Reproducibility & Scalability with PyMC

Thank you @juanitorduz!! That is very cool, I did not know about the model_builder or MLFlow in the PyMC-marketing module. I will definitely check it out!

For the Ray + PyMC, do you mean create a module that handles scaling PyMC on Ray? I have thought about implementing it but right now I would only be able to implement model parallelization because MCMC is inherently sequential. But interestingly I was reading a paper where you can implement data parallelization with MCMC by using the Shepherding distribution and a shorter resource. I was thinking about seeing if I could implement this in PyMC and then connect everything with Ray to allow both model and data parallelization.

1 Like