Comparison to other PP frameworks
UNDER CONSTRUCTION
Infer.NET | Stan | Edward | PyMC3 | Pyro | |
---|---|---|---|---|---|
Inference | EP, VMP, Gibbs | NUTS, HMC, ADVI | |||
Language | C#, F#, Csoft1 | Stan (Mix of C++ and R) Interfaces with Python and others | Python | ||
License | MIT | BSD (parts use GPL v3) | Apache v2 | ||
Online inference latency | Tiny | ||||
Scalability | |||||
Discrete random variables | Yes | No | Algorithm dependent | ||
Continuous random variables | Yes | Yes | Yes | ||
String random variables | Yes | No | No | ||
Stochastic gates (if / switch) | Yes | No | No | ||
Mixture models | Yes | Awkward | Yes | ||
Repeat blocks / raising model to power | Yes | No | No | ||
Arrays of arrays (jagged arrays) | Yes | No | No | ||
Increment log density | No | Yes | Yes | ||
Turing complete | No | No | Yes? | ||
Model evidence computation | Yes | No | No | ||
Non-parametric models | GP only | No | No |
- Support for Csoft (Probabilistic C#) is still experimental.
- Has an extensibility mechanism for adding new user-defined factors, message operators, distributions and constraints.
For a comparison to Bayesian network software, see https://www.cs.ubc.ca/~murphyk/Software/bnsoft.html.