Encyclopedia · 176 concepts

Math & Optimization · advanced · concept 49 of 176

Bayesian ML & Uncertainty

Instead of one best model, keep a distribution over models and let predictions carry error bars. Bayesian methods quantify what the model does not know, which matters when a wrong-but-confident answer costs money or lives. The ideas power probabilistic programming and calibrated forecasting.

Key terms

Posterior distributionUncertainty quantificationMCMCProbabilistic programmingCalibration

Where you meet it in the real world

Drug trials, demand forecasting with error bars, active learning, autonomous-system safety cases