There are two lines of research in this direction. So there is work from my lab [1] and some folks at ETH-Zurich [2] is automatically finding closed form soluti

There are two lines of research in this direction. So there is work from my lab [1] and some folks at ETH-Zurich [2] is automatically finding closed form solutions. These when used do give performance equivalent to handwritten methods. Beyond that we are seeing some cool stuff with Blackbox Variational Inference [3] and other Automatic Variational [4] solvers coming out of Blei's lab. At present these capabilities are spread about the different system but I expect all them to eventually end up available in whichever you choose to use. [1] http://homes.soic.indiana.edu/ccshan/rational/simplify-padl.pdf http://homes.soic.indiana.edu/ccshan/rational/simplify-padl.... [2] http://www.srl.inf.ethz.ch/papers/psi-solver.pdf http://www.srl.inf.ethz.ch/papers/psi-solver.pdf [3] http://www.cs.columbia.edu/~blei/papers/RanganathGerrishBlei2014.pdf http://www.cs.columbia.edu/~blei/papers/RanganathGerrishBlei... [4] http://arxiv.org/pdf/1603.00788v1.pdf http://arxiv.org/pdf/1603.00788v1.pdf