Re:Stan is a state-of-the-art platform for statistical modeling
by usgroup on Wednesday December 23, 2020 @08:26AM
(#25517374)
The next cut of Stan will likely use TFP as a backend. I think that PyMC4 will also. The Stan team wrote everything from scratch in C++ including their own autodiff code which many regard as quite a stretch in terms of long term maintenance. Since TFP executes on top of Tensorflow things like autodiff and many of the other performance concerns that take up so much Stan-dev time are already taken care of.
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Re:Stan is a state-of-the-art platform for statistical modeling
by abhgh on Wednesday December 23, 2020 @09:34AM
(#25517951)
PyMC4 on TFP was the plan, but they made a recent announcement [1] indicating those efforts would stop, and instead, they would develop PyMC3+JAX+Theano.
[1] https://pymc-devs.medium.com/the-future-of-pymc3-or-theano-i...
Re:Stan is a state-of-the-art platform for statistical modeling
by diab0lic on Wednesday December 23, 2020 @01:55PM
(#25520776)
Woah. Thanks for the link, as a PyMC3 user I was not looking forward to the transition to 4 expecting to have to relearn the API like the transition from 2 to 3. I was debating wether I should learn 4 or switch to a different library when all I really wanted to do was stick with 3.
Looks like I get the best of both worlds now.