Adds support for multiple targets with weights to ppe #442
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aloctavodia
reviewed
May 18, 2024
preliz/internal/optimization.py
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| def get_weighted_rvs(targets, weights, size, seed): | ||
| target_rnd_choices = np.random.choice(len(targets), size=size, p=weights) | ||
| samples = [target.rvs(size, np.random.default_rng(seed)) for target in targets] | ||
| return np.choose(target_rnd_choices, samples) |
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create a random generator once and then use it everywhere. I think it should be generated inside ppe.py and then propagated as needed.
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For this, I think rng needs to be defined in optimize_pymc_model...
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Ok but the user should be able to pass a seed to ppe
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Hmm...
This sounds good, we can allow the user to input a seed keeping default to be 0.
I'll make the changes accordingly
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Closes #427
Description
targetas a list of tuples with each tuple having PreliZ distribution and weight.seedto ppe.test_ppe.Checklist