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Very nice! I have to brush up on my ANNs... Also seems something excellently subversive about using theano via PyMC3 to 'beat' theano at it's own game
Coming from requentist camp, it is great to see the estimated parameter uncertainties 👍
@twiecki I guess "import matplotlib.pyplot as plt" is missing in the import section.
@twiecki Do you have any examples of using BNNs in pymc3 on regression tasks? I want to compare the uncertainty estimates of BNN with that of a GP