[Feature Request] Ability to customise priors for each regressor

luke14free / pm-prophet

GAM timeseries modeling with auto-changepoint detection. Inspired by Facebook Prophet and implemented in PyMC3

327 stars 42 forks source link

Open rohan-gt opened 3 years ago

rohan-gt commented 3 years ago

Currently we specify one prior distribution for all the regressors. Is it possible to customize each regressor's prior?