I have an issue when applying the standard GLM formula with many features.
Is there any way to write Y ~ X1+X2 +…+Xn (with n very large) without using the symbol +?
I would love using a more compact syntax, such as X1:Xn.
This is a small example of what I am basically trying to do.
niter = 10000 with pm.Model() as model0: pm.glm.GLM.from_formula('target ~ feat1+feat2 + feat3', df, family=pm.glm.families.Binomial()) trace0 = pm.sample(niter, step=pm.Metropolis(), random_seed=123, progressbar=True)
Versions and main components
- Python Version: 3.5
- Operating system: Windows 10
- How did you install PyMC3: (conda/pip) pip