PyMC3 is based upon Theano, so it's useful to have some familiarity with it when doing work.

Theano is a package that allows us to define functions involving array operations and linear algebra. When we define a PyMC3 model, we implicitly build up a Theano function from the space of our parameters to their posterior probability density up to a constant factor. We then use symbolic manipulations of this function to also get access to its gradient.

This part of the course will discuss how to use theano, how to debug it and some tricks for handling some of the idiosyncrasies of Theano.

Theano is a package that allows us to define functions involving array operations and linear algebra. When we define a PyMC3 model, we implicitly build up a Theano function from the space of our parameters to their posterior probability density up to a constant factor. We then use symbolic manipulations of this function to also get access to its gradient.

This part of the course will discuss how to use theano, how to debug it and some tricks for handling some of the idiosyncrasies of Theano.

Introduction to Theano