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Variational Bayesian inference tools for Python

Project description

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.

Project information

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.

Latest release

release conda-release

Documentation

http://bayespy.org

Repository

https://github.com/bayespy/bayespy.git

Bug reports

https://github.com/bayespy/bayespy/issues

Author

Jaakko Luttinen jaakko.luttinen@iki.fi

Chat

chat

Mailing list

bayespy@googlegroups.com

Continuous integration

Branch

Test status

Test coverage

Documentation

master (stable)

travismaster

covermaster

docsmaster

develop (latest)

travisdevelop

coverdevelop

docsdevelop

Similar projects

VIBES (http://vibes.sourceforge.net/) allows variational inference to be performed automatically on a Bayesian network. It is implemented in Java and released under revised BSD license.

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.

PyMC (https://github.com/pymc-devs/pymc) provides MCMC methods in Python. It is released under the Academic Free License.

OpenBUGS (http://www.openbugs.info) is a software package for performing Bayesian inference using Gibbs sampling. It is released under the GNU General Public License.

Dimple (http://dimple.probprog.org/) provides Gibbs sampling, belief propagation and a few other inference algorithms for Matlab and Java. It is released under the Apache License.

Stan (http://mc-stan.org/) provides inference using MCMC with an interface for R and Python. It is released under the New BSD License.

PBNT - Python Bayesian Network Toolbox (http://pbnt.berlios.de/) is Bayesian network library in Python supporting static networks with discrete variables. There was no information about the license.

Contributors

The list of contributors:

  • Jaakko Luttinen

  • Hannu Hartikainen

  • Deebul Nair

  • Christopher Cramer

  • Till Hoffmann

Each file or the git log can be used for more detailed information.

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