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@zaxtax zaxtax commented Oct 29, 2022

This PR is contingent on arviz-devs/arviz#2147 being merged. But I think arviz.stats.weight_predictions is a better API for model averaging than pm.sample_posterior_predictive_w

The main thing that's need in addition is to update the notebook to use the arviz function, and another PR to update examples that used to use pm.sample_posterior_predictive_w

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codecov bot commented Oct 29, 2022

Codecov Report

Merging #6254 (9f39081) into main (bcffce2) will increase coverage by 3.56%.
The diff coverage is n/a.

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@@            Coverage Diff             @@
##             main    #6254      +/-   ##
==========================================
+ Coverage   90.57%   94.14%   +3.56%     
==========================================
  Files         100      100              
  Lines       21235    21235              
==========================================
+ Hits        19234    19992     +758     
+ Misses       2001     1243     -758     
Impacted Files Coverage Δ
pymc/backends/base.py 87.65% <0.00%> (-0.83%) ⬇️
pymc/parallel_sampling.py 87.03% <0.00%> (+0.34%) ⬆️
pymc/distributions/distribution.py 95.00% <0.00%> (+0.45%) ⬆️
pymc/aesaraf.py 93.54% <0.00%> (+2.32%) ⬆️
pymc/tests/distributions/util.py 90.86% <0.00%> (+2.46%) ⬆️
pymc/distributions/logprob.py 97.26% <0.00%> (+3.42%) ⬆️
pymc/tuning/starting.py 92.50% <0.00%> (+12.50%) ⬆️
pymc/tuning/scaling.py 62.74% <0.00%> (+25.49%) ⬆️
pymc/distributions/dist_math.py 87.42% <0.00%> (+29.71%) ⬆️
pymc/distributions/transforms.py 100.00% <0.00%> (+31.42%) ⬆️
... and 5 more

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Given that the function raised a NotImplementedError beforehand, I think we can merge without waiting on the ArviZ release.

What do you think, @aloctavodia ?

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Sounds good to me.

@michaelosthege michaelosthege merged commit 9105d74 into pymc-devs:main Oct 30, 2022
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3 participants