Using Pandas within Pymc3 context?

Questions
25

Almost there. How many groups do you have? If it’s quite a few then the recursion limit probably comes from these self-referential set_subtensor calls. You can do some thing like

g_idx, g_vals, gam_vals = list(), list(), list()
for index, group in enumerate(GroupId1):
    sub_group = xxdat_matrix[GroupId1 == group]
    sum_ad = tt.sum(sub_group[:,-1].tolist())
    sum_ad_gammma = sum_ad**gamma
    g_idx.extend(index)
    g_vals.extend([group]*len(index)]
    gam_vals.extend(sum_ad_gamma)

yydat_matrix = tt.set_subtensor(yydat_matrix[g_idx,[0,1,2,3]], g_vals)  
yydat_matrix = tt.set_subtensor(yydat_matrix[g_idx,4], gam-vals)

Now list() likely won’t work. My guess is you’ll need a correctly-shaped matrix or array; but you get the idea. This way you’re only adding two set nodes to the computation graph.

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