Description:
People apply Bayesian methods in many areas: from game development to drug discovery. They give superpowers to many machine learning algorithms: handling missing data, extracting much more information from small datasets.
Bayesian methods also allow us to estimate uncertainty in predictions, which is a desirable feature for fields like medicine. When applied to deep learning, Bayesian methods allow you to compress your models a hundred folds, and automatically tune hyperparameters, saving your time and money.
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Introduction to Bayesian methods & Conjugate priors
Variational Inference & Latent Dirichlet Allocation
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