Support for custom priors via Prior class #488
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williambdean
commented
Jun 16, 2025
| @@ -245,10 +259,9 @@ def build_model(self, X, y, coords): | |||
| self.add_coords(coords) | |||
| X = pm.Data("X", X, dims=["obs_ind", "coeffs"]) | |||
| y = pm.Data("y", y, dims="obs_ind") | |||
| beta = pm.Normal("beta", 0, 50, dims="coeffs") | |||
| sigma = pm.HalfNormal("sigma", 1) | |||
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sigma will not be in the model anymore but rather, y_hat_sigma based on the default name generation. Is that breaking change an issue? There is a workaround for this if needed
williambdean
commented
Jun 16, 2025
| @@ -286,9 +303,8 @@ def build_model(self, X, y, coords): | |||
| X = pm.Data("X", X, dims=["obs_ind", "coeffs"]) | |||
| y = pm.Data("y", y[:, 0], dims="obs_ind") | |||
| beta = pm.Dirichlet("beta", a=np.ones(n_predictors), dims="coeffs") | |||
| sigma = pm.HalfNormal("sigma", 1) | |||
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same breaking change concern
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This using
pymc-extrasto allow for custom priors. Might need to adjust the remaining a bit to work.