Zoo module in 3.2 for storing predefined model sketches

I’m still worried about our pm.glm that is not good design. If we add more models we’ll need more such files in scope. I think we should refactor that in a single module with different models.

Also GLM should be refactored into tensor variable subclass. We did similar things in TransformedRV, Minibatch and ObservedRV with clever theano.compile.view_op usage. We’ll get intuitive design that way.

I agree with this (maybe not with Zoo as the name tho). To me, I prefer the specific functional module in a submodule:

- zoo 
  - GLM
  - GP
  - ODE?
  - Mixture models?
  - ...
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Ye, this design lgtm

I also have the following proposal

  • models
    • base (moved pm.model)
    • GLM
    • GP
    • ODE?
    • Mixture models?

Hmm, I would prefer pm.model being a more general class.

Also, for each zoo module, we can have some classical and model specific algorithm for model fitting. It would be cool to then compare with general inference method such as NUTS and VI

pm.Model will be the base class for all the rest. That’s why I want to move it to base.py