Search Results for "bayesian python"

Pyro is a flexible, universal probabilistic programming language (PPL) built on PyTorch. It allows for expressive deep probabilistic modeling, combining the best of modern deep learning and Bayesian modeling. Pyro is centered on four main principles: Universal, Scalable, Minimal and Flexible. Pyro is universal in that it can represent any computable probability distribution. It scales easily to large datasets with minimal overhead, and has a small yet powerful core of composable abstractions...

BayesianOptimization is a Python library that helps find the maximum (or minimum) of expensive or unknown objective functions using Bayesian optimization. This technique is especially useful for hyperparameter tuning in machine learning, where evaluating the objective function is costly. The library provides an easy-to-use API for defining bounds and optimizing over parameter spaces using probabilistic models like Gaussian Processes.

PyMC3 allows you to write down models using an intuitive syntax to describe a data generating process. Fit your model using gradient-based MCMC algorithms like NUTS, using ADVI for fast approximate inference — including minibatch-ADVI for scaling to large datasets, or using Gaussian processes to build Bayesian nonparametric models. PyMC3 includes a comprehensive set of pre-defined statistical distributions that can be used as model building blocks. Sometimes an unknown parameter or variable...

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions. Introductory text for Kalman and Bayesian filters. All code is written in Python, and the book itself is written using Juptyer Notebook so that you can run and modify the code in your browser. What better way to learn? This book teaches you how to solve...

A library for probabilistic modeling, inference, and criticism. Edward is a Python library for probabilistic modeling, inference, and criticism. It is a testbed for fast experimentation and research with probabilistic models, ranging from classical hierarchical models on small data sets to complex deep probabilistic models on large data sets. Edward fuses three fields, Bayesian statistics and machine learning, deep learning, and probabilistic programming. Edward is built on TensorFlow...