I want to use Deterministic transformations of variables, and then only save these new variables when sampling. For example:
offset = 5
with pm.Model():
v = pm.Gamma('v', alpha=1.5, beta=2.5) # don't want to save samples
v_dash = pm.Deterministic("v_dash", v + offset) # only want to save these samples
trace = pm.sample(500)
trace.remove_values("v") # sub-optimal solution: remove the non-transformed samples after everything
This clearly takes up twice as much space as necessary while sampling. Not a problem in this example, but in general for bigger models it will be a problem.
Is there a way to only save the v_dash
and not v
samples?