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

9.1 Decision trees

Before jumping into BART models, let’s take a moment to discuss what decision trees are. A decision tree is like a flowchart that guides you through different questions until you reach a final choice. For instance, suppose you need to decide what type of shoes to wear every morning. To do so, you may ask yourself a series of questions. ”Is it warm?” If yes, you then ask something more specific, like ”Do I have to go to the office?” Eventually, you will stop asking questions and reach an output value like flip-flops, sneakers, boots, moccasins, etc.

This flowchart can be conveniently encoded in a tree structure, where at the root of the tree we place more general questions, then proceed along the tree to more and more specific ones, and finally arrive at the leaves of the tree with the output of the different types of shoes. Trees are very common data structures in computer science and data analysis.

More formally, we can say that...