Good afternoon,
I am doing my end of career project in numpyro. I was looking for some recommendation if it is possible on how to start, what articles should I read and that kind of thing. I was thinking of using time series forecasting for risk. Can someone orientate me a bit?
Another question I had is, apart from where is it supported, what is the main difference between pyro and numpyro?
Hi!
It seems like Getting Started with NumPyro — NumPyro documentation and Time Series Forecasting — NumPyro documentation would both be good places for you to start! My understanding is it is NumPyro’s use of JAX and JIT that differentiate it from Pyro which should make it faster for SVI (is my understanding), though it is also younger and less well documented as a result (though this seems to be increasingly not the case).
Hope that helps!