Implementing inference engines¶
Currently, only variational Bayesian inference engine is implemented. This implementation is not very modular, that is, the inference engine is not well separated from the model construction. Thus, it is not straightforward to implement other inference engines at the moment. Improving the modularity of the inference engine and model construction is future work with high priority. In any case, BayesPy aims to be an efficient, simple and modular Bayesian package for variational inference at least.