I have 2 questions:
Similar to GAM, i would like to create partial dependency plots for the features. However, i am not completely sure how to create it.
For example, I have the the below model
with pm.Model() as model: alpha = pm.Normal('alpha', mu=0, sigma=10) beta1 = pm.Normal('beta1', mu=0, sigma=10) beta2 = pm.Normal('beta2', mu=0, sigma=10) mu = alpha + beta1 * X1.squeeze() + beta2 * X2.squeeze() sigma = pm.HalfNormal('sigma', sigma=1) y_obs = pm.Normal('y_obs', mu=mu, sigma=sigma, observed=y) trace = pm.sample(1000, tune=1000)
I want to create a pdp of of X1 on y and X2 on y?
Second, I would like to incorporate non linear effects on X2. How can i do that ? (similar to splines)