What is pyABC about?
pyABC helps to solve the problem of parameter inference, in settings where all you can do is simulate from the (black-box) model but no further analysis is possible. Putting it differently, if you have a forward simulator, then pyABC does the backwards parameter inference step for you.
What you need
Some kind of experimentally observed or synthetically generated data
a parametrized stochastic simulator which supposedly explains the data (e.g. a function which possibly uses a random number generator)
What you don’t need
the likelihood function: p(data|parameter) is not required.
When better not to use pyABC
ABC-SMC likelihood-free inference is not a hammer for every nail. If you’re actually able to write down the likelihood then using it and applying a different inference technique which exploits it might be the better approach. This package helps to solve the much harder problem of likelihood-free inference.
Why to use pyABC?
This is a package for Approximate Bayesian Computation, using a Sequential Monte Carlo scheme. This provides a particularly efficient technique for Bayesian posterior estimation in cases where it is very hard to calculate the likelihood function efficiently.
pyABC was designed to perform well on
pyABC integrates well with SGE like environments, as commonly found in scientific settings, but can also be deployed to the cloud. Amongst other backend modes, Dask.distributed can be used under the hood. A Redis based broker or IPython parallel is also supported.
It sounds like a contradiction, but pyABC is on the one hand easy to use for standard applications, on the other hand it allows for flexible experimentation, exploring all aspects of new ABC-SMC schemes. Apart of a rich set of default choices, it is easy to parametrize aspects of your algorithm through the implementation of custom classes.