pymc-devs/pymc
Add function that goes from transformed space to untransformed space
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#6,721 opened on 2023/05/18
enhancementshelp wantedtrace-backend
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説明
Description
Because we don't save transformed variables in the returned InferenceData (why not?) it's not easy to evaluate the model logp once we have a trace.
One could rewrite the model without transforms (and we can make this automatically for the user) This is possible with https://www.pymc.io/projects/docs/en/stable/api/model/generated/pymc.model.transform.conditioning.remove_value_transforms.html
But someone might still want to evaluate it in the original model (with jacobians and all that).
One dirty implementation is given here: https://discourse.pymc.io/t/logp-questions-synthetic-dataset-to-evaluate-modeling/12129/6?u=ricardov94