Adding motivation to BNN

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mhjensen
2019-06-08 20:03:19 -04:00
parent 26610911ad
commit 00d4e6e22f
12 changed files with 129 additions and 71 deletions
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@@ -66,7 +66,7 @@ div { text-align: justify; text-justify: inter-word; }
<!-- tocinfo
{'highest level': 2,
'sections': [('What is Bayesian Statistics', 2, None, '___sec0'),
'sections': [('Why Bayesian Statistics?', 2, None, '___sec0'),
('Inference', 2, None, '___sec1'),
('Statistical Inference', 2, None, '___sec2'),
('Some history', 2, None, '___sec3'),
@@ -149,24 +149,34 @@ MathJax.Hub.Config({
<center>[3] <b>Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University</b></center>
<br>
<p>
<center><h4>Jun 7, 2019</h4></center> <!-- date -->
<center><h4>Jun 8, 2019</h4></center> <!-- date -->
<br>
<p>
<!-- !split --><br><br><br><br><br><br><br><br><br><br>
<h2 id="___sec0">What is Bayesian Statistics </h2>
<h2 id="___sec0">Why Bayesian Statistics? </h2>
<div class="alert alert-block alert-block alert-text-normal">
<b></b>
<p>
Morten's original plan: Reminder about probabilities from the statistics section
<ol>
<li> Product rule</li>
<li> Binomial distribution</li>
<li> Gaussian PDF</li>
<li> other PDFs</li>
<li> Bayesian regression analysis</li>
</ol>
<p>
We have already made ourselves familiar with elements of a statistical
data analysis via quantities like the bias-variance tradeoff as well
as some central distribution functions such as the Normal
distribution, the binomial distribution and other probability
distribution functions.
<p>
In essentially all the Machine Learning
algorithms we have studied, our focus has been on a so-called
<b>frequentist approach</b>, where knowledge of an underlying likelihood
function has not been emphasized. Our data, whether we had a classification or a regression problem, have been our central points of departure.
<p>
Here we wish to merge this approach with the derivation of a likelihood function which can be used to make prediction on how our system under study evolves.
We will venture into the realm of what is called Bayesian Neural Networks. To get an overarching view on what this entails, the following figure conveys the essential differences between a standard Neural network that we have met earlier and a Bayesian Neural Network. In order to get there, we need to present some of the basic elements of Bayesian statistics, starting with the product rule and Bayes' theorem.
</div>