Hands-On Machine Learning for Algorithmic Trading

The Generalized Linear Models module

PyMC3 includes numerous common models so that we can usually leave the manual specification for custom applications. The following code defines the same logistic regression as a member of the Generalized Linear Models (GLM) family using the formula format inspired by the statistical language R that's ported to Python by the patsy library:

with pm.Model() as logistic_model:      pm.glm.GLM.from_formula('income ~ hours + educ',                             data,                             family=pm.glm.families.Binomial())