I’m running a multiple regression using pymc3 with many input variables. My betas look like this:
beta = pm.Normal(name="beta", mu=0, sd=100, shape=len(num_feats))
The shape of Beta depends on how many numerical input features i’m using. Is there any way to name the various levels? For instance if I have 3 numerical input feautres (temperature, pressure, frequency), can I name them as such instead of referring them to index 0, 1, and 2?
If I can’t do it directly in the distribution object I suppose that’s fine, but I also haven’t been able to find a way to plot the posteriors by referring to each dimension by name. They are always referred to as the “Nth” index of the distribution Beta.
Thanks for any help!