Introduction to Bayesian Machine Learning.
Date:
In this invited talk for the Machine Learning & Deep Learning Day I presented a ground-up introduction to understanding the fundamentals of Bayesian Machine Learning. I introduced the idea of Bayesian statistics and described the connections between maximum likelihood, maxium a-posteriori and finally the Bayesian goal of a complete estimate of the posterior distribution. I introduced Markov Chain Monte Carlo and the Metropolis Hastings Algorithm. Finally I share some brief cautions on how people from freqeuntist machine learning tend to go wrong either through their expectations or implementations.