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.