z_score_contraction

bayesflow.diagnostics.z_score_contraction(estimates: dict[str, ndarray] | ndarray, targets: dict[str, ndarray] | ndarray, variable_keys: Sequence[str] = None, variable_names: Sequence[str] = None, figsize: Sequence[int] = None, label_fontsize: int = 16, title_fontsize: int = 18, tick_fontsize: int = 12, color: str = '#132a70', num_col: int = None, num_row: int = None) → Figure

Implements a graphical check for global model sensitivity by plotting the posterior z-score over the posterior contraction for each set of posterior samples in estimates according to [1].

• The definition of the posterior z-score is:

post_z_score = (posterior_mean - true_parameters) / posterior_std

And the score is adequate if it centers around zero and spreads roughly in the interval [-3, 3]

• The definition of posterior contraction is:

post_contraction = 1 - (posterior_variance / prior_variance)

In other words, the posterior contraction is a proxy for the reduction in uncertainty gained by replacing the prior with the posterior. The ideal posterior contraction tends to 1. Contraction near zero indicates that the posterior variance is almost identical to the prior variance for the particular marginal parameter distribution.

Note: Means and variances will be estimated via their sample-based estimators.

[1] Schad, D. J., Betancourt, M., & Vasishth, S. (2021). Toward a principled Bayesian workflow in cognitive science. Psychological methods, 26(1), 103.

Paper also available at https://arxiv.org/abs/1904.12765

Parameters:

estimatesnp.ndarray of shape (num_datasets, num_post_draws, num_params)

The posterior draws obtained from num_datasets

targetsnp.ndarray of shape (num_datasets, num_params)

The prior draws (true parameters) used for generating the num_datasets

variable_keyslist or None, optional, default: None

Select keys from the dictionaries provided in estimates and targets. By default, select all keys.

variable_nameslist or None, optional, default: None

The parameter names for nice plot titles. Inferred if None

figsizetuple or None, optional, defaultNone

The figure size passed to the matplotlib constructor. Inferred if None.

label_fontsizeint, optional, default: 16

The font size of the y-label text

title_fontsizeint, optional, default: 18

The font size of the title text

tick_fontsizeint, optional, default: 12

The font size of the axis ticklabels

colorstr, optional, default: ‘#8f2727’

The color for the true vs. estimated scatter points and error bars

num_rowint, optional, default: None

The number of rows for the subplots. Dynamically determined if None.

num_colint, optional, default: None

The number of columns for the subplots. Dynamically determined if None.

Returns:

fplt.Figure - the figure instance for optional saving

Raises:

ShapeError

If there is a deviation from the expected shapes of estimates and targets.