I want to do regression with Dirichlet process mixtures model. And I refer to the example provided by this package. However, I do not figure it out. And I also tried Dirichlet process density regression. But it can’t be used for data prediction.(I think this demo is wrong: demo for density regression).
The prediction error that the output dimension doesn’t match:
‘’’
ax.plot(lidar_pp_x, pp_trace[‘obs’].mean(axis=0),
c=‘k’, zorder=6,
label=‘Posterior expected value’);
‘’’
Does anyone know how to do regression with Dirichlet process mixtures? thank you very much!
I use pymc3-3.6 and theano-1.04.