Adding motivation to BNN
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@@ -5,14 +5,23 @@ DATE: today
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!split
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===== What is Bayesian Statistics =====
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===== Why Bayesian Statistics? =====
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!bblock
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Morten's original plan: Reminder about probabilities from the statistics section
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o Product rule
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o Binomial distribution
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o Gaussian PDF
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o other PDFs
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o Bayesian regression analysis
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We have already made ourselves familiar with elements of a statistical
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data analysis via quantities like the bias-variance tradeoff as well
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as some central distribution functions such as the Normal
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distribution, the binomial distribution and other probability
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distribution functions.
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In essentially all the Machine Learning
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algorithms we have studied, our focus has been on a so-called
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_frequentist approach_, where knowledge of an underlying likelihood
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function has not been emphasized. Our data, whether we had a classification or a regression problem, have been our central points of departure.
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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.
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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.
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!eblock
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!split
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