Just wondering if anyone has an example of using Leave Future Out CV with cmdstanpy
? I see the vingette here which uses brms
and R
heavily. If not, I would be happy to implement it! I just don’t want to recreate the wheel…
Thanks!
Just wondering if anyone has an example of using Leave Future Out CV with cmdstanpy
? I see the vingette here which uses brms
and R
heavily. If not, I would be happy to implement it! I just don’t want to recreate the wheel…
Thanks!
CmdStanPy is pretty new and we don’t have the equivalent of loo implemented in Python (at least as far as I know). We’re looking for more CmdStanPy case studies to publish as vignettes or put in our case study collection, so please let us know if you do replicate that R/brms tutorial in Python with CmdStanPy.
Would you want me to publish a PR to the cmdstanpy
repo? Or is there a better place to put it?