PyMC implementation of WALNUTS sampler #530
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I favor @aseyboldt's implementation over mine. Closing. |
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I feel I rained on your walnut parade 🙈 |
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Not at all. This was 80% me wanting to learn the algo. I suppose we could still have a PyMC implementation and a Rust implementation, but for now probably best to focus on the better one. |
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First pass at implementing WALNUTS, partly as a learning opportunity. It runs with pm.sample but does not yet produce a good sample. Still lots of work to do.