It’s already a while ago, in July, I presented Shogun at the EuroPython in Berlin. This was a super nice conference full of interesting people and projects. My talk was recorded and can be found [here], slides are [here].

Another super interesting project was presented by Thomas Wiecki: Probabilistic programming with PyMC3 [video]. This is a very interesting project, a bit similar to Stan, which allows to plug together probabilistic models and then do HMC for inference, powered by automatic differentiation (which I am currently super excited about). Unlike Stan, this happens all in Python which makes things super comfortable (example notebook). As I am working on kernel-based samplers (Kameleon MCMC & soon more), this might be a good vehicle to make them public, exploiting the nice auto-diff tool (Theano) that PyMC uses.