Addition of PYMC variation to Bayesian Neural Network

[Dekermanjian]

Hello Juan, I found your post "Flax and Numpyro Toy Example" very cool and interesting. As a PYMC user I wanted to see if I could achieve similar results using PYMC. You can see my implementation at the very end of this notebook: https://gist.github.com/Dekermanjian/29c785306c1ecccd2f1572aac8eecc75

It would be wonderful if you would be open to add this in some way to your blog to give the PYMC users a way to incorporate neural networks in their projects. If you are open please feel free to modify anything as you please.

[juanitorduz]

Hey @Dekermanjian ! Apologies for the late reply! I somehow missed this issue 🙈 ! I strongly suggest you create and issue and / or a Pull Request in https://github.com/pymc-devs/pymc-examples to add the PyMC model (not the numpyro one) as it will benefit other users. What do you think?

[Dekermanjian]

Hey thank you again for responding to this remark!! I see that pymc already has an example of implementing a bayesian neural network so I don't know if this will add anything useful to the pymc website examples. Maybe I can use it for a case study then it will be nice to show how to use it in a real-world example.