v3.0 Final
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 thanHMC
for some problems. - Mini-batch ADVI