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A high-level probabilistic programming interface for TensorFlow Probability

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This is a fork of the PyMC4 package

Changes that have been made:

  • To the sampler was added a mass matrix tuner, which adapts the diagonal during tuning epochs with increasing length. pm.sample is configured to use this more advanced tuning method. It currently only works NUTS and DualStepAveraging.
  • As initial value, a random value from the prior is sampled instead of zeros
  • Pull request 321 is merged.

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A high-level probabilistic programming interface for TensorFlow Probability

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  • Jupyter Notebook 97.7%
  • Python 2.3%