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> Bayesian inference is a way to get sharper predictions from your data. Funny, if I had to summarize it in one sentence I'd describe it in the opposite way: B
by bjornsing 9y ago
> Bayesian inference is a way to get sharper predictions from your data.
Funny, if I had to summarize it in one sentence I'd describe it in the opposite way: Bayesian inference is a way of making less sharp predictions from your data, with quantified uncertainty.
- closed 9y agoSometimes you are very certain prior to updating your beliefs (in the form of a posterior), which can lead to very sharp predictions from (and possibly in spite of) your data.
- chibg10 9y agoThat's a very strong statement. There's domains where machine learning tends to have better predictive performance than (Bayesian) statistics, but the converse is true in many other domains. I would summarize it as Bayesian methods work best in areas where there's often not enough data, there exists significant expert knowledge, and you can properly specify a model. And yes, they do quantify uncertainty.
- ptero 9y agoOK, I would counter-propose (as I tend to work in a dynamic world): Bayesian inference is an efficient way to track your estimates and uncertainties as you accumulate data.
- j7ake 9y agoOften people avoid a fully Bayes treatment of a problem in order to make the problem more efficient. A full Bayes treatment can be much less efficient than a more "shortcut" approach, such as Empirical Bayes.
- deleted 9y ago[deleted]
- gogoengie 9y agoQuite so. There is a difference between creating uncertainty versus revealing uncertainty.
- digitalzombie 9y agoIf your data have noises/randomness, it most likely does, and you use your statistic to reduce the variance of the noises then it would be sharper would it not?
- bernardlunn 9y agoOr Bayesian inference trades certainty for speed ie how we work in real life.
- bernardlunn 9y agoOr Bayesian inference trades certainty for speed ie how we work in real life.
- nightski 9y agoSure if having a sharp prediction means ignoring uncertainty.
- fpoling 9y agoQuantified error bounds can be added to most machine learning algorithms using Conformal Prediction and similar ideas, see [1]-[2] [1] - https://scottlocklin.wordpress.com/category/tools/machine-learning/ https://scottlocklin.wordpress.com/category/tools/machine-le... [2] - https://www.amazon.com/Algorithmic-Learning-Random-World-Vladimir/dp/0387001522 https://www.amazon.com/Algorithmic-Learning-Random-World-Vla...