A practical introduction perfect for final-year undergraduate and graduate students without a solid background in linear algebra and calculus.

This book provides a thorough introduction to the formal foundations and practical applications of Bayesian networks. It provides an extensive discussion of techniques for building Bayesian networks that model real-world situations, including techniques for synthesizing models from design, learning models from data, and debugging models using sensitivity analysis. It also treats exact and approximate inference algorithms at both theoretical and practical levels. The author assumes very little background on the covered subjects, supplying in-depth discussions for theoretically inclined readers and enough practical details to provide an algorithmic cookbook for the system developer.

Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. This monograph provides the reader with an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are that it provides an elegant approach to action-selection (exploration/exploitation) as a function of the uncertainty in learning, and it provides a machinery to incorporate prior knowledge into the algorithms. Bayesian Reinforcement Learning: A Survey first discusses models and methods for Bayesian inference in the simple single-step Bandit model. It then reviews the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. It also presents Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. Bayesian Reinforcement Learning: A Survey is a comprehensive reference for students and researchers with an interest in Bayesian RL algorithms and their theoretical and empirical properties.

Probability as an Alternative to Boolean LogicWhile logic is the mathematical foundation of rational reasoning and the fundamental principle of computing, it is restricted to problems where information is both complete and certain. However, many real-world problems, from financial investments to email filtering, are incomplete or uncertain in natur

This book introduces basic machine learning concepts and applications for a broad audience that includes students, faculty, and industry practitioners. We begin by describing how machine learning provides capabilities to computers and embedded systems to learn from data. A typical machine learning algorithm involves training, and generally the performance of a machine learning model improves with more training data. Deep learning is a sub-area of machine learning that involves extensive use of layers of artificial neural networks typically trained on massive amounts of data. Machine and deep learning methods are often used in contemporary data science tasks to address the growing data sets and detect, cluster, and classify data patterns. Although machine learning commercial interest has grown relatively recently, the roots of machine learning go back to decades ago. We note that nearly all organizations, including industry, government, defense, and health, are using machine learning to address a variety of needs and applications. The machine learning paradigms presented can be broadly divided into the following three categories: supervised learning, unsupervised learning, and semi-supervised learning. Supervised learning algorithms focus on learning a mapping function, and they are trained with supervision on labeled data. Supervised learning is further sub-divided into classification and regression algorithms. Unsupervised learning typically does not have access to ground truth, and often the goal is to learn or uncover the hidden pattern in the data. Through semi-supervised learning, one can effectively utilize a large volume of unlabeled data and a limited amount of labeled data to improve machine learning model performances. Deep learning and neural networks are also covered in this book. Deep neural networks have attracted a lot of interest during the last ten years due to the availability of graphics processing units (GPU) computational power, big data, and new software platforms. They have strong capabilities in terms of learning complex mapping functions for different types of data. We organize the book as follows. The book starts by introducing concepts in supervised, unsupervised, and semi-supervised learning. Several algorithms and their inner workings are presented within these three categories. We then continue with a brief introduction to artificial neural network algorithms and their properties. In addition, we cover an array of applications and provide extensive bibliography. The book ends with a summary of the key machine learning concepts.

The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.

A detailed and up-to-date introduction to machine learning, presented through the unifying lens of probabilistic modeling and Bayesian decision theory. This book offers a detailed and up-to-date introduction to machine learning (including deep learning) through the unifying lens of probabilistic modeling and Bayesian decision theory. The book covers mathematical background (including linear algebra and optimization), basic supervised learning (including linear and logistic regression and deep neural networks), as well as more advanced topics (including transfer learning and unsupervised learning). End-of-chapter exercises allow students to apply what they have learned, and an appendix covers notation. Probabilistic Machine Learning grew out of the author’s 2012 book, Machine Learning: A Probabilistic Perspective. More than just a simple update, this is a completely new book that reflects the dramatic developments in the field since 2012, most notably deep learning. In addition, the new book is accompanied by online Python code, using libraries such as scikit-learn, JAX, PyTorch, and Tensorflow, which can be used to reproduce nearly all the figures; this code can be run inside a web browser using cloud-based notebooks, and provides a practical complement to the theoretical topics discussed in the book. This introductory text will be followed by a sequel that covers more advanced topics, taking the same probabilistic approach.

Probabilistic Reasoning in Intelligent Systems is a complete and accessible account of the theoretical foundations and computational methods that underlie plausible reasoning under uncertainty. The author provides a coherent explication of probability as a language for reasoning with partial belief and offers a unifying perspective on other AI approaches to uncertainty, such as the Dempster-Shafer formalism, truth maintenance systems, and nonmonotonic logic. The author distinguishes syntactic and semantic approaches to uncertainty--and offers techniques, based on belief networks, that provide a mechanism for making semantics-based systems operational. Specifically, network-propagation techniques serve as a mechanism for combining the theoretical coherence of probability theory with modern demands of reasoning-systems technology: modular declarative inputs, conceptually meaningful inferences, and parallel distributed computation. Application areas include diagnosis, forecasting, image interpretation, multi-sensor fusion, decision support systems, plan recognition, planning, speech recognition--in short, almost every task requiring that conclusions be drawn from uncertain clues and incomplete information. Probabilistic Reasoning in Intelligent Systems will be of special interest to scholars and researchers in AI, decision theory, statistics, logic, philosophy, cognitive psychology, and the management sciences. Professionals in the areas of knowledge-based systems, operations research, engineering, and statistics will find theoretical and computational tools of immediate practical use. The book can also be used as an excellent text for graduate-level courses in AI, operations research, or applied probability.

Bayesian probability theory has emerged not only as a powerful tool for building computational theories of vision, but also as a general paradigm for studying human visual perception. This 1996 book provides an introduction to and critical analysis of the Bayesian paradigm. Leading researchers in computer vision and experimental vision science describe general theoretical frameworks for modelling vision, detailed applications to specific problems and implications for experimental studies of human perception. The book provides a dialogue between different perspectives both within chapters, which draw on insights from experimental and computational work, and between chapters, through commentaries written by the contributors on each others' work. Students and researchers in cognitive and visual science will find much to interest them in this thought-provoking collection.

A comprehensive introduction to machine learning that uses probabilistic models and inference as a unifying approach. Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package—PMTK (probabilistic modeling toolkit)—that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.