Machine Learning as Bayesian Inference
Machine Learning as Bayesian Inference
- The learning problem:
- Given: training set x of instances from some concept c
- Goal: learn which concept c from family X produced the training set
- There may or may not be “noise” in the training data
- Bayesian inference applied to machine learning
- Prior distribution P(c) over X
- Likelihood function P(x|c) for data given concept (may be deterministic)
- Result of learning: posterior distribution P(c|x) for concept given data