AM207 - Stochastic Methods for Data Analysis, Inference and Optimization

Logo

This is a introductory graduate course on probabilistic modeling and inference for machine learning.

Week 9

Lecture

Activities

Reading

Applications and Broader Impact:

  1. The Mythos of Model Interpretability
  2. Stop Explaining Black Box Machine Learning Models for High Stakes Decisions and Use Interpretable Models Instead

Variational Inference for Bayesian Neural Networks

  1. Black Box Variational Inference
  2. Weight Uncertainty in Neural Networks
  3. Sticking the Landing: Simple, Lower-Variance Gradient Estimators for Variational Inference