New predictions group!

Tell us about it

Two new groups were recently added to the InferenceData schema: predictions and predictions_constant_data. #983 added them in from_pymc3, however it is still pending for the other libraries.

Current status:

• from_pymc3
• from_pystan
• from_pyro
• from_cmdstan
• from_cmdstanpy
• (from_emcee)
• from_numpyro
• from_dict

Thoughts on implementation

PyStan

@ahartikainen what do you think would be better? Mimicking posterior_predictive or log_likelihood and adding the dict option to rename variables on creation?

[nitishp25]

Why it (group input) can not be a dictionary that user provides?

It can be. I was just trying to find an easier way from the user’s perspective like if Pyro had an option like pymc3.data or pym3.deterministics then all the user would have to do would be to declare the constant data in the model and ArviZ would convert these automatically to inference data (like in PyMC3) without having to pass an argument separately for them.

But since this is not yet possible in Pyro, a dictionary can definitely be the desired input type. I was just looking for a better way and I thought if waiting for such a solution is worth it or not 😃

[OriolAbril]

I’d say it is useful to include the group because it let’s users keep track of how where the predictions generated. For example, in the model you are working with, if you only get the inference data without the constant data groups you are missing quite some information as you would not have the times used to generate the posterior predictive samples.