Whoa cool but the build is failing tisk tisk.
A big issue I ran into with stan even with advi was scaling to large datasets since it (and Eigen) are single threaded. Would Edward answer all my prayers?
When is Riemannian HMC going to arrive?
A big issue I ran into with stan even with advi was scaling to large datasets since it (and Eigen) are single threaded. Would Edward answer all my prayers?
When is Riemannian HMC going to arrive?
please take a look here: http://edwardlib.org/troubleshooting
edward should answer some of your prayers :) there's still some time until stan goes parallel/gpu, though there's lots of interest there.
riemannin hmc is likely just around the corner!
I've been working with both Stan & PyMC3 on some large datasets and will definitely try Edward on them.
give it a shot at let us know!