Natural AI is Artificial Intelligence based on physics principles. The Free Energy Principle allows for designing agents that learn in real-time, consume orders of magnitude less power than deep learning-based agents and, importantly, are explainable. They are driven by Bayesian mechanics, updating beliefs over states of the world and actions as data streams in. At BIASlab and LazyDynamics, we have developed a toolbox for scalable automatic Bayesian inference called RxInfer.