The next cut of Stan will likely use TFP as a backend. I think that PyMC4 will also. The Stan team wrote everything from scratch in C++ including their own autodiff code which many regard as quite a stretch in terms of long term maintenance. Since TFP executes on top of Tensorflow things like autodiff and many of the other performance concerns that take up so much Stan-dev time are already taken care of.
PyMC4 on TFP was the plan, but they made a recent announcement [1] indicating those efforts would stop, and instead, they would develop PyMC3+JAX+Theano.
Woah. Thanks for the link, as a PyMC3 user I was not looking forward to the transition to 4 expecting to have to relearn the API like the transition from 2 to 3. I was debating wether I should learn 4 or switch to a different library when all I really wanted to do was stick with 3.
Please no, we don’t need Stan to be rebuilt with a Python backend. That it’s built in C++ and can be called with higher level API’s is part of the appeal.
