pymc.model.core.set_data#

pymc.model.core.set_data(new_data, model=None, *, coords=None)[source]#

Sets the value of one or more data container variables. Note that the shape is also dynamic, it is updated when the value is changed. See the examples below for two common use-cases that take advantage of this behavior.

Parameters:

new_data: dict: New values for the data containers. The keys of the dictionary are the variables’ names in the model and the values are the objects with which to update.
model: Model (optional if in `with` context)

Examples

This example shows how to change the shape of the likelihood to correspond automatically with x, the predictor in a regression model.

import pymc as pm

with pm.Model() as model:
    x = pm.Data('x', [1., 2., 3.])
    y = pm.Data('y', [1., 2., 3.])
    beta = pm.Normal('beta', 0, 1)
    obs = pm.Normal('obs', x * beta, 1, observed=y, shape=x.shape)
    idata = pm.sample()

Then change the value of x to predict on new data.

with model:
    pm.set_data({'x': [5., 6., 9., 12., 15.]})
    y_test = pm.sample_posterior_predictive(idata)

print(y_test.posterior_predictive['obs'].mean(('chain', 'draw')))

>>> array([4.6088569 , 5.54128318, 8.32953844, 11.14044852, 13.94178173])

This example shows how to reuse the same model without recompiling on a new data set. The shape of the likelihood, obs, automatically tracks the shape of the observed data, y.

import numpy as np
import pymc as pm

rng = np.random.default_rng()
data = rng.normal(loc=1.0, scale=2.0, size=100)

with pm.Model() as model:
    y = pm.Data('y', data)
    theta = pm.Normal('theta', mu=0.0, sigma=10.0)
    obs = pm.Normal('obs', theta, 2.0, observed=y, shape=y.shape)
    idata = pm.sample()

Now update the model with a new data set.

with model:
    pm.set_data({'y': rng.normal(loc=1.0, scale=2.0, size=200)})
    idata = pm.sample()