PyStan 3 Beta 7 Released

Announcements
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PyStan 3 Beta 7 is now available on PyPI for macOS and Linux users. Documentation: https://pystan-next.readthedocs.io/

Note for third-party developers: PyStan 3 is a rewrite. The API is not backwards-compatible.

Installation: python3 -m pip install --pre pystan

New in PyStan 3 Beta 7:

  • UI improvements.
  • Support for log_prob method (thanks @mjcarter)

New in PyStan 3:

  • Automatic caching of compiled Stan models
  • Automatic caching of samples from Stan models
  • Open source software: ISC License
  • CVODES support out-of-the-box.
  • Timely releases. PyStan 3 releases tend to arrive 30 hours after Stan releases (n = 1).

Requirements:

  • macOS or Linux.
  • Python 3.7 or higher.

Upgrading to PyStan 3 from PyStan 2:

There are many backwards-incompatible changes in PyStan 3.0.
Upgrading to Newer Releases summarizes the changes.

Known issues:

  • Only the recommended sampler (No-U-Turn Sampler) is currently supported.
  • Windows is not supported at this time.
  • Recent Linux version required. Linux users with older operating systems may have problems using wheels from PyPI. Ubuntu 20.04 and Debian Bullseye should work. Users with an older version of GCC or Clang need to install httpstan from source before installing pystan.
  • PyStan 3 does not work in a Jupyter Notebook due to a bug in Jupyter Notebook. A workaround exists, Using PyStan 3 with Jupyter Notebook and Jupyterlab
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Does this mean support also for the gradient?

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A pull request for grad_log_prob was accepted today, although I’m not sure if it is included in this release.

@ariddell @ahartikainen are there any plans for supporting Windows in PyStan3? I’m keen to help push that forward if so.

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Great! (This question was also asked in Gradients in PyStan 3)

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Excellent! grad_log_prob is listed in the API, so hopefully that indicates it is now available.

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