Book Image

Bayesian Analysis with Python - Third Edition

By : Osvaldo Martin
Book Image

Bayesian Analysis with Python - Third Edition

By: Osvaldo Martin

Overview of this book

The third edition of Bayesian Analysis with Python serves as an introduction to the main concepts of applied Bayesian modeling using PyMC, a state-of-the-art probabilistic programming library, and other libraries that support and facilitate modeling like ArviZ, for exploratory analysis of Bayesian models; Bambi, for flexible and easy hierarchical linear modeling; PreliZ, for prior elicitation; PyMC-BART, for flexible non-parametric regression; and Kulprit, for variable selection. In this updated edition, a brief and conceptual introduction to probability theory enhances your learning journey by introducing new topics like Bayesian additive regression trees (BART), featuring updated examples. Refined explanations, informed by feedback and experience from previous editions, underscore the book's emphasis on Bayesian statistics. You will explore various models, including hierarchical models, generalized linear models for regression and classification, mixture models, Gaussian processes, and BART, using synthetic and real datasets. By the end of this book, you will possess a functional understanding of probabilistic modeling, enabling you to design and implement Bayesian models for your data science challenges. You'll be well-prepared to delve into more advanced material or specialized statistical modeling if the need arises.
Table of Contents (15 chapters)
Preface
12
Bibliography
13
Other Books You May Enjoy
14
Index

Chapter 9
Bayesian Additive Regression Trees

Individually, we are one drop. Together, we are an ocean. – Ryunosuke Satoro

In the last chapter, we discussed the Gaussian process (GPs), a non-parametric model for regression. In this chapter, we will learn about another non-parametric model for regression known as Bayesian additive regression trees, or BART to friends. We can consider BART from many different perspectives. It can be an ensemble of decision trees, each with a distinct role and contribution to the overall understanding of the data. These trees, guided by Bayesian priors, work harmoniously to capture the nuances of the data, avoiding the pitfall of individual overfitting. Usually, BART is discussed as a standalone model, and software that implements it is usually limited to one or a few models. In this chapter, we will take a different approach and use PyMC-BART, a Python library that allows the use of BART models within PyMC.

In this chapter, we will cover the...