Using theano.scan within PyMC3 gives TypeError: slice indices must be integers or None or have an index method

Question

我想在 pymc3 中使用 theano.scan。当我将两个以上的变量添加为 sequences 时，我运行遇到了问题。这是一个简单的例子：

import numpy as np
import pymc3 as pm
import theano
import theano.tensor as T

a = np.ones(5)
b = np.ones(5)

basic_model = pm.Model()
with basic_model:
    a_plus_b, _ = theano.scan(fn=lambda a, b: a + b, sequences=[a, b])

导致以下错误：

Traceback (most recent call last):
File "WhosebugExample.py", line 23, in <module>
sequences=[a, b])
File "\Anaconda3\lib\site-packages\theano\scan_module\scan.py", line 586, in scan
scan_seqs = [seq[:actual_n_steps] for seq in scan_seqs]
File "\Anaconda3\lib\site-packages\theano\scan_module\scan.py", line 586, in <listcomp>
scan_seqs = [seq[:actual_n_steps] for seq in scan_seqs]
TypeError: slice indices must be integers or None or have an __index__ method

但是，当我在 pymc 模型块外运行相同 theano.scan 时，一切正常：

a = T.vector('a')
b = T.vector('b')
a_plus_b, update = theano.scan(fn=lambda a, b: a + b, sequences=[a, b])
a_plus_b_function = theano.function(inputs=[a, b], outputs=a_plus_b, updates=update)

a = np.ones(5)
b = np.ones(5)
print(a_plus_b_function(a, b))

打印 [2. 2. 2. 2. 2.]，就像它应该的那样。

此外，问题似乎是针对添加多个 sequences。当 sequences 中有一个变量，non-sequences 中有一个变量时，一切正常。以下代码有效：

a = np.ones(5)
c = 2

basic_model = pm.Model()
with basic_model:

    a_plus_c, _ = theano.scan(fn=lambda a, c: a + c, sequences=[a], non_sequences=[c])
    a_plus_c_print = T.printing.Print('a_plus_c')(a_plus_c)

按预期打印 a_plus_c __str__ = [ 3. 3. 3. 3. 3.]。

注意：我不能只用a+b代替theano.scan，因为我的实际功能比较复杂。我实际上想要这样的东西：

rewards = np.array([1, 1, 1, 1])  # reward (1) or no reward (0)
choices = np.array([1, 0, 1, 0])  # action left (1) or right (0)
Q_old = 0  # initial Q-value
alpha = 0.1  # learning rate

def update_Q(reward, choice, Q_old, alpha):
    return Q_old + choice * alpha * (reward - Q_old)

Q_left, _ = theano.scan(fn=update_Q,
                        sequences=[rewards, choices],
                        outputs_info=[Q_old],
                        non_sequences=[alpha])

Answer 1

原来这是一个简单的错误！只要我将 a 和 b 定义为张量变量，一切都会正常进行。添加这两行就完成了工作：

a = T.as_tensor_variable(np.ones(5))
b = T.as_tensor_variable(np.ones(5))

Using theano.scan within PyMC3 gives TypeError: slice indices must be integers or None or have an __index__ method

Using theano.scan within PyMC3 gives TypeError: slice indices must be integers or None or have an __index__ method

theano

pymc3

theano.scan

Using theano.scan within PyMC3 gives TypeError: slice indices must be integers or None or have an index method

Using theano.scan within PyMC3 gives TypeError: slice indices must be integers or None or have an index method