Limit or prevent unrealistic output of neural network

Yes, you can put hyperprior on the mu, for example:

mu0 = pm.Normal('hyper_mu', 0., 10., shape=n_hidden1)
weights_in_1 = pm.Normal('w_in_1', mu = mu0, sd = 1.,     
                           shape=(X.shape[1], n_hidden1),
                           testval=init_1) 
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