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In response to #196, I made an attempt at the refactoring.
The first commit naively duplicates the existing
fit
function for both mcmc and find_MAP fitting methods. The fourth commit puts some of the setup and cleanup code back in thefit
function and switches only the actual inference part. I didn't know which way the team might prefer, so they're both there.I considered making an
Enum
for the fitting methods, but I saw thatpymc.sampling.sample()
usesstr
, so that's what I did here.I don't feel great about the handling of
sampler_config
arguments here. There is some overlap in args to mcmcsample_*
andfind_MAP
, but some args are different. At leastscipy.optimize.minimize
doesn't accept extraneous kwargs, so I pass through only whitelisted args tofind_MAP
.