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+ ** Version 0.6 released!** See the CHANGELOG and [ notebooks] ( https://github.com/elfi-dev/notebooks ) .
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ELFI - Engine for Likelihood-Free Inference
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===========================================
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[ ![ Build Status] ( https://travis-ci.org/elfi-dev/elfi.svg?branch=master )] ( https://travis-ci.org/elfi-dev/elfi )
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- [ ![ Code Health] ( https://landscape.io/github/elfi-dev/elfi/master /landscape.svg?style=flat )] ( https://landscape.io/github/elfi-dev/elfi/master )
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+ [ ![ Code Health] ( https://landscape.io/github/elfi-dev/elfi/dev /landscape.svg?style=flat )] ( https://landscape.io/github/elfi-dev/elfi/dev )
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[ ![ Documentation Status] ( https://readthedocs.org/projects/elfi/badge/?version=latest )] ( http://elfi.readthedocs.io/en/latest/?badge=latest )
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<img src =" https://cloud.githubusercontent.com/assets/1233418/20178983/6e22ee44-a75c-11e6-8345-5934b55b9dc6.png " width =" 15% " align =" right " ></img >
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- ELFI is a statistical software package written in Python for performing inference with
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- generative models. The term "likelihood-free inference" refers to a family of inference
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- methods that replace the use of the likelihood function with a data generating simulator
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- function. This is useful when the likelihood function is not computable or otherwise
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- available but it is possible to make simulations of the process.
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-
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- Other names or related approaches to likelihood-free inference include Approximative
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- Bayesian Computation ([ ABC] ( https://en.wikipedia.org/wiki/Approximate_Bayesian_computation ) ),
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- simulator-based inference, approximative Bayesian inference, indirect inference, etc.
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-
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- ** Note:** Versions 0.5+ introduce small but significant changes in syntax. See the [ notebooks] ( https://github.com/elfi-dev/notebooks ) .
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+ ELFI is a statistical software package written in Python for likelihood-free inference (LFI) such as Approximate
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+ Bayesian Computation ([ ABC] ( https://en.wikipedia.org/wiki/Approximate_Bayesian_computation ) ).
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+ The term LFI refers to a family of inference methods that replace the use of the likelihood function with a data
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+ generating simulator function. ELFI features an easy to use generative modeling syntax and supports parallelized
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+ inference out of the box.
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- Currently implemented ABC methods:
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+ Currently implemented LFI methods:
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- ABC Rejection sampler
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- Sequential Monte Carlo ABC sampler
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- [ Bayesian Optimization for Likelihood-Free Inference (BOLFI)] ( http://jmlr.csail.mit.edu/papers/v17/15-017.html )
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- Bayesian Optimization
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- [ No-U-Turn-Sampler] ( http://jmlr.org/papers/volume15/hoffman14a/hoffman14a.pdf ) , a Hamiltonian Monte Carlo MCMC sampler
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- ELFI includes an easy to use generative modeling syntax, where the generative model is
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- specified as a directed acyclic graph (DAG). The data generation process can then be
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- automatically parallelized from multiple cores up to a cluster environment. ELFI also
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- handles seeding the random number generators and storing of the generated data for you so
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- that you can easily repeat or fine tune your inference.
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-
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See examples under [ notebooks] ( https://github.com/elfi-dev/notebooks ) to get started. Full
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documentation can be found at http://elfi.readthedocs.io/ . Limited user-support may be
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asked from elfi-support.at.hiit.fi, but the
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Installation
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------------
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- ELFI requires and is tested with Python 3.5.
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+ ELFI requires and is tested with Python 3.5-3.6. You can install ELFI by typing in your terminal:
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```
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pip install elfi
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```
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+ or on some platforms using Python 3 specific syntax:
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+ ```
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+ pip3 install elfi
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+ ```
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Note that in some environments you may need to first install ` numpy ` with
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` pip install numpy ` . This is due to our dependency to ` GPy ` that uses ` numpy ` in its installation.
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- ` graphviz ` for drawing graphical models (needs [ Graphviz] ( http://www.graphviz.org ) ), highly recommended
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- ### Python 3
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+ ### Installing Python 3
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- On some platforms you may have to use ` pip3 install elfi ` , in order to use Python 3.
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If you are new to Python, perhaps the simplest way to install a specific version of Python
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is with [ Anaconda] ( https://www.continuum.io/downloads ) .
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@@ -85,5 +78,5 @@ Resolving these may sometimes go wrong:
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- If you receive an error about ` yaml.load ` , install ` pyyaml ` .
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- On OS X with Anaconda virtual environment say ` conda install python.app ` and then use
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` pythonw ` instead of ` python ` .
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- - Note that ELFI currently supports Python 3.5 only, although 3.x may work as well,
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+ - Note that ELFI currently supports Python 3.5-3.6 only, although 3.x may work as well,
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so try ` pip3 install elfi ` .
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