High-performance functional bayesian inference in Scala from Avi Bryant


What's your experience with Rainier? 

The open-source library is awesome for or developing bayesian inference models in Scala but what more can you learn about it?

Check out Engineer, Avi Bryant's talk from Scale by the Bay to discover more!

High-performance functional bayesian inference in Scala

This talk will present Rainier, a high-performance open-source library from Stripe for developing bayesian inference models in Scala. The talk will focus on two aspects of the library: first, the underlying computational graph, which allows mathematical functions written in idiomatic Scala to be compiled to very fast, zero-allocation JVM bytecode, along with automatic derivation of their gradients. 

Second, the high-level bayesian inference API built on top of this graph, which provides a familiar, immutable and composable monadic interface for specifying model priors and conditioning them on observed data.

This talk was given by  Avi Bryant at Scale by the Bay 2018.