Out of Sample Predictions on heirarchical regression model (PyMC - v5.0.1)

You are using X_train_aug, the underlying data, not X, the mutable object, in the y= line.

An easy check for problems like this is to always visualize your models with pm.model_to_graphiviz. If you did, you would see that X is disconnected from the rest of the graph, which would cause you to go look for why it isn’t informing y, which leads you to the bug.