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parsing-science / pymc3_models

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adding sampling functionality to linearregression model #16

Open jattenberg opened 6 years ago

jattenberg commented 6 years ago

i wanted to be able to sample predictions

rlouf commented 5 years ago

If my understanding is correct, the predict function outputs the mean of y's posterior distribution. The mean is not the only choice possible and I would suggest specifying the underlying loss function in the docstring (squared-error loss in this example).

see Bayesian point estimation: https://en.wikipedia.org/wiki/Point_estimation#Bayesian_point_estimation

rlouf commented 5 years ago

@jattenberg Are you still working on this?