Any examples of using LFO-CV with cmdstanpy?

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…


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.

1 Like

Would you want me to publish a PR to the cmdstanpy repo? Or is there a better place to put it?