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How does this compare to Edward, PyMC, Stan, et al? Is the primary distinction due to PyTorch’s imperative, dynamic programming?

fritzo 9y ago
Edward: like Edward, Pyro is a deep probabilistic programming language that focuses on variational inference but supports composable inference algorithms. Pyro aims to be more dynamic (by using PyTorch) and universal (allowing recursion). PyMC, Stan: Pyro embraces deep neural nets and currently focuses on variational inference. Pyro doesn't do MCMC yet. Whereas Stan models are written in the Stan language, Pyro models are just python programs with pyro.sample() statements. One unique feature of Pyro is the probabilistic effect library that we use to build inference algorithms: http://docs.pyro.ai/advanced.html http://docs.pyro.ai/advanced.html
- psinger 9y ago
  This still doesn't really explain the dfifference to PyMC. What is the advantage of using Pyro over PyMC which supports a multitude of inference algorithms as well as mini-batch advi.
  - f00_ 9y ago
    0.1.0 definitely not feature full, but Pyro seems promising. PyMC3 is fine, but it uses Theano on the backend. Theano will stop being actively maintained in 1 year, and no future features in the mean time. That was announced about a month ago, it seems like a good opportunity to get out something that filled a niche: Probablistic Programming language in python backed by PyTorch. They are taking cues from edward and webppl, which from a casual glance seem to be the best libraries for python and javascript respectively http://edwardlib.org/ http://edwardlib.org/ http://webppl.org/ http://webppl.org/ But Edward is backed by TensorFlow That announcement by Theano’s main developer Pascal Lamblin and Yoshua Bengio: https://syncedreview.com/2017/09/29/rip-theano/ https://syncedreview.com/2017/09/29/rip-theano/ https://groups.google.com/forum/#!topic/theano-users/7Poq8BZutbY https://groups.google.com/forum/#!topic/theano-users/7Poq8BZ... "Dear users and developers, After almost ten years of development, we have the regret to announce that we will put an end to our Theano development after the 1.0 release, which is due in the next few weeks. We will continue minimal maintenance to keep it working for one year, but we will stop actively implementing new features. Theano will continue to be available afterwards, as per our engagement towards open source software, but MILA does not commit to spend time on maintenance or support after that time frame. " https://www.wired.com/2016/12/uber-buys-mysterious-startup-make-ai-company/ https://www.wired.com/2016/12/uber-buys-mysterious-startup-m... Uber acquired Geometric Intelligence and renamed it Uber AI. From this article: "But it hasn't published research or offered a product. What is has done is assemble a team of fifteen researchers who can be very useful to Uber, including Stanford professor Noah Goodman, who specializes in cognitive science and a field called probabilistic programming, and University of Wyoming's Jeff Clune, an expert in deep neural networks who has also explored robots that can "heal" themselves."

fritzo 9y ago

Edward: like Edward, Pyro is a deep probabilistic programming language that focuses on variational inference but supports composable inference algorithms. Pyro aims to be more dynamic (by using PyTorch) and universal (allowing recursion). PyMC, Stan: Pyro embraces deep neural nets and currently focuses on variational inference. Pyro doesn't do MCMC yet. Whereas Stan models are written in the Stan language, Pyro models are just python programs with pyro.sample() statements. One unique feature of Pyro is the probabilistic effect library that we use to build inference algorithms: http://docs.pyro.ai/advanced.html http://docs.pyro.ai/advanced.html

psinger 9y ago
This still doesn't really explain the dfifference to PyMC. What is the advantage of using Pyro over PyMC which supports a multitude of inference algorithms as well as mini-batch advi.
- f00_ 9y ago
  0.1.0 definitely not feature full, but Pyro seems promising. PyMC3 is fine, but it uses Theano on the backend. Theano will stop being actively maintained in 1 year, and no future features in the mean time. That was announced about a month ago, it seems like a good opportunity to get out something that filled a niche: Probablistic Programming language in python backed by PyTorch. They are taking cues from edward and webppl, which from a casual glance seem to be the best libraries for python and javascript respectively http://edwardlib.org/ http://edwardlib.org/ http://webppl.org/ http://webppl.org/ But Edward is backed by TensorFlow That announcement by Theano’s main developer Pascal Lamblin and Yoshua Bengio: https://syncedreview.com/2017/09/29/rip-theano/ https://syncedreview.com/2017/09/29/rip-theano/ https://groups.google.com/forum/#!topic/theano-users/7Poq8BZutbY https://groups.google.com/forum/#!topic/theano-users/7Poq8BZ... "Dear users and developers, After almost ten years of development, we have the regret to announce that we will put an end to our Theano development after the 1.0 release, which is due in the next few weeks. We will continue minimal maintenance to keep it working for one year, but we will stop actively implementing new features. Theano will continue to be available afterwards, as per our engagement towards open source software, but MILA does not commit to spend time on maintenance or support after that time frame. " https://www.wired.com/2016/12/uber-buys-mysterious-startup-make-ai-company/ https://www.wired.com/2016/12/uber-buys-mysterious-startup-m... Uber acquired Geometric Intelligence and renamed it Uber AI. From this article: "But it hasn't published research or offered a product. What is has done is assemble a team of fifteen researchers who can be very useful to Uber, including Stanford professor Noah Goodman, who specializes in cognitive science and a field called probabilistic programming, and University of Wyoming's Jeff Clune, an expert in deep neural networks who has also explored robots that can "heal" themselves."