Hey Eric,
Thanks for that. I had followed Thomas Wiecki’s blog so I have a decent idea of how to use base theano to implement the model. Was just hoping to somehow plugin keras directly without actually writing theano code because its cleaner and also because I had already done it for ‘normal’ neural nets.
Hopefully this might be easier to do with PyMC4 if the tensorflow backend is used. Would definitely make it easier for people in neural nets to transition to Bayesian methods if that was the case.
Thanks for the pointers though!