I’m new to pyMC3 and am still struggling to make sense of the API, with that said, my issue appears to be a dependency issue with multiprocessing I’m attempting to make a mixture model, specifying each distribution separately and then assigning them to comp_dists kwarg of Mixture() as a list. See …

AttributeError: Can't pickle local object 'Mixture._comp_dist_random_wrapper.<locals>.wrapped_random'

junpenglao March 5, 2020, 6:30am 2

Could you try removing step = pm.Metropolis() and just call trace = pm.sample(1000)?

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