I would also like to add, Stan is not that hard. Conceptually it's a bit of a jump, especially if you're coming from comp sci not statistics, but I think it's really worth it. Here are some helpful links:
A similar package is Edward: https://github.com/blei-lab/edward/blob/master/README.md Which was built on TensorFlow, so it has neural networks goodies, but more importantly is GPU-accelerated! PyMC3 is on the way to using Theano but wasn't done last time I checked.
I would also like to add, Stan is not that hard. Conceptually it's a bit of a jump, especially if you're coming from comp sci not statistics, but I think it's really worth it. Here are some helpful links:
Stan website: http://mc-stan.org/
A primer on Stan: http://www.stat.columbia.edu/~gelman/research/published/stan...
The Python interface PyStan documentation: https://pystan.readthedocs.io/en/latest/
A case using Stan in a real startup's product: https://www.smartly.io/blog/tutorial-how-we-productized-baye...