When running this code:
fit = pm.fit(method="advi")
trace = fit.trace()
trace inference data object is missing the
The option to create this group is explicitly set to
False in this line:
At first glance, setting this option to
True seems to work and arviz is able to compute
az.loo(trace) with a result that looks reasonable to me.
So what am I missing here? What’s the reason behind excluding
log_likelihood from these samples?
No idea, but there was some recent discussion of this here.