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v3.0 Final

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@fonnesbeck fonnesbeck released this 09 Jan 14:19
v3.0
40ccb10

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
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