Engineering PyMC3 models into production ML systems

@AlexIoannides thank you for posting here! I had always wondered good API endpoints would be, as they define the language that we use in prod. Looks like you’ve nailed a great starting point:

  1. Point
  2. Interval
  3. Density

These nouns have a natural mapping to the probabilistic output. I think I’ve been blinded by sklearn-style point prediction functions that always return a /predict API.

Thank you for sharing!

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