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by twiecki 3832 days ago
If you're interested: http://pymc-devs.github.io/pymc3/

PyMC3 uses Theano to create a compute graph of the model which then gets compiled to C. Moreover, it gives us the gradient for free so that HMC and NUTS can be used which work models of high complexity.

I use it in production, despite it still being beta. We're close to the first stable release but there are still some small kinks to figure out.

Disclaimer: I'm a co-developer.