In a PyMC3 model
there is a property to map dict to array and vice versa under
model.bijection
. A similar property is in the approximation class, for example, you can do:
approx = pm.fit()
# dict
means_dict = approx.bij.rmap(approx.params[0].eval())
# array
sample_array = approx.bij.map(approx.sample(1))