Mar 28 2023
Scalable Bayesian Modelling: A practical comparison
OnlinePyMC has now multiple options to boost its performance (JAX support, training on GPUs, etc). The library is widely known for being easy to learn and for its great documentation, but it’s not always seen as a performant tool. The goal of the blog post is to present a benchmark where we can show that PyMC can work with large datasets and different approaches to do so. The blog post will be accompanied with reproducible code so that we can add/update metrics when there are substantial changes in PyMC or other libraries. Users will be able to compare their own models using the code provided in the blog repository.