Generalised Linear Mixed ModelsΒΆ

The pyro.contrib.glmm module provides models and guides for generalised linear mixed models (GLMM). It also includes the Normal-inverse-gamma family.

To create a classical Bayesian linear model, use:

from pyro.contrib.glmm import known_covariance_linear_model

# Note: coef is a p-vector, observation_sd is a scalar
# Here, p=1 (one feature)
model = known_covariance_linear_model(coef_mean=torch.tensor([0.]),

# An n x p design tensor
# Here, n=2 (two observations)
design = torch.tensor(torch.tensor([[1.], [-1.]]))


A non-linear link function may be introduced, for instance:

from pyro.contrib.glmm import logistic_regression_model

# No observation_sd is needed for logistic models
model = logistic_regression_model(coef_mean=torch.tensor([0.]),

Random effects may be incorporated as regular Bayesian regression coefficients. For random effects with a shared covariance matrix, see pyro.contrib.glmm.lmer_model().