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brms is an R package by Paul Bürkner which provides a high-level interface for fitting Bayesian multilevel (i.e. mixed effects) models, generalized linear / non-linear / multivariate models using Stan as the backend. It allows R users to specify complex Bayesian models using formula syntax similar to lme4 but with far more flexibility (distributions, link functions, hierarchical structure, nonlinear terms, etc.). It supports model diagnostics, posterior predictive checking, model comparison,...

...It targets large scale settings by varying the number of observations (n) up to millions and the number of features (after expansion) to about a thousand, to stress test different implementations. The benchmarks cover algorithms like logistic regression, random forest, gradient boosting, and deep neural networks, and they compare across toolkits such as scikit-learn, R packages, xgboost, H2O, Spark MLlib, etc. The repository is structured in logical folders, each corresponding to algorithm categories.