21 ms·
PyMC 3 implements HMC. It is still in beta but quite stable
by data_scientist 11y ago
PyMC 3 implements HMC. It is still in beta but quite stable
- twiecki 11y agoIf you're interested: http://pymc-devs.github.io/pymc3/ http://pymc-devs.github.io/pymc3/ PyMC3 uses Theano to create a compute graph of the model which then gets compiled to C. Moreover, it gives us the gradient for free so that HMC and NUTS can be used which work models of high complexity. I use it in production, despite it still being beta. We're close to the first stable release but there are still some small kinks to figure out. Disclaimer: I'm a co-developer.