Python code supplement for "Expectation propagation as a way of life"
Requirements (tested version):
- python (3.5.2)
- numpy (1.13.3)
- scipy (0.19.1)
- cython (0.27.3)
- pystan (2.17.0.0)
- matplotlib (2.1.0) (only for plotting the results)
Setup
Compile the Cython utilities with python setup.py build_ext --inplace.
Test Scipy compatibility by running python test_scipy.py, see notes on the
bottom.
Usage
The folder experiment contains simple hierarchical logistic regression examples.
See python fit.py -h or the respective module docstring for help. For more
information, see e.g. the class documentation of dep.method.Master.
License
Released under the 3-clause BSD license.
Notes
The program does not work correctly in some scipy builds because of an
issue in the in-place operation of dpotri Lapack-routine with C- or F-order
matrices. In some builds, the in-place operation works for F-order matrices but
not for C-order matrices, whereas in some builds, it works the opposite way.
The former behaviour is assumed in this program. This compatibility problem can
be tested by running a simple test script by python test_scipy.py.