When applied to deep learning, Bayesian methods allow you to compress your models a hundred folds, and automatically tune hyperparameters, saving your time and money.
In this online HSE course we will discuss the basics of Bayesian methods: from how to define a probabilistic model to how to make predictions from it. We will see how one can automate this workflow and how to speed it up using some advanced techniques.
We will also see applications of Bayesian methods to deep learning and how to generate new images with it. We will see how new drugs that cure severe diseases can be found with Bayesian methods.
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