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Category: Bayesian Methods

Seven Essential Machine Learning Equations: A Cribsheet (Really, the Précis)

Seven Essential Machine Learning Equations: A Cribsheet (Really, the Précis)

Making Machine Learning As Simple As Possible Albert Einstein is credited with saying, Everything should be made as simple as possible, but not simpler. Machine learning is not simple. In fact, once you get beyond the simple “building blocks” approach of stacking things higher and deeper (sometimes made all too easy with advanced deep learning packages), you are in the midst of some complex stuff. However, it does not need to be more complex than it has to be.  …

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Approximate Bayesian Inference

Approximate Bayesian Inference

Variational Free Energy I spent some time trying to figure out the derivation for the variational free energy, as expressed in some of Friston’s papers (see citations below). While I made an intuitive justification, I just found this derivation (Kokkinos; see the reference and link below): Other discussions about variational free energy: Whereas maximum a posteriori methods optimize a point estimate of the parameters, in ensemble learning an ensemble is optimized, so that it approximates the entire posterior probability distribution…

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