adamhaber / stan2tfp

stan2tfp is a lightweight interface to the TensorFlow Probability backend of the Stan compiler. It provides the necessary objects and functions to compile a Stan program and fit the model to data using TFP.

Stan2tfp

The new Stan compiler features a TensorFlow Probability backend, transpiling Stan programs to python code.

stan2tfp is a lightweight interface wrapper around this functionality, allowing users to:

• call the compiler (emitting TFP code)
• run the code (creating a model object in the current namespace)
• sample the model (using TFP's NUTS)

... without leaving the notebook or their favorite IDE.

The new compiler and the TFP backend are under active development. Currently only a small subset of Stan's functionality is supported. For a list of supported distributions, see here.

Install

stan2tfp is a pure-Python package which can be installed from PyPI

pip install stan2tfp

This will also install TensorFlow and TensorFlow Probability (both in nightly version; needed for XLA compilation of the model).

stan2tfp provides the function download_stan2tfp_compiler which downloads a pre-compiled binary of the compiler. By default it installs the latest version into the same directory as the package itself. A different path or a different version of the compiler can be specified.

"Hello world"

For a simple end-to-end example of using stan2tfp, see here.