Bayesian Machine Learning


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Notes

  • Bayesians probabilistic, frequentists only use past beliefs.
  • Start with a belief, your prior. Obtain data and use it to update the prior, resulting in the posterior. bayes_rule
  • Bayesian ML: use Bayes rule to infer model parameters from data
  • Inference: how you learn parameters of your model. Model is separate from how you train it!
    • Different from deep learning, where all training mechanisms use SGD. Bayesian inference has more different methods
    • MCMC and variational inference
  • Two flavors of Bayesian methods: statistical modeling and probabilistic ML