Hi, Note: this topic is very similar to this thread ( How do we predict on new unseen groups in a hierarchical model in PyMC3? ) which I read and adopted to my particular model: I have a hierarchical model with e.g. 2 levels of hierarchy: clusters and instances. For instance, I define the model lik…

@mschmidt87 , sorry for the delay. I was finally able to look into your problem today. Unfortunately, you’ve run into an inconsistent shape behavior that we have been discussing internally just last week. Your particular problem is that the variable: mu_tilde = pm.Normal('mu_t', mu=0., sigma=1., sh…

Predict on unseen group in hierarchical model

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lucianopaz November 1, 2020, 2:35pm 6

Here’s the link to the newly open pymc3 issue: https://github.com/pymc-devs/pymc3/issues/4206

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Predict on unseen group in hierarchical model

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