Description
Description In this talk I will explain the idea of sampling to get to your model and I will demonstrate it with examples. The goal is to start with a for loop and to end with understanding how MCMC algorithms work.
Abstract A lot of people understand the scikit-learn models of todays world but feel uneasy about the whole MCMC method of training. Why are these algorithms different? How is it that you don't use a gradient method but a sampler instead? It can feel a bit misterious if you've not properly been introduced to this other way of thinking.
In this talk I will explain the idea of sampling to get to your model and I will demonstrate it with examples. The goal is to start with a for loop and to end with understanding how MCMC algorithms work. As a consequence the audience will also get a proper introduction to PyMC3. In particular I will discuss the following;
why markov chain sampling can be equivalent to direct sampling how to build your own MCMC sampler with a for loop how this for loop can be run faster by using PyMC3 instead the key idea of inference and how i was briefly able apply it in a santa kaggle competition how to analyse timeseries with MCMC in PyMC3 Parts of this talk are readily available on my blog;
http://koaning.io/switching-to-sampli... http://koaning.io/elimination-via-inf...