When Is Bayesian Machine Learning Actually Useful?

Personal thoughts about a somewhat controversial paradigm

Introduction

When it comes to Bayesian Machine Learning, you likely either love it or prefer to stay at a safe distance from anything Bayesian. Given that current state-of-the-art models hardly ever mention Bayes at all, there is probably at least some rationale behind the latter.

On the other hand, many high profile research groups are have been working on Bayesian Machine Learning tools for decades. And …

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