Bayesian Methods in Machine Learning

This course will cover machine learning from a Bayesian probabilistic perspective. Bayesian probability allows us to model and reason about all types of uncertainty. The result is a powerful, consistent framework for approaching many problems that arise in machine learning, including parameter estimation, model comparison, and decision making. We will begin with a high-level introduction to Bayesian inference and then proceed to cover more advanced topics. These will include inference techniques (e.g., exact, MAP, sampling methods, the Laplace approximation), Bayesian decision theory, Bayesian model comparison, Bayesian nonparametrics, and Bayesian optimization. Prerequisites: CSE 417T and ESE 326.