This still doesn't really explain the dfifference to PyMC. What is the advantage of using Pyro over PyMC which supports a multitude of inference algorithms as well as mini-batch advi.
PyMC3 is fine, but it uses Theano on the backend. Theano will stop being actively maintained in 1 year, and no future features in the mean time. That was announced about a month ago, it seems like a good opportunity to get out something that filled a niche: Probablistic Programming language in python backed by PyTorch. They are taking cues from edward and webppl, which from a casual glance seem to be the best libraries for python and javascript respectively http://edwardlib.org/ http://webppl.org/
But Edward is backed by TensorFlow
That announcement by Theano’s main developer Pascal Lamblin and Yoshua Bengio: https://syncedreview.com/2017/09/29/rip-theano/ https://groups.google.com/forum/#!topic/theano-users/7Poq8BZ...
"Dear users and developers,
After almost ten years of development, we have the regret to announce that we will put an end to our Theano development after the 1.0 release, which is due in the next few weeks. We will continue minimal maintenance to keep it working for one year, but we will stop actively implementing new features. Theano will continue to be available afterwards, as per our engagement towards open source software, but MILA does not commit to spend time on maintenance or support after that time frame. "
https://www.wired.com/2016/12/uber-buys-mysterious-startup-m...
Uber acquired Geometric Intelligence and renamed it Uber AI. From this article:
"But it hasn't published research or offered a product. What is has done is assemble a team of fifteen researchers who can be very useful to Uber, including Stanford professor Noah Goodman, who specializes in cognitive science and a field called probabilistic programming, and University of Wyoming's Jeff Clune, an expert in deep neural networks who has also explored robots that can "heal" themselves."