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.
Copyright (C) 2011-2017 Jaakko Luttinen and other contributors (see below)
BayesPy including the documentation is licensed under the MIT License. See LICENSE file for a text of the license or visit http://opensource.org/licenses/MIT.
Jaakko Luttinen email@example.com
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.
Infer.NET (http://research.microsoft.com/infernet/) is a .NET framework for machine learning. It provides message-passing algorithms and statistical routines for performing Bayesian inference. It is partly closed source and licensed for non-commercial use only.
The list of contributors:
Each file or the git log can be used for more detailed information.
Version 0.5.22 (2021-03-19)¶
Fix #122: Add support for arrays of number of trials in a mixture of multinomials and binomials.
Version 0.5.19 (2019-12-11)¶
Improve memory usage in
SumMultiplywhen some input nodes are just constants (e.g., NumPy arrays).
Version 0.5.17 (2018-04-18)¶
plotmodule automatically if possible (i.e., if matplotlib available)
Version 0.5.14 (2018-03-09)¶
phi_biasfor exponential family nodes. This can be used for simple regularization.
Version 0.5.12 (2017-10-19)¶
Skip all image comparison tests for now.
Support (0,0)-shape matrices in Cholesky functions.
Version 0.5.11 (2017-09-26)¶
Handle scalar moments of the innovation vector properly in Gaussian Markov chain.
Skip some failing image comparison unit tests. Image comparison tests will be deprecated at some point.
Version 0.5.9 (2017-09-02)¶
Support tqdm for monitoring the iteration progress (#105).
Allow VB iteration without maximum number of iteration steps (#104).
Add ellipse patch creation from covariance or precision (#103).
Version 0.5.8 (2017-05-13)¶
Implement random sampling for Poisson
Update some old licensing information
Version 0.5.7 (2016-11-15)¶
Fix deterministic mappings in Mixture, which caused NaNs in results
Version 0.5.6 (2016-11-08)¶
Remove significant reshaping overhead in Cholesky computations in linalg module
Fix minor plate multiplier issues
Version 0.5.5 (2016-11-04)¶
Fix critical plate multiplier bug in Take node. The bug caused basically all models with Take node to be incorrect.
Fix ndim handling in GaussianGamma and Wishart
Support lists and other array-convertible formats in several nodes
Version 0.5.4 (2016-10-27)¶
Add conversion from Gamma to scalar Wishart
Implement message from GaussianMarkovChain to its input parent node
Add generic unit test functions for messages and moments
Require NumPy 1.10 or greater
Version 0.5.2 (2016-08-17)¶
Add a node method to obtain the VB lower bound terms that contain the node
Handle empty CLI argument lists in CLI argument parsing
Fix handling of the two variables (Gaussian and Gamma) in GaussianGamma methods
Fix minor bugs, including CGF in GaussianMarkovChain with inputs
Version 0.5.1 (2016-05-17)¶
Accept lists as number of multinomial trials
Fix typo in handling concentration regularization shape
Version 0.5.0 (2016-05-04)¶
Implement the following new nodes:
Add preliminary support for maximum likelihood estimation (implemented only for Wishart moments now)
Support multiplying Wishart variable by a gamma variable (scale method in Wishart class)
Support GaussianWishart and GaussianGamma in GaussianMarkovChain
Support 1-p operation (complement) for beta variables
Implement random sampling for Multinomial node
Support ndim in many linalg functions and Gaussian-related nodes
Add conjugate gradient support for Multinomial and Mixture
Support monitoring of only some nodes when learning
Add diag() method to Gamma node
Add some examples as Jupyter notebooks
Simplify GaussianARD mean parent handling
Move documentation to Read the Docs
Fix an axis mapping bug in Mixture (#39)
Fix NaN issue in Mixture with deterministic mappings (#66)
Fix Dirichlet node parent validation
Fix VB iteration when no data given (#67)
Fix axis label support in Hinton plots (#64)
Fix recursive node deletion
Version 0.4.1 (2015-11-02)¶
Define extra dependencies needed to build the documentation
Version 0.4.0 (2015-11-02)¶
Implement Add node for Gaussian nodes
Raise error if attempting to install on Python 2
Return both relative and absolute errors from numerical gradient checking
Add nose plugin to filter unit test warnings appropriately
Version 0.3.9 (2015-10-16)¶
Fix Gaussian ARD node sampling
Version 0.3.8 (2015-10-16)¶
Fix Gaussian node sampling
Version 0.3.7 (2015-09-23)¶
Enable keyword arguments when plotting via the inference engine
Add initial support for logging
Version 0.3.6 (2015-08-12)¶
Add maximum likelihood node for the shape parameter of Gamma
Fix Hinton diagrams for 1-D and 0-D Gaussians
Fix autosave interval counter
Fix bugs in constant nodes
Version 0.3.5 (2015-06-09)¶
Fix indexing bug in VB optimization (not VB-EM)
Version 0.3.4 (2015-06-09)¶
Fix computation of probability density of Dirichlet nodes
Use unit tests for all code snippets in docstrings and documentation
Version 0.3.3 (2015-06-05)¶
Change license to the MIT license
Improve SumMultiply efficiency
Hinton diagrams for gamma variables
Possible to load only nodes from HDF5 results
Version 0.3.2 (2015-03-16)¶
Concatenate node added
Unit tests for plotting fixed
Version 0.3.1 (2015-03-12)¶
Gaussian mixture 2D plotting improvements
Covariance matrix sampling improvements
Minor documentation fixes
Version 0.3 (2015-03-05)¶
Add gradient-based optimization methods (Riemannian/natural gradient or normal)
Add collapsed inference
Add the pattern search method
Add deterministic annealing
Add stochastic variational inference
Add optional input signals to Gaussian Markov chains
Add unit tests for plotting functions (by Hannu Hartikainen)
Add printing support to nodes
Drop Python 3.2 support
Version 0.2.3 (2014-12-03)¶
Fix matplotlib compatibility broken by recent changes in matplotlib
Add random sampling for Binomial and Bernoulli nodes
Fix minor bugs, for instance, in plot module
Version 0.2.2 (2014-11-01)¶
Fix normalization of categorical Markov chain probabilities (fixes HMM demo)
Fix initialization from parameter values
Version 0.2.1 (2014-09-30)¶
Add workaround for matplotlib 1.4.0 bug related to interactive mode which affected monitoring
Fix bugs in Hinton diagrams for Gaussian variables
Version 0.2 (2014-08-06)¶
Added all remaining common distributions: Bernoulli, binomial, multinomial, Poisson, beta, exponential.
Added Gaussian arrays (not just scalars or vectors).
Added Gaussian Markov chains with time-varying or swithing dynamics.
Added discrete Markov chains (enabling hidden Markov models).
Added joint Gaussian-Wishart and Gaussian-gamma nodes.
Added deterministic gating node.
Added deterministic general sum-product node.
Added parameter expansion for Gaussian arrays and time-varying/switching Gaussian Markov chains.
Added new plotting functions: pdf, Hinton diagram.
Added monitoring of posterior distributions during iteration.
Finished documentation and added API.
Version 0.1 (2013-07-25)¶
Added variational message passing inference engine.
Added the following common distributions: Gaussian vector, gamma, Wishart, Dirichlet, categorical.
Added Gaussian Markov chain.
Added parameter expansion for Gaussian vectors and Gaussian Markov chain.
Added stochastic mixture node.
Added deterministic dot product node.
Created preliminary version of the documentation.