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avibryant's profile
Avi Bryant
Avi Bryant
Avi Bryant
@avibryant

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Avi Bryant

@avibryant

Happiest when working on Random Forests from random beaches.

Galiano Island
avibryant.com
Joined November 2006

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    1. Darren Wilkinson‏ @darrenjw Mar 22

      @noelwelsh Can you recommend a good AD library for Scala?

      2 replies 0 retweets 0 likes
    2. Avi Bryant‏ @avibryant Mar 22
      Replying to @darrenjw @noelwelsh

      I've been working on a Scala HMC/NUTS system that includes (scalar) AD. Haven't OSSed yet but will, and would love to get your feedback in the meantime.

      2 replies 0 retweets 1 like
      Avi Bryant‏ @avibryant Mar 22
      Replying to @avibryant @darrenjw @noelwelsh

      Incidentally your blog was *extremely* useful when getting started with this stuff, and before I moved to AD I was using PMMH based in large part on your posts.

      12:36 PM - 22 Mar 2018
      • 1 Like
      • Darren Wilkinson
      1 reply 0 retweets 1 like
        1. New conversation
        2. ∬ ⌬ +  ☢‏ @zaxtax Mar 22
          Replying to @avibryant @darrenjw @noelwelsh

          What motivated the move to HMC? Did you previously have models with discrete variables in them?

          1 reply 0 retweets 0 likes
        3. Avi Bryant‏ @avibryant Mar 22
          Replying to @zaxtax @darrenjw @noelwelsh

          We don't have discrete parameters. PMMH was easy to get started with because it's a fairly natural extension of a probability monad. Moving to HMC required a much more thoughtful API design, but scales better to larger number of parameters and lets us make our models hierarchical

          1 reply 0 retweets 1 like
        4. ∬ ⌬ +  ☢‏ @zaxtax Mar 22
          Replying to @avibryant @darrenjw @noelwelsh

          That makes complete sense.

          0 replies 0 retweets 0 likes
        5. End of conversation

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