StochasticAD.jl VS Distributions.jl

Compare StochasticAD.jl vs Distributions.jl and see what are their differences.

StochasticAD.jl

Research package for automatic differentiation of programs containing discrete randomness. (by gaurav-arya)

Distributions.jl

A Julia package for probability distributions and associated functions. (by JuliaStats)
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StochasticAD.jl Distributions.jl
3 6
181 1,071
- 0.8%
8.7 7.5
20 days ago 14 days ago
Julia Julia
MIT License GNU General Public License v3.0 or later
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
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For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

StochasticAD.jl

Posts with mentions or reviews of StochasticAD.jl. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2023-02-22.
  • Yann Lecun: ML would have advanced if other lang had been adopted versus Python
    9 projects | news.ycombinator.com | 22 Feb 2023
    This is disregarding the development of said ecosystems though. The point is that Python has been quite inhibitory to the development of this ecosystem. There are many corpses of automatic differentiation libraries (starting from autograd and tangent and then to things like theano to finally tensorflow and pytorch) and many corpses of JIT compilers and accelerators (Cython, Numba, pypy, and TensorFlow XLA, now PyTorch v2's JIT, etc.).

    What has been found over the last decade is that a large part of that is due to the design of the languages. Jan Vitek for example has a great talk which describes how difficult it is to write a JIT compiler for R due to certain design choices in the language (https://www.youtube.com/watch?v=VdD0nHbcyk4, or the more detailed version https://www.youtube.com/watch?v=HStF1RJOyxI). There are certain language constructs that void lots of optimizations which have to then be worked around, which is why Python JITs choose subsets of the language to avoid specific parts that are not easy to optimize or not possible to optimize. This is why each take a domain-specific subset, a different subset of the language for numba vs jax vs etc., to choose something that is nice for ML vs for more generic codes.

    With all of that, it's perfectly reasonable to point out that there have been languages which have been designed to not have the compilation difficulties, which have resulted having a single (JIT) compiler for the language. And by extension, it has made building machine learning and autodiff libraries not something that's a Google or Meta scale project (for example, PyTorch involves building GPU code bindings and a specialized JIT, not something very accessible). Julia is a language to point to here, but I think well-designed static languages like Rust also deserve a mention. How much further would we have gone if every new ML project didn't build a new compiler and a new automatic differentiation engine? What if the development was more modular and people could easy just work on the one thing they cared about?

    As a nice example, for last NeurIPS we put out a paper on automatic differentiation of discrete stochastic models, i.e. extending AD to automatically handle cases like agent-based models. The code is open source (https://github.com/gaurav-arya/StochasticAD.jl), and you can see it's almost all written by a (talented) undergraduate over a span of about 6 months. It requires the JIT compilation because it works on a lot of things that are not solely in big matrix multiplication GPU kernels, but Julia provides that. And multiple dispatch gives GPU support. Done. The closest thing in PyTorch, storchastic, gets exponential scaling instead of StochasticAD's linear, and isn't quite compatible with a lot of what's required for ML, so it benchmarks as thousands of times slower than the simple Julia code. Of course, when Meta needs it they can and will put the minds of 5-10 top PhDs on it to build it out into a feature of PyTorch over 2 years and have a nice release. But at the end of the day we really need to ask, is that how it should be?

  • [P] Stochastic Differentiable Programming: Unbiased Automatic Differentiation for Discrete Stochastic Programs (such as particle filters, agent-based models, and more!)
    3 projects | /r/MachineLearning | 18 Oct 2022
    Found relevant code at https://github.com/gaurav-arya/StochasticAD.jl + all code implementations here

Distributions.jl

Posts with mentions or reviews of Distributions.jl. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2023-02-22.
  • Yann Lecun: ML would have advanced if other lang had been adopted versus Python
    9 projects | news.ycombinator.com | 22 Feb 2023
    If you look at Julia open source projects you'll see that the projects tend to have a lot more contributors than the Python counterparts, even over smaller time periods. A package for defining statistical distributions has had 202 contributors (https://github.com/JuliaStats/Distributions.jl), etc. Julia Base even has had over 1,300 contributors (https://github.com/JuliaLang/julia) which is quite a lot for a core language, and that's mostly because the majority of the core is in Julia itself.

