pymc-devs/pymc v3.0

v3.0 Final

on GitHub

This is the first major release of PyMC3. A number of major changes since splitting from the PyMC2 project include:

• Added gradient-based MCMC samplers: Hamiltonian MC (HMC) and No-U-Turn Sampler (NUTS)
• Automatic gradient calculations using Theano
• Convenient generalized linear model specification using Patsy formulae
• Parallel sampling via multiprocessing
• New model specification using context managers
• New Automatic Differentiation Variational InferenceAVDI (ADVI) allowing faster sampling than HMC for some problems.
• Mini-batch ADVI