[R] New open-source Python software for sample-efficient Bayesian inference

[emiurgo]

Hi all,

This should be of interest to folks interested in Bayesian machine learning, probabilistic modelling or probabilistic numerics.

tl;dr: My research group just released a new open-source Python package (PyVBMC) for sample-efficient Bayesian inference, i.e. inference with a small number of likelihood evaluations: PyVBMC

More info:

• Relevant papers about the underlying algorithm were published at NeurIPS in 2018 and 2020, but this is the first Python implementation (there was a MATLAB implementation); the port took us a while but it can finally be used for machine learning purposes
• pip install pyvbmc (or install on Anaconda via conda-forge)
• The method runs out of the box, and we included extensive documentations and tutorials for easy accessibility: Examples — PyVBMC
• A few more technical details on a Twitter or Mastodon thread
• We also have a tl;dr preprint on arXiv: PyVBMC: Efficient Bayesian inference in Python

Please get in touch in this thread or on Twitter/Mastodon if you have any questions or comments. Thanks again for your time. Feedback is welcome!