Skip to content

loreloc/bayesian-gp-regression

Repository files navigation

Bayesian and Gaussian Process regression (and some examples)

Comparison of several Regression techniques and Gaussian Process.

Contents

Examples taken from:

[1] MARTIN, OSVALDO. Bayesian Analysis with Python -: Implement Statistical Modeling and Probabilistic Programming Using pymc3. PACKT Publishing Limited, 2018.

  • Linear regression
    • Robust linear regression
  • Logistic regression
  • Multivariate Linear and Logistic regression
  • Poisson regression (ZIP)
  • Polynomial regression (univariate and multivariate)
  • Linear splines
  • Gaussian Process Regression
  • Regression with spatial autocorrelation
  • Gaussian Process Classification
    • GP Classification with a More Complex Target
  • Poisson Process (and Cox Process)

Application on real data: Yield crop prediction

Repo structure

. ├── data # Datasets used in notebooks ├── world # Geodata for plotting world maps ├── 1.* ... 5.*.ipynb # Notebooks ├── guassian_processes.py # GP utility class ├── utils.py # Utility functions ├── LICENSE └── README.md 

Installation

Recommended to create a venv; recommended to install pymc separatly with conda if on windows (Instructions);

then:

pip install -r requirements.txt 

Usage

Just use them as a regular ipy notebooks

About

Comparison of Several Bayesian Regression Techniques and Gaussian Processes

Topics

Resources

License

Stars

Watchers

Forks

Contributors