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

Questions

junpenglao January 16, 2018, 12:48pm 8

You should do the mapping first, then split the array into training and testing set. Alternatively, save the mapping somewhere if the testing data is not available yet.

Topic		Replies	Views
Testing hiearchical model on unseen data Questions	3	821	January 4, 2018
Posterior predictive sampling with shared matrix Questions	2	596	August 31, 2018
Test_value shape errors with theano.shared Questions	13	2586	March 27, 2018
Shared theano in multiple regression Questions	12	1115	February 12, 2019
Predicting with Categorical Questions	5	2043	October 29, 2019

Nominal predictor to be used in regression

Related topics