how to fit a method belonging to an instance with pymc3?

Question

I failed to fit a method belonging to an instance of a class, as a Deterministic function, with PyMc3. Can you show me how to do that ?

For simplicity, my case is su

Answer 1

I finally converged toward the successful code below:

import numpy as np
import theano
from scipy.interpolate import interp1d
import pymc3 as pm3
theano.config.compute_test_value = 'ignore'
theano.config.on_unused_input = 'ignore'

class cprofile:
    observations = np.array([6.25,2.75,1.25,1.25,1.5,1.75,1.5,1])
    x = np.arange(0,18,0.5)
    observed_x = np.array([0.3,1.4,3.1,5,6.8,9,13.4,17.1])    

    def doMAP(self):
        model = pm3.Model()
        with model:
            t = pm3.Uniform("t",0,5)
            y = pm3.Uniform("y",0,5)
            z = pm3.Uniform("z",0,5)
            obs=pm3.Normal('obs',
              mu=FunctionIWantToFit(self)(t,y,z),
              sd=0.1,observed=self.observations)
            start = pm3.find_MAP()
            print('start: ',start)

class FunctionIWantToFit(theano.gof.Op):
    itypes=[theano.tensor.dscalar,
            theano.tensor.dscalar,
            theano.tensor.dscalar]
    otypes=[theano.tensor.dvector]

    def __init__(self, cp):
        self.cp = cp # note cp is an instance of the 'cprofile' class

    def perform(self,node, inputs, outputs):
        t, y, z = inputs[0], inputs[1], inputs[2]

        xxx = self.cp.x
        temp = t+y*xxx+z*xxx**2
        interpolated_concentration = interp1d(xxx,temp)   
        outputs[0][0] = interpolated_concentration(self.cp.observed_x)

testcp=cprofile()
testcp.doMAP()

thanks to the answer by Dario because I was too slow to understand the first answer by myself. I get it retrospectively but I strongly think the pymc3 doc is painfully unclear. It should contain very simple and illustrative examples.

However I didn’t succed in doing anything that work following the comment by Chris. Could anyone explain and/or give an example ?

One more thing: I don’t know whether my example above is efficient or could be simplified. In particular it gives me the impression the instance ‘testcp’ is copied twice in memory. More comments/answers are welcome to go further.