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Published by Ashar Ahmad
Machine Learning and Bayesian Inference
Machine Learning and Bayesian Inference

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Categories:Types, Research
Published by: Ashar Ahmad on Feb 15, 2013
Copyright:Attribution Non-commercial


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An open problem in computer science:Machine Learning using Bayesian Inference
Ahmad Ashar
Group 256:Modelling and simulationMaster’s Thesis: Markov Chain Monte Carlo MethodsSupervisor: Prof.Radu TrimbitasDecember 17, 2012
1 Introduction
Machine Learning is a discipline situated at the intersection of many sub-disciplines. It involves Statistics, Decision Theory, Information theory, opti-mization theory, Game theory and of course Computer Science. The applica-tions and sometimes the tools of machine learning are in areas as diversifiedas biology (cognitive abilities of the brain to evolutionary algorithms) to Sta-tistical Physics. Machine Learning finds application in all the fields whichare related to large data sets, for example weather prediction, epidemiologi-cal simulations and fraud detections. Intelligent Agents are essentially oneswhich have human-like cognitive abilities i.e they can reason and act ratio-nally in unknown situations given they are trained properly. This ability isgiven by robust Machine Learning algorithms which avoid common caveatslike over-fitting. Bayesian Inference is one of the paradigms which promises toanswer many problems usually encountered in Machine Learning algorithms.Bayesian Inference is not an algorithm itself, it is a means through whichexpert knowledge in incorporated in terms of priors overs parameters andposterior is calculated using the celebrated Bayes’ Theorem. It provides anelegant framework to many of Machine Learning’s problems like regression,classification, clustering, density estimation .1

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