- Autodiff is never used outside of tests as hand-derived derivatives enable performance optimizations.
- Finite differences is never preferred and should only be used if all other methods (including BFGS) are not feasible.
- Posterior mean must always be the default (never MAP).
- Analytic, closed-forms should be supported in general for all model types.
- Penalties must always be on the final function itself, never on the model coefficients.
- Fitting and inference must be fast on all scales of data, but especially large-scale data where it matters the most (with seamless transitions between strategies).
- Never vendor external software.
- The program must never run out of memory on reasonably-resourced computers.
- REML (or LAML) always used, never GCV.
- Penalties (prior towards no effect) should usually be applied, except when obvious (e.g., an intercept generally should not have a penalty).
- The default choices should give the best model for the user.