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To decrease our dependence on MultiTrace, and to improve support for workflows were InferenceData objects are saved to disk, the EmpiricalGroup approximation should be refactored.
Currently it takes only MultiTrace inputs, but that's just because it needs access to transformed posterior draws.
Since the approximation is created inside a modelcontext, it should be no problem to get the transforms from the Model and apply them to untransformed posterior draws.
Steps
Write a function to transform posterior draws given a pm.Model instance and an xarray.Dataset (e.g. idata.posterior) containing untransformed draws.
Refactor EmpiricalGroup to work with that xarray variable instead of a MultiTrace
Maintain backwards-compatibility (with a deprecation warning) by automatically converting MultiTrace inhputs to InferenceData internally
The text was updated successfully, but these errors were encountered:
To decrease our dependence on
MultiTrace
, and to improve support for workflows wereInferenceData
objects are saved to disk, theEmpiricalGroup
approximation should be refactored.Currently it takes only
MultiTrace
inputs, but that's just because it needs access to transformed posterior draws.Since the approximation is created inside a modelcontext, it should be no problem to get the transforms from the
Model
and apply them to untransformed posterior draws.Steps
pm.Model
instance and anxarray.Dataset
(e.g.idata.posterior
) containing untransformed draws.EmpiricalGroup
to work with thatxarray
variable instead of aMultiTrace
MultiTrace
inhputs toInferenceData
internallyThe text was updated successfully, but these errors were encountered: