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Possibility to pick number of samples for calls to posterior predictive? #739

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AlexanderFengler opened this issue Oct 18, 2023 · 6 comments · May be fixed by #871
Open

Possibility to pick number of samples for calls to posterior predictive? #739

AlexanderFengler opened this issue Oct 18, 2023 · 6 comments · May be fixed by #871
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feature request good first issue If you want to contribute but are not sure where to get started, this issue is for you!

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@AlexanderFengler
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It is often useful / sufficient for posterior predictives (examples for purposes of plotting) to be based on less than all samples from a given call to .fit().

It seems like currently one cannot pick the number of samples at the level of the posterior predictive.

Would it be possible to add this as a small feature (or allow passing through of such parameter to the pm.sample_posterior_predictive() call?
@tomicapretto
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It's definitely possible but not 100% trivial. Bambi does not use pm.sample_posterior_predictive() under the hood (maybe we should!). It uses pm.draw(dist(**kwargs)) and the number of draws we obtain depends on the shape of the array(s) in kwargs. To decrease the number of draws from the posterior predictive distribution we should first downsample the posterior draws. I'll check what PyMC does in these cases. Maybe the answer is that we should move to pm.sample_posterior_predictive().

@digicosmos86
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@tomicapretto We implemented a temporary solution which just samples the posterior group of the trace object and then pass it to model.predict. Do you foresee issues with this?

@tomicapretto
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@tomicapretto We implemented a temporary solution which just samples the posterior group of the trace object and then pass it to model.predict. Do you foresee issues with this?

Nope, I think we could use it in Bambi. Do you have it somewhere? Feel free to open a PR, or I can open one myself. Thanks!

@digicosmos86
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@tomicapretto Sure! I'll do a PR soon. Thanks!

@tomicapretto tomicapretto added the good first issue If you want to contribute but are not sure where to get started, this issue is for you! label Feb 5, 2024
@tanishy7777
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can I work on this? Could you elaborate what to do? @tomicapretto

@tomicapretto
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We want to modify this method to allow users to pass the number of draws when we obtain draws from the posterior predictive distribution (i.e. when kind="response"). Right now, it uses as many draws as draws from the posterior. Users may want to use fewer draws.

@jgyasu jgyasu linked a pull request Jan 20, 2025 that will close this issue
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[ENH] Add the Option to Choose Number of Draws in PPD jgyasu/bambi
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@AlexanderFengler @digicosmos86 @tomicapretto @tanishy7777