贝叶斯学习Bayesian Learning |
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课程网址: | http://videolectures.net/mlss05us_ghahramani_bl/ |
主讲教师: | Zoubin Ghahramani |
开课单位: | 剑桥大学 |
开课时间: | 2007-02-25 |
课程语种: | 英语 |
中文简介: | 贝叶斯规则为机器学习提供了一个简单而强大的框架。 本教程的安排如下: 1.我将从理性连贯推理的角度为贝叶斯框架提供动力,并强调边缘可能性在贝叶斯奥卡姆剃刀中的重要作用。 我将讨论如何选择合理的先验的问题。 当贝叶斯方法失败时,通常是因为没有考虑选择合理的先验。 贝叶斯推断通常涉及求解高维积分和求和。 我将概述数值逼近技术(例如拉普拉斯,BIC,变分界,MCMC,EP ......)。 4.我将讨论最近在非参数贝叶斯推理方面的工作,例如高斯过程(即贝叶斯核“机器”),Dirichlet过程混合等。 |
课程简介: | Bayes Rule provides a simple and powerful framework for machine learning. This tutorial will be organised as follows: 1. I will give motivation for the Bayesian framework from the point of view of rational coherent inference, and highlight the important role of the marginal likelihood in Bayesian Occam's Razor. 2. I will discuss the question of how one should choose a sensible prior. When Bayesian methods fail it is often because no thought has gone into choosing a reasonable prior. 3. Bayesian inference usually involves solving high dimensional integrals and sums. I will give an overview of numerical approximation techniques (e.g. Laplace, BIC, variational bounds, MCMC, EP...). 4. I will talk about more recent work in non-parametric Bayesian inference such as Gaussian processes (i.e. Bayesian kernel "machines"), Dirichlet process mixtures, etc. |
关 键 词: | 贝叶斯规则; 贝叶斯奥卡姆剃刀; 高维积分 |
课程来源: | 视频讲座网 |
最后编审: | 2019-07-09:cjy |
阅读次数: | 98 |