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RELEASE-NOTES.md

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## PyMC3 3.9 (On deck)
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### New features
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- use [fastprogress](https://github.com/fastai/fastprogress) instead of tqdm [#3693](https://github.com/pymc-devs/pymc3/pull/3693)
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- Use [fastprogress](https://github.com/fastai/fastprogress) instead of tqdm [#3693](https://github.com/pymc-devs/pymc3/pull/3693).
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- `DEMetropolis` can now tune both `lambda` and `scaling` parameters, but by default neither of them are tuned. See [#3743](https://github.com/pymc-devs/pymc3/pull/3743) for more info.
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- `DEMetropolisZ`, an improved variant of `DEMetropolis` brings better parallelization and higher efficiency with fewer chains with a slower initial convergence. This implementation is experimental. See [#3784](https://github.com/pymc-devs/pymc3/pull/3784) for more info.
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- Notebooks that give insight into `DEMetropolis`, `DEMetropolisZ` and the `DifferentialEquation` interface are now located in the [Tutorials/Deep Dive](https://docs.pymc.io/nb_tutorials/index.html) section.
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- `pm.sample` now has support for adapting dense mass matrix using `QuadPotentialFullAdapt` (see [#3596](https://github.com/pymc-devs/pymc3/pull/3596), [#3705](https://github.com/pymc-devs/pymc3/pull/3705), [#3858](https://github.com/pymc-devs/pymc3/pull/3858), and [#3893](https://github.com/pymc-devs/pymc3/pull/3893)). Use `init="adapt_full"` or `init="jitter+adapt_full"` to use.
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- `Moyal` distribution added (see [#3870](https://github.com/pymc-devs/pymc3/pull/3870)).
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- `pm.LKJCholeskyCov` now automatically computes and returns the unpacked Cholesky decomposition, the correlations and the standard deviations of the covariance matrix (see [#3881](https://github.com/pymc-devs/pymc3/pull/3881)).
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- `pm.Data` container can now be used for index variables, i.e with integer data and not only floats (see [#3925](https://github.com/pymc-devs/pymc3/pull/3925)).
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- `pm.Data` container can now be used as input for other random variables (see [#3925](https://github.com/pymc-devs/pymc3/pull/3925)).
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### Maintenance
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- Tuning results no longer leak into sequentially sampled `Metropolis` chains (see #3733 and #3796).

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