Labels of means from variational approximations?

[junpenglao]

There is a mapping property, see:

Extracting variable means from ADVI fitted model

In a PyMC3 model there is a property to map dict to array and vice versa under model.bijection. A similar property is in the approximation class, for example, you can do: approx = pm.fit() # dict means_dict = approx.bij.rmap(approx.params[0].eval()) # array sample_array = approx.bij.map(approx.sample(1))

    approx = pm.fit()
    # dict
    means_dict = approx.bij.rmap(approx.params[0].eval())
    # array
    sample_array = approx.bij.map(approx.sample(1))