Refactor, leaning more on PyMC and less on Bambi #64
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Closes #54
The major change in this PR is that the function we minimize is compiled directly from a PyMC model, this has several advantages. More importantly, less code to maintain and add on our side. For instance, we no longer need to define families within Kulprit, so in principle, we can use any family from Bambi. This should also simplify future extensions.
The computation of the log-likelihood group is now also PyMC's responsibility.
I did not run benchmarks in detail, as this was not the purpose of the refactoring, but it seems that we got a speed-up of ~50%.
This could also ease the direct support of PyMC models, but that's not a priority. The priority is to extend the functionality of Kulprit to support the largest possible subset of Bambi's models.