generalized linear models

[OriolAbril]

File: https://github.com/pymc-devs/pymc-examples/blob/main/examples/generalized_linear_models/GLM.ipynb
Reviewers:

Refer to this overview of updates for more details about the comments below

Known changes needed

Changes listed in this section should all be done at some point in order to get this
notebook to a "Best Practices" state. However, these are probably not enough!
Make sure to thoroughly review the notebook and search for other updates.

General updates

• Use numpy random generator
• Use a halfcauchy instead of a uniform prior for sigma in code cell 4

ArviZ related

• Use return_inferencedata=True
• Use arviz plots, i.e. plot_pair in code cells 11, 13, 15...
• Use az.summary instead of df.describe

Notes

Exotic dependencies

Needs statsmodels

Computing requirements

All models run in less than 1min

[KavyaJaiswal]

I want to work on this.

[OriolAbril]

There seem to be issues when trying to run the notebook. It doesn't work on v3, not sure why, I don't know how GLM module works. If someone does great, otherwise it may not be worth fixing if it's a bug, we probably can update this to use bambi directly.

[mjhajharia]

hey @KavyaJaiswal, i guess since you'll be working on outreachy, if you've left this issue i can take it up!!

[KavyaJaiswal]

Sure, all the best!!

[OriolAbril]

@almostmeenal do you plan to start on this right away?

I think the best way forward is to merge @KavyaJaiswal's PR which already covers a lot of important updates so that you can then fix the second half of the notebook. Now that Bambi 0.5 is out, once the current PR is merged most of the work will be moving from pymc3.gml module to bambi. Sounds good?

[mjhajharia]

okayy!! that sounds good, you can merge the PR and then tomorrow i'll have a look at what to do next?

[OriolAbril]

General note that while I would not consider having the notebook "broken" a blocker, it would be great to port it to bambi before 3.11.3 is released and therefore the website is updated. I can also ask bambi devs for help if this timeline is too short. cc pymc-devs/pymc#4658

[mjhajharia]

@OriolAbril okay yes that makes sense. can you give me a deadline (for personal organization) deadlines help me avoid procrastinating, then i'll get it done!!!

[OriolAbril]

@canyon289 do you have an eta on 3.11.3?

[mjhajharia]

@OriolAbril @canyon289 does 20th june work as a deadline?

[mjhajharia]

@OriolAbril are there things left to do in this notebook? (just saw that this issue still has help wanted)

[OriolAbril]

I think now it's only missing the v4 update once it's released, I see I moved the issue to "best practices" but forgot to remove the help wanted label

[drbenvincent]

I will convert this to v4

[drbenvincent]

Half way through converting this to v4, I think we are better off deleting this notebook. See #336 (comment)

[twiecki]

Agree that we should remove it.

[drbenvincent]

Agree that we should remove it.

Done. Feel free to approve here #336