- pymc.Deterministic(name, var, model=None, dims=None)[source]#
Create a named deterministic variable.
Deterministic nodes are only deterministic given all of their inputs, i.e. they don’t add randomness to the model. They are generally used to record an intermediary result.
Indeed, PyMC allows for arbitrary combinations of random variables, for example in the case of a logistic regression
with pm.Model(): alpha = pm.Normal("alpha", 0, 1) intercept = pm.Normal("intercept", 0, 1) p = pm.math.invlogit(alpha * x + intercept) outcome = pm.Bernoulli("outcome", p, observed=outcomes)
but doesn’t memorize the fact that the expression
pm.math.invlogit(alpha * x + intercept)has been affected to the variable
p. If the quantity
pis important and one would like to track its value in the sampling trace, then one can use a deterministic node:
with pm.Model(): alpha = pm.Normal("alpha", 0, 1) intercept = pm.Normal("intercept", 0, 1) p = pm.Deterministic("p", pm.math.invlogit(alpha * x + intercept)) outcome = pm.Bernoulli("outcome", p, observed=outcomes)
These two models are strictly equivalent from a mathematical point of view. However, in the first case, the inference data will only contain values for the variables
outcome. In the second, it will also contain sampled values of
pfor each of the observed points.
- name: str
- var: PyTensor variables
- auto: bool
Add automatically created deterministics (e.g., when imputing missing values) to a separate model.auto_deterministics list for filtering during sampling.
Even though adding a Deterministic node forces PyMC to compute this expression, which could have been optimized away otherwise, this doesn’t come with a performance cost. Indeed, Deterministic nodes are computed outside the main computation graph, which can be optimized as though there was no Deterministic nodes. Whereas the optimized graph can be evaluated thousands of times during a NUTS step, the Deterministic quantities are just computeed once at the end of the step, with the final values of the other random variables.