Built on top of Scikit-learn and PyMC3

Built with the broader community

Pymc-learn is open source and freely available. It is built on top Scikit-learn & PyMC3.


Scikit-learn is a popular Python library for machine learning providing a simple API that makes it very easy for users to train, score, save and load models in production.

Learn More about Scikit-Learn »


PyMC3 is a Python package for Bayesian statistical modeling and Probabilistic Machine Learning focusing on advanced Markov chain Monte Carlo (MCMC) and variational inference (VI).

Learn More about PyMC3 »

Familiar for Scikit-Learn users

easy to get started

You don't have to completely rewrite your scikit-learn ML code.

Pymc-learn provides models built on top of the scikit-learn API. So you can easily and quickly instantiate, train, score, save, and load models just like in scikit-learn.

Learn More »
  • Scikit-learn syntax
# Linear regression in scikit-learn
from sklearn.linear_model \
  import LinearRegression
lr = LinearRegression()
lr.fit(X, y)
  • Pymc-learn syntax
# Linear regression in pymc-learn
from pmlearn.linear_model \
  import LinearRegression
lr = LinearRegression()
lr.fit(X, y)

Quantify Uncertainty

Models should know when they don't know

Quantify the degree of uncertainty in model parameters and predictions.

Probability is the fundamental mathematical principle for quantifying uncertainty. Pymc-learn provides probabilistic models that represent and process uncertain values using Bayesian inference.

Why Uncertainty Quantification is Important »

Scale up to Big Data

Using Variational Inference

Recent research has led to the development of variational inference algorithms that are fast and almost as flexible as MCMC.

Instead of drawing samples from the posterior, these algorithms instead fit a distribution (e.g. normal) to the posterior turning a sampling problem into an optimization problem. ADVI – Automatic Differentation Variational Inference – is implemented in PyMC3.

Learn About Variational Inference »

Supported By

Pymc-learn receives generous support from the following institutions, either through direct funding, or by employing core developers.

New-BSD Licensed

© 2019 Pymc-learn core developers