Hello, What is the proper way to specify a theano shared variable that represents a nominal predictor in a given model? I wish to be able to perform the model inference using the shared variable from the train set and then perform the sampling from the ppc in the test set. I anticipate that the s…

Nope, what I meant is: specifying a_1 as a_1 = pm.Normal('a_1', mu=0.0, tau=1 / a_1_sigma ** 2, shape=2) However, if in your testing set there is a 3rd category, then it will break the code as indexing a_1[2] will return an error. In this case, you need to instead specify a_1 as a_1 = pm.Normal('…

Nominal predictor to be used in regression

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junpenglao January 16, 2018, 1:52pm 14

Yes, so if the mu of test=[2] is far away from your prior (N(0, 1 / a_1_sigma ** 2)) you will not have a good prediction.

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Nominal predictor to be used in regression

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