KeyError Setting Mixture Proportions for Mixture Model

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Yes, we need to write a notebook on shape handling.

Your confusion is really common. There are two quantities that characterize a mixture: the number of components (distributions that go into the mixture, in your case 2), and the shape of the outputed value (what the shape of a single call to random() is). The mixtures’ components can be specified in one of two ways:

  1. As a list of distributions. The len of the list specifies the number of components
  2. As a single multidimensional distribution. The shape[-1] of this distribution encodes the number of components.

So what’s the mixtures’ shape? Well, if your components are scalars, like yours, your mixtures’ distribution shape should also be 1 (or left blank which is basically the same). Why did shape=2 work? Because it assumed that you were stacking 2 independent scalars that came from the same underlying mixture distribution, much like what is assumed when you do Normal(..., shape=2).

In the first case, the len of the list informs the number of mixture components
has the number of componente

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