I have now included working code for this problem. The problem is to splice some data within pymc3 or at least condition some data.
At the last line of code I get the error
Input dimension mis-match. (input[0].shape[1] = 10, input[1].shape[1] = 1)
How do I get conditioning within the model?
Thanks a lot in advance!
import numpy as np
from theano import shared
import pymc3 as pm
import theano.tensor as tt
a = np.arange(20.).reshape(2,10)
a_mu = a.mean(axis=1)
a_mu = a_mu.reshape(2,1)
a_sd = a.std(axis=1)
a_sd = a_sd.reshape(2,1)
act = a_ > a_mu + 3 * a_sd
a_ = shared(a)
a_mu_ = shared(a_mu)
a_sd_ = shared(a_sd)
with pm.Model() as model_b:
tau = pm.Normal(‘tau’, mu = 2, sd=1)
act_ = a_ > a_mu_ + tau * a_sd_