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 tox = 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
- 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.
There are also several talks on PyMC3 which are gathered in this YouTube playlist
The latest release of PyMC3 can be installed from PyPI using pip:
pip install pymc3
Note: Running pip install pymc will install PyMC 2.3, not PyMC3,
from PyPI.
Or via conda-forge:
conda install -c conda-forge pymc3
The current development branch of PyMC3 can be installed from GitHub, also using pip:
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 requirements.txt
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
information).
In addtion to the above dependencies, the GLM submodule relies on Patsy.
scikits.sparse enables sparse scaling matrices which are useful for large problems.
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 or to suggest a feature please use the issue tracker.
To ask a question regarding modeling or usage of PyMC3 we encourage posting to StackOverflow using the "pymc" tag.
To interact with PyMC3 developers, visit the pymc Gitter channel.
Finally, if you need to get in touch for non-technical information about the project, send us an e-mail.
Please contact us if your software is not listed here.
See Google Scholar for a continuously updated list.
See the GitHub contributor page
PyMC3 is a non-profit project under NumFOCUS umbrella. If you want to support PyMC3 financially, you can donate here.
