Take3 model averaging

[reshamas]

Description

• Towards #394
• Towards #67 (The notebook still runs on v3, so it will move to the book style column, not yet to done (which is closing the issue))
• Take 1: Closes #411
• Take 2: Closes #412

References

• References pymc-devs/pymc #5460 (Update example gallery style and formatting)
• References Project Board: https://github.com/pymc-devs/pymc-examples/projects/1

Checklist

• [x] Notebook follows style guide https://docs.pymc.io/en/latest/contributing/jupyter_style.html
• [x] PR description contains a link to the relevant issue: a tracker one for existing notebooks or a proposal one for new notebooks
• [x] Check the notebook is not excluded from any pre-commit check: https://github.com/pymc-devs/pymc-examples/blob/main/.pre-commit-config.yaml

Helpful links

• https://github.com/pymc-devs/pymc-examples/blob/main/CONTRIBUTING.md

Notes for the Reviewer

• There are two references to "model_comparison.ipynb" and the link is broken. I cannot find this notebook.
• I changed mentions of "PyMC3" to "PyMC". Is that ok?

#DataUmbrellaPyMCSprint

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[reshamas]

@OriolAbril Thank you for the helpful Git notes (https://github.com/pymc-devs/pymc-examples/pull/412#issuecomment-1208880637)

All checks are passing now. (phew!)

I have a few notes at the top: "Notes for the Reviewer" regarding the updates I made to the notebook.

[OriolAbril]

There are two references to "model_comparison.ipynb" and the link is broken. I cannot find this notebook.

Here are the references and links (not to be used, only so you see where they point to):

• https://www.pymc.io/projects/docs/en/stable/learn/core_notebooks/model_comparison.html -> {ref}`pymc:model_comparison`
• https://www.pymc.io/projects/examples/en/latest/generalized_linear_models/GLM-model-selection.html -> {ref}`GLM-model-selection`
• doesn't appear but might be interesting to add to (or at least mention you can also browse the model comparison tag) to find related posts. https://www.pymc.io/projects/examples/en/latest/blog/tag/model-comparison.html -> {doc}`blog/tag/model-comparison`

I changed mentions of "PyMC3" to "PyMC". Is that ok?

Yes, all notebooks need to be updated out of pymc3 both in text and in code, as you are working in the text, you should fix it.

Closes https://github.com/pymc-devs/pymc-examples/issues/67

It should not close the issue. The notebook still runs on v3, so it will move to the book style column, not yet to done (which is closing the issue)

[reshamas]

@OriolAbril This seems to be the pre-commit error. It's in another notebook, and I'm not sure how to fix it:

examples/howto/custom_distribution.ipynb:124: "If your distribution exists in scipy.stats (https://docs.scipy.org/doc/scipy/reference/stats.html), then you can use the Random Variates method scipy.stats.{dist_name}.rvs to generate random samples.\n",

[OriolAbril]

The error is because this notebook examples/howto/custom_distribution.ipynb references the scipy docs with urls instead of cross-references. Now that you have added the scipy docs to the list of domains to avoid it is failing. For now add that notebook to the list of ignored notebooks above: https://github.com/pymc-devs/pymc-examples/blob/main/.pre-commit-config.yaml#L62