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by darthdeus 2003 days ago
Stan gives you the ability to do probabilistic reasoning. There is actually Tensorflow Probability (https://www.tensorflow.org/probability) which has a lot of overlapping algorithms, but isn't as mature and approaches some things differently.

The main difference is that with Stan you think in terms of random variables and distributions (and their transformations), while with Tensorflow/DL you think in terms of predicting directly from data. Stan lets model a problem with probabilities and do arbitrary inference, generally asking any question you want about your model.

There are many other interesting alternatives, e.g. http://pyro.ai/ which takes a yet another approach merging DL and probabilistic programming with variational inference. (Stan and TFP can do variational inference too, but I guess it's like Python vs JavaScript vs Ruby vs Java - all of them can be used for programming, but not the same way).
1 comments
usgroup 2003 days ago
The next cut of Stan will likely use TFP as a backend. I think that PyMC4 will also. The Stan team wrote everything from scratch in C++ including their own autodiff code which many regard as quite a stretch in terms of long term maintenance. Since TFP executes on top of Tensorflow things like autodiff and many of the other performance concerns that take up so much Stan-dev time are already taken care of.
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abhgh 2003 days ago
PyMC4 on TFP was the plan, but they made a recent announcement [1] indicating those efforts would stop, and instead, they would develop PyMC3+JAX+Theano.

[1] https://pymc-devs.medium.com/the-future-of-pymc3-or-theano-i...

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diab0lic 2003 days ago
Woah. Thanks for the link, as a PyMC3 user I was not looking forward to the transition to 4 expecting to have to relearn the API like the transition from 2 to 3. I was debating wether I should learn 4 or switch to a different library when all I really wanted to do was stick with 3.

Looks like I get the best of both worlds now.

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jsinai 2003 days ago
Please no, we don’t need Stan to be rebuilt with a Python backend. That it’s built in C++ and can be called with higher level API’s is part of the appeal.
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