The Bayesian method is the natural approach to inference, yet it is hidden from readers behind chapters of slow, mathematical analysis. The typical text on Bayesian inference involves two to three chapters on probability theory, then enters what Bayesian inference is. Unfortunately, due to mathematical intractability of most Bayesian models, the reader is only shown simple, artificial examples. This can leave the user with a so-what feeling about Bayesian inference. In fact, this was the author’s own prior opinion.
After some recent success of Bayesian methods in machine-learning competitions, I decided to investigate the subject again. Even with my mathematical background, it took me three straight-days of reading examples and trying to put the pieces together to understand the methods. There was simply not enough literature bridging theory to practice. The problem with my misunderstanding was the disconnect between Bayesian mathematics and probabilistic programming. That being said, I suffered then so the reader would not have to now. This book attempts to bridge the gap.
If Bayesian inference is the destination, then mathematical analysis is a particular path towards it. On the other hand, computing power is cheap enough that we can afford to take an alternate route via probabilistic programming. The latter path is much more useful, as it denies the necessity of mathematical intervention at each step, that is, we remove often-intractable mathematical analysis as a prerequisite to Bayesian inference. Simply put, this latter computational path proceeds via small intermediate jumps from beginning to end, where as the first path proceeds by enormous leaps, often landing far away from our target. Furthermore, without a strong mathematical background, the analysis required by the first path cannot even take place.
Bayesian Methods for Hackers is designed as a introduction to Bayesian inference from a computational/understanding-first, and mathematics-second, point of view. Of course as an introductory book, we can only leave it at that: an introductory book. For the mathematically trained, they may cure the curiosity this text generates with other texts designed with mathematical analysis in mind. For the enthusiast with less mathematical-background, or one who is not interested in the mathematics but simply the practice of Bayesian methods, this text should be sufficient and entertaining.
The choice of PyMC as the probabilistic programming language is two-fold. As of this writing, there is currently no central resource for examples and explanations in the PyMC universe. The official documentation assumes prior knowledge of Bayesian inference and probabilistic programming. We hope this book encourages users at every level to look at PyMC. Secondly, with recent core developments and popularity of the scientific stack in Python, PyMC is likely to become a core component soon enough.
PyMC does have dependencies to run, namely NumPy and (optionally) SciPy. To not limit the user, the examples in this book will rely only on PyMC, NumPy, SciPy and Matplotlib only.
Multivariate Statistical Methods: A Primer has as its stated purpose to introduce multivariate
statistical methods to non-mathematicians, intending to keep details to a minimum but still
convey a good idea of what can be done in the area of multivariate statistics. The prior
three editions appeared in 1986 (159 pages), 1994 (232 pages), and 2004 (224 pages), with
Manly as single author. The preface states that the main change since the third edition is
the introduction of R code to do all of the analyses in the book. The reader is assumed to
have a working knowledge of elementary statistical methods, i.e., significance testing using
the normal, t, 2, and F distributions, analysis of variance (ANOVA), and standard linear
regression. Additionally, to fully benefit from the text, some facility with algebra is required,
as is some knowledge about matrix algebra.
This article explains how to select important variables using boruta package in R. Variable Selection is an important step in a predictive modeling project. It is also called ‘Feature Selection’. Every private and public agency has started tracking data and collecting information of various attributes. It results to access to too many predictors for a predictive model. But not every variable is important for prediction of a particular task. Hence it is essential to identify important variables and remove redundant variables. Before building a predictive model, it is generally not know the exact list of important variable which returns accurate and robust model.
For python programmers, scikit-learn is one of the best libraries to build Machine Learning applications with. It is ideal for beginners because it has a really simple interface, it is well documented with many examples and tutorials. Besides supervised machine learning (classification and regression), it can also be used for clustering, dimensionality reduction, feature extraction and engineering, and pre-processing the data. The interface is consistent over all of these methods, so it is not only easy to use, but it is also easy to construct a large ensemble of classifiers/regression models and train them with the same commands. In this blog lets have a look at how to build, train, evaluate and validate a classifier with scikit-learn and in this way get familiar with the scikit-learn library. Let’s look at the process of classification with scikit-learn with two example datasets. The glass dataset, and the Mushroom dataset. The glass dataset contains data on six types of glass (from building windows, containers, tableware, headlamps, etc) and each type of glass can be identified by the content of several minerals (for example Na, Fe, K, etc). This dataset only contains numerical data and therefore is a good dataset to get started with. The second dataset contains non-numerical data and we will need an additional step where we encode the categorical data to numerical data.
In the last exercise, We have seen how powerful functional programming principles can be and how it can drammatically increase the readablity of the code and how easily you can work with them .In this set of exercises we will look at functional programming principles with purrr.Purrr comes with a number of interesting features and is really useful in writing clean and concise code . Please check the documentation and load the purrr library in your R session before starting these exercise set .
Follow these 7 steps for mastering data preparation, covering the concepts, the individual tasks, as well as different approaches to tackling the entire process from within the Python ecosystem.