Predicting with Categorical

Questions
5

Thanks for replying again, this is just a toy example. The answer to my original question is

  1. Delete the categorical variable with trace.remove_values('cat')
  2. Use a model factory like as demonstrated in How do we predict on new unseen groups in a hierarchical model in PyMC3? (this takes care of the shape problem)

But then it’s still slow which is known problem so the right thing to do is just ditch the Categorical altogether Marginalized Gaussian Mixture Model

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