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I am seraching for a while an example on how to use PyMc/PyMc3 to do classification task, but have not found an concludent example regarding on how to do the predicton on a new data point. I am currious if some could give me some references.

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  • $\begingroup$ Will be easier to help you if you post some code, maybe some toy-model $\endgroup$ – aloctavodia May 24 '16 at 23:57
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pymc will not provide you pretty sklearn-style .predict method for this case, however you can do it on your own. The idea is simple enough: you should draw coefficients for the classifier using pymc, and after it use them for the classifier itself manually.

You can see a very basic example at this blogpost or more complicated case at pymc3 documentation.

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    $\begingroup$ Please make sure you're including the answer itself in your post, rather than a link to the answer. (I don't know enough about the subject to say whether or not you are, but in case you're not, I want to mention it) $\endgroup$ – Fund Monica's Lawsuit Mar 27 '17 at 23:06

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