Python下的贝叶斯推理工具包:BayesPy

jopen 10年前

Bayesian Python —— Python下的贝叶斯推理工具包,用于构建贝叶斯网络并实现后验推理。

BayesPy provides tools for Bayesian inference with Python. The user constructs a model as a Bayesian network, observes data and runs posterior inference. The goal is to provide a tool which is efficient, flexible and extendable enough for expert use but also accessible for more casual users.

Currently, only variational Bayesian inference for conjugate-exponential family (variational message passing) has been implemented. Future work includes variational approximations for other types of distributions and possibly other approximate inference methods such as expectation propagation, Laplace approximations, Markov chain Monte Carlo (MCMC) and other methods. Contributions are welcome.

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Bayes Blocks (http://research.ics.aalto.fi/bayes/software/) is a C++/Python implementation of the variational building block framework. The framework allows easy learning of a wide variety of models using variational Bayesian learning. It is available as free software under the GNU General Public License.

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