Data Science: Bayesian Linear Regression in Python
What you'll learn
- Understand Bayesian Linear Regression: Learn how Bayesian inference applies to linear regression using priors and posteriors.
- Derive and Implement the Model: Work through the math and code Bayesian Linear Regression from scratch in Python.
- Compare Bayesian vs. Frequentist Methods: Explore key differences and benefits of Bayesian over traditional linear regression.
- Apply Bayesian Regression to Data: Use probabilistic modeling to analyze real-world datasets and quantify uncertainty.
Requirements
- Python coding: if/else, loops, lists, dicts, sets
- Numpy and Pandas coding: matrix and vector operations, loading a CSV file
- Basic math: calculus, linear algebra, probability
- Linear regression
- A bit of Bayesian statistics: just know about conjugate priors
Description
Welcome to Bayesian Linear Regression!
I first started this course series on Bayesian Machine Learning many years ago, with a course on A/B Testing. I had always intended to expand the series (there's a lot to cover!) but kept getting pulled in other directions.
Today, I am happy to announce that the Bayesian Machine Learning series is finally back on track!
In the first course, a lot of students asked, "but where is the 'machine learning'?", since they thought of machine learning from the typical supervised/unsupervised parametric model paradigm. The A/B Testing course was never meant to look at such models, but that is exactly what this course is for.
If you've studied machine learning before, then you know that linear regression is the first model everyone learns about. We will approach Bayesian Machine Learning the same way.
Bayesian Linear Regression has many nice properties (easy transition from non-Bayesian Linear Regression, closed-form solutions, etc.). It is best and most efficient "first step" into the world of Bayesian Machine Learning.
Also, let's not forget that Linear Regression (including the Bayesian variety) is simply very practical in the real-world. Bayesian Machine Learning can get very mathematical, so it's easy to lose sight of the big picture - the real-world applications. By exposing yourself to Bayesian ideas slowly, you won't be overwhelmed by the math. You'll always keep the application in mind.
It should be stated however: Bayesian Machine Learning really is very mathematical. If you're looking for a scikit-learn-like experience, Bayesian Machine Learning is definitely too high-level for you. Most of the "work" involves algebraic manipulation. At the same time, if you can tough it out to the end, you will find the results really satisfying, and you will be awed by its elegance.
Sidenote: If you made it through my Linear Regression and A/B Testing courses, then you'll do just fine.
Suggested Prerequisites:
Python coding: if/else, loops, lists, dicts, sets
Numpy and Pandas coding: matrix and vector operations, loading a CSV file
Basic math: calculus, linear algebra, probability
Linear regression
Bayesian Machine Learning: A/B Testing in Python (know about conjugate priors)
Who this course is for:
- Data scientists and ML practitioners who want to master Bayesian Linear Regression from theory to code.
- Students and professionals curious about Bayesian methods and their real-world applications.
- ML enthusiasts who love understanding models mathematically and implementing them from scratch.
- Anyone with basic Python and probability skills looking to apply Bayesian regression in data science.
- Anyone who wants to go beyond Scikit-Learn and truly understand Bayesian Machine Learning.
Instructors
The Lazy Programmer is a seasoned online educator with an unwavering passion for sharing knowledge. With over 10 years of experience, he has revolutionized the field of data science and machine learning by captivating audiences worldwide through his comprehensive courses and tutorials.
Equipped with a multidisciplinary background, the Lazy Programmer holds a remarkable duo of master's degrees. His first foray into academia led him to pursue computer engineering, with a specialized focus on machine learning and pattern recognition. Undeterred by boundaries, he then ventured into the realm of statistics, exploring its applications in financial engineering.
Recognized as a trailblazer in his field, the Lazy Programmer quickly embraced the power of deep learning when it was still in its infancy. As one of the pioneers, he fearlessly embarked on instructing one of the first-ever online courses on deep learning, catapulting him to the forefront of the industry.
Beyond the realm of education, the Lazy Programmer possesses invaluable hands-on experience that has shaped his expertise. His ventures into online advertising and digital media have yielded astounding results, propelling click-through rates and conversion rates to new heights and boosting revenues by millions of dollars at the companies he's worked for. As a full-stack software engineer, he boasts intimate familiarity with an array of backend and web technologies, including Python, Ruby on Rails, C++, Scala, PHP, Javascript, SQL, big data, Spark, and Redis.
While his achievements in the field of data science and machine learning are awe-inspiring, the Lazy Programmer's intellectual curiosity extends far beyond these domains. His fervor for knowledge leads him to explore diverse fields such as drug discovery, bioinformatics, and algorithmic trading. Embracing the challenges and intricacies of these subjects, he strives to unravel their potential and contribute to their development.
With an unwavering commitment to his students and a penchant for simplifying complex concepts, the Lazy Programmer stands as an influential figure in the realm of online education. Through his courses in data science, machine learning, deep learning, and artificial intelligence, he empowers aspiring learners to navigate the intricate landscapes of these disciplines with confidence.
As an author, mentor, and innovator, the Lazy Programmer leaves an indelible mark on the world of data science, machine learning, and beyond. With his ability to demystify the most intricate concepts, he continues to shape the next generation of data scientists and inspires countless individuals to embark on their own intellectual journeys.
The Lazy Programmer is a seasoned online educator with an unwavering passion for sharing knowledge. With over 10 years of experience, he has revolutionized the field of data science and machine learning by captivating audiences worldwide through his comprehensive courses and tutorials.
Equipped with a multidisciplinary background, the Lazy Programmer holds a remarkable duo of master's degrees. His first foray into academia led him to pursue computer engineering, with a specialized focus on machine learning and pattern recognition. Undeterred by boundaries, he then ventured into the realm of statistics, exploring its applications in financial engineering.
Recognized as a trailblazer in his field, the Lazy Programmer quickly embraced the power of deep learning when it was still in its infancy. As one of the pioneers, he fearlessly embarked on instructing one of the first-ever online courses on deep learning, catapulting him to the forefront of the industry.
Beyond the realm of education, the Lazy Programmer possesses invaluable hands-on experience that has shaped his expertise. His ventures into online advertising and digital media have yielded astounding results, propelling click-through rates and conversion rates to new heights and boosting revenues by millions of dollars at the companies he's worked for. As a full-stack software engineer, he boasts intimate familiarity with an array of backend and web technologies, including Python, Ruby on Rails, C++, Scala, PHP, Javascript, SQL, big data, Spark, and Redis.
While his achievements in the field of data science and machine learning are awe-inspiring, the Lazy Programmer's intellectual curiosity extends far beyond these domains. His fervor for knowledge leads him to explore diverse fields such as drug discovery, bioinformatics, and algorithmic trading. Embracing the challenges and intricacies of these subjects, he strives to unravel their potential and contribute to their development.
With an unwavering commitment to his students and a penchant for simplifying complex concepts, the Lazy Programmer stands as an influential figure in the realm of online education. Through his courses in data science, machine learning, deep learning, and artificial intelligence, he empowers aspiring learners to navigate the intricate landscapes of these disciplines with confidence.
As an author, mentor, and innovator, the Lazy Programmer leaves an indelible mark on the world of data science, machine learning, and beyond. With his ability to demystify the most intricate concepts, he continues to shape the next generation of data scientists and inspires countless individuals to embark on their own intellectual journeys.