Joint distribution#

The joint distribution of the target data and the model parameters given the input data. Please find its reference below.

class fortuna.prob_model.joint.base.Joint(prior, likelihood)[source]#

Joint distribution class. This is the joint distribution of target variables and random model parameters given input variables and calibration parameters. It is given by

\[p(y, w|x, \phi),\]
where:

  • \(x\) is an observed input variable;

  • \(y\) is an observed target variable;

  • \(w\) denotes the random model parameters;

  • \(\phi\) denotes the calibration parameters.

Parameters:

  • prior (Prior) – A prior distribution.

  • likelihood (Likelihood) – A likelihood function.

init(input_shape, **kwargs)[source]#

Initialize the state of the joint distribution.

Parameters:

input_shape (Shape) – The shape of the input variable.

Return type:

A state of the joint distribution.

property rng: RandomNumberGenerator#

Invoke the random number generator object.

Return type:

The random number generator object.

class fortuna.prob_model.joint.state.JointState(params, mutable=None, calib_params=None, calib_mutable=None)[source]#

Bases: ModelManagerState

A joint distribution state. This includes all the parameters and mutable objects of the joint distribution.

Parameters:

  • params (Params) – The random parameters of the probabilistic model.

  • mutable (Optional[Mutable]) – The mutable objects used to evaluate the models.

  • calib_params (Optional[CalibParams]) – The calibration parameters of the probabilistic model.

  • calib_mutable (Optional[CalibMutable]) – The calibration mutable objects used to evaluate the calibrators.

classmethod init_from_states(model_manager_state, output_calib_manager_state=None)[source]#

Initialize a probabilistic model state from an model manager state and a calibration state.

Parameters:

  • model_manager_state (ModelManagerState) – An model manager state.

  • output_calib_manager_state (OutputCalibManagerState) – An output calibration manager state.

Returns:

A joint distribution state.

Return type:

JointState