Bug: Enable SaasPyroModel to sample from prior #2465
Closed
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Summary:
With no observations, FBGPs should still be able to fit the model by sampling from the prior. This solution allows that to happen through fit_fully_bayesian_model_nuts.
Note that this is much slower (almost instant vs. NUTS) than simply sampling from the individual priors, but keeps a consistent interface.
Reviewed By: saitcakmak
Differential Revision: D61145689