If I have a model with lots of stochastic RVs, and I approximate the model using variational inference using approx = pm.fit(), approx.mean.eval() returns, I assume, the means of the approximate posterior distributions for all stochastic RVs. But this method doesn’t give the labels, so I’m not sure …

There is a mapping property, see: [image] Extracting variable means from ADVI fitted model Questions 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: …

Labels of means from variational approximations?

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sammosummo November 28, 2020, 3:40pm 3

Fantastic. Thanks!

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Labels of means from variational approximations?

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