Create feature comparisons table

[luiarthur]

A features table will also be compiled for the various PPLs. These may include:

• support / workarounds for missing data, with MWE.

• support / workarounds for ragged arrays, with MWE.

• support / workarounds for inference of discrete parameters, with MWE

  • Nimble and Pyro supports direct inference on discrete parameters. The recommended workaround in other PPL's is marginalizing discrete parameters, but this is not always possible.

• support for automatic differentiation

• Customizability

  • e.g. For MCMC, using a custom (user-provided) implementation to update a subset of model parameters, and use default update mechanisms (Metropolis-within-Gibbs or HMC) for the other parameters.

• support for HMC, Metropolis-within-Gibbs, ADVI / BBVI, and auto-tuning for each PPL.

• The table below is an example of what the Feature Comparisons table could look like.

	Turing	STAN	Pyro	Nimble	TFP
Supports inference for discrete parameters	TODO	No (workaround)	Yes	Yes	No (workaround)
Supports missing data	TODO	TODO	TODO	Yes	No (workaround)
Supports AD	TODO	TODO	TODO	TODO	TODO
Supports customization of MCMC	TODO	TODO	TODO	TODO	TODO
Supports HMC	TODO	TODO	TODO	TODO	TODO
Supports NUTS	TODO	TODO	TODO	TODO	TODO
Supports ADVI	TODO	TODO	TODO	TODO	TODO
etc.	TODO	TODO	TODO	TODO	TODO