pymc-devs / pymc-devs/pymc-examples

Model Specification Fix in Discrete Choice Notebook

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Python
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Description

Discrete Choice Notebook:
https://www.pymc.io/projects/examples/en/latest/generalized_linear_models/GLM-discrete-choice_models.html:

Issue description

Following discussion on PyMC discourse i want to fix the model specification to improve parameter identification
https://discourse.pymc.io/t/inconsistencies-w-r-in-discrete-choice-and-random-utility-pymc-example/16488/4

Expected output

If applicable, describe what should happen instead.

Proposed solution

Updated model specification

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the Discrete Choice Notebook linked in the issue, then read the referenced PyMC Discourse discussion to understand the proposed model-specification change and parameter-identification concern. Compare the current notebook with the proposed specification and establish reproducible criteria for improved identification; the issue currently does not define concrete expected outputs.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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