Gradients in PyStan 3

Developers
1

I noticed that the PyStan 3 Model class does not support computing gradients (of the log prob). Is it possible to get that added in during pre-release? It is an essential feature for our viabel package (GitHub - jhuggins/viabel: Efficient, lightweight variational inference and approximation bounds).

Thanks!

@ariddell

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2

Gradients are already in httpstan

So it will probably get in PyStan 3 when someone has time to implement it.

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3

And now they are in Github main branch

Good work @mjcarter !

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