Add a Theano Polya-Gamma random variable type #107
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Hi @brandonwillard , For what its worth, there is oon-going work on a PG sampler that is compatible with SciPy/NumPy and uses NumPy's generator interface for RNGs. Maybe the code there could be of help: https://github.com/zoj613/polya-gamma |
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That does sound much better. By the way, Theano-PyMC is where such a change would take place, since we've moved the |
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This is a very minimal implementation, and the sampler doesn't appear to interface, scale, or install well.
At some point, it would be worthwhile to write a basic PG sampler that conforms to at least some SciPy standards (e.g. use Numpy/SciPy RNG objects, better use of
ndarrayobjects from Cython/C++, low-level handling of broadcasting and flattening, etc.) and doesn't require an external package mostly comprised of unused features.