A Statistical View of Deep Learning (I): Recursive GLMs 12

A Statistical View of Deep Learning (I): Recursive GLMs
Deep learning and the use of deep neural networks are now established as a key tool for practical machine learning. Neural networks have an equivalence with many existing statistical and machine learning approaches and I would like to explore one of these views in this post. In particular, I'll look at the view of deep ...

Variational Inference: Tricks of the Trade 5

Variational Inference: Tricks of the Trade
The NIPS 2014 Workshop on Advances in Variational Inference was abuzz with new methods and ideas for scalable approximate inference. The concluding event of the workshop was a lively debate with David Blei, Neil Lawrence, Zoubin Ghahramani, Shinichi Nakajima and Matthias Seeger on the history, trends and open questions in variational inference. One of the questions posed to our panel ...

Bayesian sparsity using spike-and-slab priors

I recently received some queries on our paper: S. Mohamed, K. Heller and Z. Ghahramani. Bayesian and L1 Approaches for Sparse Unsupervised Learning. International Conference on Machine Learning (ICML), June 2012 . The questions were very good and I thought it would be useful to post these for future reference. The paper looked at Bayesian ...

Marr's Levels of Analysis 6

Marr's Levels of Analysis
Marr's three levels of analysis promotes the idea that complex systems such as the brain, a computer or human behaviour should be understood at different levels. Marr's framework proved to be an elegant and popular way of reasoning about complex systems, and in the context of machine learning and statistics,  remains an intuitive framework that ...

On Marginal Likelihoods and Widely Applicable BIC 3

The marginal likelihood of a model is one the key quantities appearing throughout machine learning and statistics, since it provides an intuitive and natural objective function for model selection and parameter estimation. I recently read a new paper by Sumio Watanabe on A Widely applicable Bayesian information criterion (WBIC) (and to appear in JMLR soon) ...

Hello World!

Hello blogging world! All the pieces in this blog will be ways for me to explore my current understanding of concepts and topics in Machine Learning. Putting thoughts into writing really does force us to think clearly about what we think and why, and I put this online in the hope that some of my explorations ...