Foundations of Probabilistic Modeling

This course covers fundamental topics in probabilistic modeling and allows you to contribute to this important area of machine learning and apply it to your work. We learn how to model data arising from different fields and devise algorithms to learn the structure underlying these data for the purpose of prediction and decision making. We cover several model classes--including deep generative models--and several inference algorithms, including variational inference and Hamiltonian Monte Carlo. Finally, we cover evaluation methods for probabilistic modeling as well as tools to challenge our models' assumptions.