Here is a course on Probabilistic Programming with PyMC3.
We've included plenty of examples. You might want to have a look.
Real world case studies in this course include
- Sports Analytics
- Policy decision analysis
- AB Testing
Key learning points will be (in no particular order)
- What is PyMC3 and understanding how variables are stored and how to build models
- How to debug and evaluate models
- What is MCMC and how to choose a sampler and evaluate the performance of respective samplers.
- What is Theano, how to debug Theano.
- How to write specialised functions in Theano and integrate these with PyMC3
- Case studies from a range of areas, how to apply these and including some ideas for your day job.
- The PyMC3 modelling process - unseen material.
Do I need to set up my environment?
- I've taken care of all the environment stuff at the github repo here - just launch the binder link.
- We have some videos on installing PyMC3 if you want to do that but it's optional.