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Lecture: Inference and Prediction

Administrative Information

Title Inference and Prediction
Duration 60
Module A
Lesson Type Lecture
Focus Technical - Foundations of AI
Topic Foundations of AI

Keywords

Bayesian inference, maximum likelihood, maximum a posteriori, Bayesian model averaging.,

Learning Goals

Expected Preparation

Learning Events to be Completed Before

None.

Obligatory for Students

  • Review of basic probability theory.

Optional for Students

None.

References and background for students

  • Bishop, Christopher M. (2006). Pattern recognition and machine learning, Chapter 1 and 2. For a brief review of probability theory, see Section 1.2.

Recommended for Teachers

  • Familiarize themselves with the demonstration materials.

Lesson materials

Instructions for Teachers

Cover the topics in the lesson outline and demonstrate the concepts using the interactive notebooks (likelihood maximization/loss minimization, relationship between the prior, posterior and the number of observations). Give a brief overview of the code.

Outline/time schedule

Duration (min) Description Concepts
10 Bayesian treatment of a coin toss observation, parameter, Bernoulli distribution
10 Inference via maximum likelihood likelihood, loss function, crossentropy
10 Demonstration (likelihood maximization) -
15 Probabilistic inference via Bayes' theorem prior, posterior, Beta distribution, hyperparameters, maximum a posteriori
5 Demonstration (prior and posterior) -
10 Predictive distribution and model averaging predictive distribution, Bayesian model averaging

Acknowledgements

The Human-Centered AI Masters programme was Co-Financed by the Connecting Europe Facility of the European Union Under Grant №CEF-TC-2020-1 Digital Skills 2020-EU-IA-0068.