Re:Facebook Prophet: library for generating forecasts from a...
by 3abiton on Tuesday September 26, 2023 @06:53PM
(#37666938)
Why is STAN viewed negatively in this light? I am curious why bayesian libraries are the black sheep.
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Re:Facebook Prophet: library for generating forecasts from a...
by nextos on Tuesday September 26, 2023 @07:31PM
(#37667357)
I am curious too. I have used Stan extensively. I found it extremely polished and pleasant to use.
It generated very efficient samplers for particularly weird (and enormous!) hierarchical models I had. Documentation is also great.
It is also worth reading Andrew Gelman's post about Prophet: https://statmodeling.stat.columbia.edu/2017/03/01/facebooks-...
Re:Facebook Prophet: library for generating forecasts from a...
by XTXinverseXTY on Tuesday September 26, 2023 @09:16PM
(#37668440)
I think he just means that it can be an incredible pain to install.
Re:Facebook Prophet: library for generating forecasts from a...
by neoclassic2077 on Thursday September 28, 2023 @10:27AM
(#37690081)
Not directly from machine learning perspective, rather touching stability of use in production setup. We at VictoriaMetrics allow Prophet to be one of the models to use for time series anomaly detection in vmanomaly product. When it comes to cloud environment, Prophet, which uses `cmdstanpy` under the hood, allows little to no control over the backend, thus, resulting in unexpected crashes for read-only filesystems like Red Hat OpenShift, after the backend attempts to create assets in /tmp directory during model fit stage, so such dependencies may limit usage of a product in real-world scenarios.