Microsoft Cognitive Toolkit (CNTK) backend for PyMC4

For API, Microsoft and Amazon have introduced a new library called GLUON which they describe as “Gluon provides a clear, concise API for defining machine learning models using a collection of pre-built, optimized neural network components”[1].

Gluon uses Mxnet as it’s backend but it will be able to use CNTK as it’s backend too.

Does this answer your concern regarding API?

[1] https://aws.amazon.com/blogs/aws/introducing-gluon-a-new-library-for-machine-learning-from-aws-and-microsoft/