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Describe the bug
In data/io_pymc3/ the PyMC3Converter finds the PyMC3 model -- which it needs to interpret the trace, through a pointer hidden in the pm.MultiTrace object.
This use will not be compatible with out-of-sample prediction, which in PyMC3 requires using a thinned trace in a different model (in general, one with different predictors and different dimensions).
We have already added an explicit model argument to the translator. The next step would be to deprecate using the existing back door and move towards making the PyMC3 Model object a mandatory argument.
The text was updated successfully, but these errors were encountered:
Describe the bug
In
data/io_pymc3/
thePyMC3Converter
finds the PyMC3 model -- which it needs to interpret the trace, through a pointer hidden in thepm.MultiTrace
object.This use will not be compatible with out-of-sample prediction, which in PyMC3 requires using a thinned trace in a different model (in general, one with different predictors and different dimensions).
See
arviz/arviz/data/io_pymc3.py
Lines 45 to 59 in 3aba6c9
We have already added an explicit
model
argument to the translator. The next step would be to deprecate using the existing back door and move towards making the PyMC3Model
object a mandatory argument.The text was updated successfully, but these errors were encountered: