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25:54 PyMC3 to model the reproductive number of COVID-19 cases
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26:43 Sponsored project under NumFOCUS
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27:32 The change to the Theano project
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29:00 A new backend for PyMC
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29:30 Trying TensorFlow
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30:30 TensorFlow Probability
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31:12 TensorFlow 2
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32:30 In-person developer summits
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32:50 The challenge when coming up with TensorFlow
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34:21 Adpoted approach: coroutines
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35:24 TFP-based PyMC4 prototype
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36:28 Multiple chains
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37:28 Distributions as models
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38:06 Obstacles using TensorFlow probabilities
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39:07 The future of PyMC
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39:33 Theano-JAX
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41:21 Autograd + XLA = JAX
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42:19 Theano-PyMC
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42:39 Specify model in PyMC3 ...
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42:57 ... use JAX for the Theano backend
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43:36 ... sample using TensorFlow probability
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44:21 Remarkable performance
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44:59 PyMC Model, Theano Graph, TFP Sampler and JAX Executable
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45:13 "4.5 frameworks on 25 lines of code"
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46:11 We need you!
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47:10 Thank you!
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Speaker bio:
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Chris Fonnesback is a Senior Quantitative Analyst in Baseball Operations for the New York Yankees. He is interested in computational statistics, machine learning, Bayesian methods, and applied decision analysis. He hails from Vancouver, Canada and received his Ph.D. from the University of Georgia.
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