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
Learn these first
Where you meet it in the real world
Drug trials, demand forecasting with error bars, active learning, autonomous-system safety cases
Videos
▶ Bayes theorem, the geometry of changing beliefs ↗
3Blue1Brown · YouTube
Guides and articles
18. Gaussian Processes — Dive into Deep Learning 1.0.3 documentation ↗
Dive into Deep Learning
Courses, papers, and more