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v3.1 Final
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@fonnesbeck fonnesbeck released this 25 Jun 15:26
· 4276 commits to main since this release
v3.1
b319dad

This is the first major update to PyMC 3 since its initial release. Highlights of this release include:

  • Gaussian Process submodule
  • Much improved variational inference support that includes:
    • Stein Variational Gradient Descent
    • Minibatch processing
    • Additional optimizers, including ADAM
    • Experimental operational variational inference (OPVI)
    • Full-rank ADVI
  • MvNormal supports Cholesky Decomposition now for increased speed and numerical stability.
  • NUTS implementation now matches current Stan implementation.
  • Higher-order integrators for HMC
  • Elliptical slice sampler is now available
  • Added Approximation class and the ability to convert a sampled trace into an approximation via its Empirical subclass.
  • Add MvGaussianRandomWalk and MvStudentTRandomWalk distributions.
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