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I’ve contributed to pymc actually (https://docs.pymc.io/api/distributions/timeseries.html#pymc3.distributions.timeseries.EulerMaruyama https://docs.pymc.io/api/
by marmaduke 8y ago
I’ve contributed to pymc actually (https://docs.pymc.io/api/distributions/timeseries.html#pymc3.distributions.timeseries.EulerMaruyama https://docs.pymc.io/api/distributions/timeseries.html#pymc3...) and used it in research projects. So when I say I find Pyro/PyTorch easier to use, it’s not wishful thinking.
I don’t have pymc code anymore since we have moved to Stan, and now starting porting code to Pyro.
> forgive the parts that are bad about it (like needing to explicitly write a wrapper for the backwards calculation for custom layers
Why do that when AD does it for you?