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We should look into removing params as it is causing issues and is not necessary. If one needs the concatenation of the fitted parameters, then that should be a feature and not the default.
Specifically, the ModelContainer has setters for theta_location theta_scale that are quite slow because of having to update one .params dask array which is then recreated.
This should allow for theta_scale and theta_location to be optional (i.e for Poisson models)
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