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CHANGELOG.md

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PyMC 3 Changelog

This is a list of important changes to PyMC 3 relative to the 2.x releases.

  • Added gradient-based MCMC samplers: Hamiltonian MC (HMC) and No-U-Turn Sampler (NUTS)
  • Added slice sampler
  • Automatic gradient calculations using Theano
  • Convenient generalized linear model specification using Patsy formulae
  • Parallel sampling via multiprocessing (IPython parallel support planned)
  • New model specification using context managers
  • New Automatic Differentiation Variational Inference[AVDI] (http://arxiv.org/abs/1506.03431) (ADVI) allowing faster sampling than HMC for some problems.
  • Model evaluation like Deviance Information Critertion DIC and WAIC
  • Numerous docs, examples and API documentation highlighting the power of this model specification API.