Hi there, I am fairly new to pymc3 and was using it for some basic regressions to get started. So far I liked it a lot. My Problem is now getting a logistisc regression with weighted samples to run. For my problem one of the two classes is heavily undersampled and moreover some data points are more…

You are right, but from here on including the weights seemed straightforward to me. For completnes and if later users might have the same question here the final model with model: m = pm.Normal("m",0,sd=10,shape =len(cols)) x = df[cols].to_numpy() w = df["weight"].to_num…

How to run logistic regression with weighted samples

Questions

tomkov February 15, 2021, 2:25pm 10

how do you use posterior predictive distribution for new examples with this approach?

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Pm.sample_posterior_predictive() not working with weights

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How to run logistic regression with weighted samples

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