Low ESS/total_samples (< {ess_ratio_threshold})")
# 4. Tree depth if hasattr(inference_data, "sample_stats") and hasattr(inference_data.sample_stats, "tree_depth"): depths = inference_data.sample_stats.tree_depth.values max_depth = np.max(depths) # depends on sampler # typical max depth is 10 at_max = (depths == max_depth).mean() if at_max > max_tree_depth_fraction: results["warnings"].append(f"Frequent max tree depth ({at_max:.2f})")
# 1. R-hat rhat = az.rhat(inference_data).to_array().values if np.any(rhat > rhat_threshold): results["failures"].append(f"R-hat > {rhat_threshold} for some parameters") results["passed"] = False
# For demo, create dummy data import pymc as pm with pm.Model(): x = pm.Normal("x") trace = pm.sample(1000, chains=2, return_inferencedata=True)
return results if name == " main ": # Load your inference data # idata = az.from_netcdf("my_model.nc")
report = hmc_checker(trace)
Checker | Hmc
# 3. Divergent transitions if hasattr(inference_data, "sample_stats"): diverging = inference_data.sample_stats.diverging.values div_frac = np.mean(diverging) if div_frac > max_divergent_fraction: results["failures"].append(f"Divergent fraction = {div_frac:.3f} > {max_divergent_fraction}") results["passed"] = False elif div_frac > 0: results["warnings"].append(f"Some divergent transitions ({div_frac:.3f})")
ess_ratio = ess / total_samples if np.any(ess_ratio < ess_ratio_threshold): results["warnings"].append(f"Low ESS/total_samples (< {ess_ratio_threshold})")
# 4. Tree depth if hasattr(inference_data, "sample_stats") and hasattr(inference_data.sample_stats, "tree_depth"): depths = inference_data.sample_stats.tree_depth.values max_depth = np.max(depths) # depends on sampler # typical max depth is 10 at_max = (depths == max_depth).mean() if at_max > max_tree_depth_fraction: results["warnings"].append(f"Frequent max tree depth ({at_max:.2f})")
# 1. R-hat rhat = az.rhat(inference_data).to_array().values if np.any(rhat > rhat_threshold): results["failures"].append(f"R-hat > {rhat_threshold} for some parameters") results["passed"] = False
# For demo, create dummy data import pymc as pm with pm.Model(): x = pm.Normal("x") trace = pm.sample(1000, chains=2, return_inferencedata=True)
return results if name == " main ": # Load your inference data # idata = az.from_netcdf("my_model.nc")
report = hmc_checker(trace)