pymc-ext
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Add note for those of us asking "Where has pmx.sample gone?"
Hi Dan. Hope you're well!
I was a big user of pymc3_ext.sample
. One for the parameter_groups
keyword which allowed grouping of covariant parameters, and two for the regularization_steps
parameter which helped a lot when sampling big datasets with correlations.
Would it be possible for you to explain, here or in the ReadMe, what happened to those features? Are they now part of the vanilla pymc
functionality? Or are you still working on getting them ported over from pymc3_ext
to here?
Thanks in advance!