Welcome to PyMC3’s documentation!¶
PyMC3 is a Python package for Bayesian statistical modeling and Probabilistic Machine Learning which focuses on advanced Markov chain Monte Carlo and variational fitting algorithms. Its flexibility and extensibility make it applicable to a large suite of problems.
Check out the getting started guide!
- Intuitive model specification syntax, for example,
x ~ N(0,1)translates to
x = Normal('x',0,1)
- Powerful sampling algorithms, such as the No U-Turn Sampler, allow complex models with thousands of parameters with little specialized knowledge of fitting algorithms.
- Variational inference: ADVI for fast approximate posterior estimation as well as mini-batch ADVI for large data sets.
- Relies on Theano which provides:
- Computation optimization and dynamic C compilation
- Numpy broadcasting and advanced indexing
- Linear algebra operators
- Simple extensibility
- Transparent support for missing value imputation
If you already know about Bayesian statistics:¶
Learn Bayesian statistics with a book together with PyMC3:¶
- Probabilistic Programming and Bayesian Methods for Hackers: Fantastic book with many applied code examples.
- PyMC3 port of the book “Doing Bayesian Data Analysis” by John Kruschke as well as the second edition: Principled introduction to Bayesian data analysis.
- PyMC3 port of the book “Statistical Rethinking A Bayesian Course with Examples in R and Stan” by Richard McElreath
- PyMC3 port of the book “Bayesian Cognitive Modeling” by Michael Lee and EJ Wagenmakers: Focused on using Bayesian statistics in cognitive modeling.
- Bayesian Analysis with Python by Osvaldo Martin (and errata): Great introductory book.
The latest release of PyMC3 can be installed from PyPI using
pip install pymc3
pip install pymc will install PyMC 2.3, not PyMC3,
Or via conda-forge:
conda install -c conda-forge pymc3
The current development branch of PyMC3 can be installed from GitHub, also using
pip install git+https://github.com/pymc-devs/pymc3
To ensure the development branch of Theano is installed alongside PyMC3
(recommended), you can install PyMC3 using the
file. This requires cloning the repository to your computer:
git clone https://github.com/pymc-devs/pymc3 cd pymc3 pip install -r requirements.txt
However, if a recent version of Theano has already been installed on your system, you can install PyMC3 directly from GitHub.
Another option is to clone the repository and install PyMC3 using
python setup.py install or
python setup.py develop.
PyMC3 is tested on Python 2.7 and 3.6 and depends on Theano, NumPy,
SciPy, Pandas, and Matplotlib (see
requirements.txt for version
Salvatier J, Wiecki TV, Fonnesbeck C. (2016) Probabilistic programming in Python using PyMC3. PeerJ Computer Science 2:e55 https://doi.org/10.7717/peerj-cs.55
To report an issue with PyMC3 please use the issue tracker.
Finally, if you need to get in touch for non-technical information about the project, send us an e-mail.
Software using PyMC3¶
Please contact us if your software is not listed here.
PyMC3 is a non-profit project under NumFOCUS umbrella. If you want to support PyMC3 financially, you can donate here.
- Getting started
- Getting started with PyMC3
- API quickstart
- Variational API quickstart
- Gaussian Processes
- PyMC3 and Theano
- Advanced usage of Theano in PyMC3
- Probability Distributions
- Gaussian Processes
- Mixture Models
- Variational Inference
- API Reference
- Bounded Variables
- Generalized Linear Models
- GP Implementations
- Mean Functions
- Covariance Functions