Skip to content

v3.3 Final
Compare
Choose a tag to compare
@fonnesbeck fonnesbeck released this 25 Jan 00:58
· 3906 commits to main since this release
v3.3
d97fda8
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.

New features

  • Improve NUTS initialization advi+adapt_diag_grad and add jitter+adapt_diag_grad (#2643)
  • Added MatrixNormal class for representing vectors of multivariate normal variables
  • Implemented HalfStudentT distribution
  • New benchmark suite added (see http://pandas.pydata.org/speed/pymc3/)
  • Generalized random seed types
  • Update loo, new improved algorithm (#2730)
  • New CSG (Constant Stochastic Gradient) approximate posterior sampling algorithm (#2544)
  • Michael Osthege added support for population-samplers and implemented differential evolution metropolis (DEMetropolis). For models with correlated dimensions that can not use gradient-based samplers, the DEMetropolis sampler can give higher effective sampling rates. (also see PR#2735)
  • Forestplot supports multiple traces (#2736)
  • Add new plot, densityplot (#2741)
  • DIC and BPIC calculations have been deprecated
  • Refactor HMC and implemented new warning system (#2677, #2808)

Fixes

  • Fixed compareplot to use loo output.
  • Improved posteriorplot to scale fonts
  • sample_ppc_w now broadcasts
  • df_summary function renamed to summary
  • Add test for model.logp_array and model.bijection (#2724)
  • Fixed sample_ppc and sample_ppc_w to iterate all chains(#2633, #2748)
  • Add Bayesian R2 score (for GLMs) stats.r2_score (#2696) and test (#2729).
  • SMC works with transformed variables (#2755)
  • Speedup OPVI (#2759)
  • Multiple minor fixes and improvements in the docs (#2775, #2786, #2787, #2789, #2790, #2794, #2799, #2809)

Deprecations

  • Old (minibatch-)advi is removed (#2781)
Assets 2
Loading