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 import sympy as sp # 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(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(500): alpha_i = samples['alpha'][i] beta_i = samples['beta'][i] ax.plot(X, alpha_i + beta_i * X, color=light_color) 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") st.write(f"### Y = \u03B1 + \u03B2X + \u03C3") 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 alpha", -10.0, 10.0, 0.0, 0.1) alpha_scale = st.slider("Select a standard deviation value for alpha", 0.0, 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 alpha", -10.0, 10.0, 0.0, 0.1) alpha_scale = st.slider("Select a scale value for alpha", 0.0, 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 location value for alpha", -10.0, 10.0, 0.0, 0.1) alpha_scale = st.slider("Select a scale value for alpha", 0.0, 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 beta", -10.0, 10.0, 0.0, 0.1) beta_scale = st.slider("Select a standard deviation value for beta", 0.0, 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 beta", -10.0, 10.0, 0.0, 0.1) beta_scale = st.slider("Select a scale value for beta", 0.0, 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 location value for beta", -10.0, 10.0, 0.0, 0.1) beta_scale = st.slider("Select a scale value for beta", 0.0, 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 sigma", 0.0, 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 sigma", 0.0, 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)