I’ve been working through the following book on Bayesian methods with an emphasis on the pymc library:
However, pymc installation on OS X can be a bit of a pain. The issues comes down to fortran… I know. The version of gfortran in newer gcc implementations doesn’t work well with the pymc build, you need gfortran 4.2, as provided orignally by apple. Homebrew has a package for this.
I dealt with this before, but had problems again after upgrading to Sierra. So this time, I thought I’d document the steps so I don’t have this problem again. Let me know if there are any steps that you feel need added as you try this.
One of the challenges of data science in general is that it is a multi-disciplinary field. For any given problem, you may need skills in data extraction, data transformation, data cleaning, math, statistics, software engineering, data visualization, and the domain. And that list likely isn’t inclusive.
One of the first questions when it comes to machine learning in specific, is “how much math do I need to know?”
This is where I would recommend you start, to get the most value for your time:
Matrix Multiplication (Subject: Linear Algebra)
Probability (Subject: Statistics)
Normal Distributions (Subject: Statistics)
Bayes Theorem (Subject: Statistics)
Linear Regression (Subject: Statistics)
Of course you will run across other math needs, but I think the above list represents the foundation.
If you need places to get started with those topics, check out Kahn Academy, Coursera, or your location library.