PyMC3 is a Python package for probabilistic machine learning that enables users to build bespoke models for their specific problems using a probabilistic modeling framework. However, PyMC3 lacks the steps between creating a model and reusing it with new data in production. The missing steps include: scoring a model, saving a model for later use, and loading the model in production systems. In contrast, scikit-learn which has become the standard library for machine learning provides a simple API that makes it very easy for users to train, score, save and load models in production. However, scikit-learn may not have the model for a user’s specific problem. These limitations have led to the development of the open source pymc3-models library which provides a template to build bespoke PyMC3 models on top of the scikit-learn API and reuse them in production. This enables users to easily and quickly train, score, save and load their bespoke models just like in scikit-learn.
pymc-learn project leverages the template in pymc3-models to
develop custom Bayesian models. This provides users with probabilistic models
in a simple workflow that mimics the scikit-learn API.
Ghahramani, Z. (2015). Probabilistic machine learning and artificial intelligence. Nature, 521(7553), 452.
Bishop, C. M. (2013). Model-based machine learning. Phil. Trans. R. Soc. A, 371(1984), 20120222.
Murphy, K. P. (2012). Machine learning: a probabilistic perspective. MIT Press.
Barber, D. (2012). Bayesian reasoning and machine learning. Cambridge University Press.
Salvatier, J., Wiecki, T. V., & Fonnesbeck, C. (2016). Probabilistic programming in Python using PyMC3. PeerJ Computer Science, 2, e55.