    This is one of the things that was noted quite a bit at this SIAM CSE conference, that Julia development tends to have a lot more code reuse than other ecosystems like Python. For example, the various machine learning libraries like Flux.jl and Lux.jl share a lot of layer intrinsics in NNlib.jl (https://github.com/FluxML/NNlib.jl), the same GPU libraries (https://github.com/JuliaGPU/CUDA.jl), the same automatic differentiation library (https://github.com/FluxML/Zygote.jl), and of course the same JIT compiler (Julia itself). These two libraries are far enough apart that people say "Flux is to PyTorch as Lux is to JAX/flax", but while in the Python world those share almost 0 code or implementation, in the Julia world they share >90% of the core internals but have different higher levels APIs.

    If one hasn't participated in this space it's a bit hard to fathom how much code reuse goes on and how that is influenced by the design of multiple dispatch. This is one of the reasons there is so much cohesion in the community since it doesn't matter if one person is an ecologist and the other is a financial engineer, you may both be contributing to the same library like Distances.jl just adding a distance function which is then used in thousands of places. With the Python ecosystem you tend to have a lot more "megapackages", PyTorch, SciPy, etc. where the barrier to entry is generally a lot higher (and sometimes requires handling the build systems, fun times). But in the Julia ecosystem you have a lot of core development happening in "small" but central libraries, like Distances.jl or Distributions.jl, which are simple enough for an undergrad to get productive in a week but is then used everywhere (Distributions.jl for example is used in every statistics package, and definitions of prior distributions for Turing.jl's probabilistic programming language, etc.).

  • Don't waste your time on Julia
    2 projects | /r/rstats | 14 Aug 2022
    ...so the blog post you've posted 4 times contains a list of issues the author filed in 2020-2021... and at least for the handful I clicked, they indeed have (long) been sorted. e.g., Filed Dec 18th 2020, closed Dec 20th
  • Julia ranks in the top most loved programming languages for 2022
    3 projects | news.ycombinator.com | 23 Jun 2022
    Well, out of the issues mentioned, the ones still open can be categorized as (1) aliasing problems with mutable vectors https://github.com/JuliaLang/julia/issues/39385 https://github.com/JuliaLang/julia/issues/39460 (2) not handling OffsetArrays correctly https://github.com/JuliaStats/StatsBase.jl/issues/646, https://github.com/JuliaStats/StatsBase.jl/issues/638, https://github.com/JuliaStats/Distributions.jl/issues/1265 https://github.com/JuliaStats/StatsBase.jl/issues/643 (3) bad interaction of buffering and I/O redirection https://github.com/JuliaLang/julia/issues/36069 (4) a type dispatch bug https://github.com/JuliaLang/julia/issues/41096

    So if you avoid mutable vectors and OffsetArrays you should generally be fine.

    As far as the argument "Julia is really buggy so it's unusable", I think this can be made for any language - e.g. rand is not random enough, Java's binary search algorithm had an overflow, etc. The fixed issues have tests added so they won't happen again. Maybe copying the test suites from libraries in other languages would have caught these issues earlier, but a new system will have more bugs than a mature system so some amount of bugginess is unavoidable.

  • The Julia language has a number of correctness flaws
    19 projects | news.ycombinator.com | 16 May 2022
  • Does a Julia package have to live in a separate file?
    1 project | /r/Julia | 16 Mar 2021
    See the Distributions.jl package for an example .jl file structure: https://github.com/JuliaStats/Distributions.jl/tree/master/src
  • Organizing a Julia program
    1 project | /r/Julia | 17 Jan 2021
    Structure your program around your domain specific constrains, e.g if you look at Distributions.jl they have folders for univariate/multivariate or discrete/continuous with a file per distribution containing the struct + all its methods :

What are some alternatives?

When comparing StochasticAD.jl and Distributions.jl you can also consider the following projects:

Agents.jl - Agent-based modeling framework in Julia

MLJ.jl - A Julia machine learning framework

julia - The Julia Programming Language

HypothesisTests.jl - Hypothesis tests for Julia

RecursiveFactorization

Optimization.jl - Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

Zygote.jl - 21st century AD

StatsBase.jl - Basic statistics for Julia

Octavian.jl - Multi-threaded BLAS-like library that provides pure Julia matrix multiplication

Lux.jl - Explicitly Parameterized Neural Networks in Julia

StaticLint.jl - Static Code Analysis for Julia

Enzyme.jl - Julia bindings for the Enzyme automatic differentiator