The pymc3 way: Linear regression and inferring given posterior/trace

[narendramukherjee]

Here’s another discussion about this:

Performance speedup for updating posterior with new data

Hi All I’ve been developing a Poisson Regression model with the capabilities to incrementally update the posterior as new data becomes available (online learning). I’ve been using @davidbrochart Updating Priors notebook as a guide for how to do this in pymc3. I’ve attached an example to this post. The problem I’m having is that although the initial sampling takes 1 to 2 seconds (on 100 data points) - when new data is fed in this jumps to about 15 seconds per new data point (I’m feeding in jus…