A self-study guide for aspiring machine learning practitioners
For many of us, Bayesian statistics is voodoo magic at best, or completely subjective nonsense at worst. Among the trademarks of the Bayesian approach, Markov chain Monte Carlo methods are especially mysterious. They’re math-heavy and computationally expensive procedures for sure, but the basic reasoning behind them, like so much else in data science, can be made intuitive. That is my goal here.
So, what are Markov chain Monte Carlo (MCMC) methods? The short answer is:
MCMC methods are used to approximate the posterior distribution of a parameter of interest by random sampling in a probabilistic space.
In this article, I will explain that short answer, without any math.
Datasets and Estimators are two key TensorFlow features you should use:
- Datasets: The best practice way of creating input pipelines (that is, reading data into your program).
- Estimators: A high-level way to create TensorFlow models. Estimators include pre-made models for common machine learning tasks, but you can also use them to create your own custom models.
There is a struggle today for the heart and minds of Artificial Intelligence. It’s a complex “Game of Thrones” conflict that involves many houses (or tribes) (see: “The Many Tribes of AI”). The two waring factions I focus on today is on the practice Cargo Cult science in the form of Bayesian statistics and in the practice of alchemy in the form of experimental Deep Learning.
For the uninitiated, let’s talk about what Cargo Cult science means. Cargo Cult science is a phrase coined by Richard Feynman to illustrate a practice in science of not working from fundamentally sound first principles. Here is Richard Feynman’s original essay on “Cargo Cult Science”. If you’ve never read it before, it great and refreshing read. I read this in my youth while studying physics. I am unsure if its required reading for physicists, but a majority of physicists are well aware of this concept.
Think Bayes is an introduction to Bayesian statistics using computational methods.
The premise of this book, and the other books in the Think X series, is that if you know how to program, you can use that skill to learn other topics.
Most books on Bayesian statistics use mathematical notation and present ideas in terms of mathematical concepts like calculus. This book uses Python code instead of math, and discrete approximations instead of continuous mathematics. As a result, what would be an integral in a math book becomes a summation, and most operations on probability distributions are simple loops.
I think this presentation is easier to understand, at least for people with programming skills. It is also more general, because when we make modeling decisions, we can choose the most appropriate model without worrying too much about whether the model lends itself to conventional analysis. Also, it provides a smooth development path from simple examples to real-world problems.
Think Bayes is a Free Book. It is available under the Creative Commons Attribution-NonCommercial 3.0 Unported License, which means that you are free to copy, distribute, and modify it, as long as you attribute the work and don’t use it for commercial purposes.
Other Free Books by Allen Downey are available from Green Tea Press.