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In my org we frequently run Bayesian regression fitting on datasets of millions of samples. The key is: don’t use pymc or stan for large data, just actually wr
by mlthoughts2018 6y ago
In my org we frequently run Bayesian regression fitting on datasets of millions of samples.
The key is: don’t use pymc or stan for large data, just actually write your own MCMC code and write log likelihoods for your own models. It’s very easy and very fast, even in Python.
We do still use pymc and stan for other, smaller modeling tasks.
- disgruntledphd2 6y agoYeah, but it's not worth it for my purposes. Given the kinds of data and the wide variety of problems we deal with, it would be an investment of too much resources relative to the rewards.