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Probabilistic Machine Learning: An Introduction

310 pointsby joaoricoover 4 years ago

12 comments

joaoricoover 4 years ago
The new edition has been split in two parts. The pdf draft (921 pages) and python code [1] of the first part are now available. The table of contents of the second part is here [2].<p>From the preface:<p>&quot;By Spring 2020, my draft of the second edition had swollen to about 1600 pages, and I was still not done. At this point, 3 major events happened. First, the COVID-19 pandemic struck, so I decided to “pivot” so I could spend most of my time on COVID-19 modeling. Second, MIT Press told me they could not publish a 1600 page book, and that I would need to split it into two volumes. Third, I decided to recruit several colleagues to help me finish the last ∼ 15% of “missing content”. (See acknowledgements below.)<p>The result is two new books, “Probabilistic Machine Learning: An Introduction”, which you are currently reading, and “Probabilistic Machine Learning: Advanced Topics”, which is the sequel to this book [Mur22].<p>Together these two books attempt to present a fairly broad coverage of the field of ML c. 2020, using the same unifying lens of probabilistic modeling and Bayesian decision theory that I used in the first book. Most of the content from the first book has been reused, but it is now split fairly evenly between the two new books. In addition, each book has lots of new material, covering some topics from deep learning, but also advances in other parts of the field, such as generative models, variational inference and reinforcement learning. To make the book more self-contained and useful for students, I have also added some more background content, on topics such as optimization and linear algebra, that was omitted from the first book due to lack of space.<p>Another major change is that nearly all of the software now uses Python instead of Matlab.&quot;<p>[1] <a href="https:&#x2F;&#x2F;github.com&#x2F;probml&#x2F;pyprobml" rel="nofollow">https:&#x2F;&#x2F;github.com&#x2F;probml&#x2F;pyprobml</a><p>[2] <a href="https:&#x2F;&#x2F;probml.github.io&#x2F;pml-book&#x2F;book2.html" rel="nofollow">https:&#x2F;&#x2F;probml.github.io&#x2F;pml-book&#x2F;book2.html</a>
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JHonakerover 4 years ago
This is probably my favorite introductory machine learning book. The fact that he places almost everything in the language of graphical models is such a good common ground to build off.<p>This really sets you up to realize that there is (and should be) a lot more to doing a good job in machine learning than simply minimizing an objective function. The answers you get depend on the model you create as do the questions you can hope to answer.<p>I don&#x27;t see a clear list of differences between this new edition. Does anyone know what&#x27;s new?
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abhinav22over 4 years ago
For anybody truly serious about this field, I recommend the below book. It has some poor reviews on Amazon, which I was shocked to see, but it is my favourite book and taught me the core of probability theory and statistics, in a way most books don’t. Your understanding of Machine Learning will be better than 90% of those out there, if you can get through the principles in this book.<p>I topped statistics at the most prestigious university in my country both at the undergrad and postgrad level, and had no problem discussing advanced concepts with Senior PHDs in Quantitative Fields, and I thank this book the most for beginning my journey on this. But, and this is important, make sure to do all the exercises!<p><a href="https:&#x2F;&#x2F;www.amazon.com&#x2F;John-Freunds-Mathematical-Statistics-Applications&#x2F;dp&#x2F;032180709X" rel="nofollow">https:&#x2F;&#x2F;www.amazon.com&#x2F;John-Freunds-Mathematical-Statistics-...</a>
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saeranvover 4 years ago
Looking at the table of contents (for someone who is not familiar with the term &#x27;Probabilistic Machine Learning&#x27;), is this just covering typical ML methods through the lens of probability?
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fithisuxover 4 years ago
Why ML books should be so big? In many cases the books are various sub books pasted as one or extensive bibliography reviews that just list progress without any pedagogy. I would suggest splitting them in 200-250 pp format in parts that can serve independently.
therobot24over 4 years ago
while book 1 looks great, it appears that book 2 is still very rough: <a href="https:&#x2F;&#x2F;probml.github.io&#x2F;pml-book&#x2F;book2.html" rel="nofollow">https:&#x2F;&#x2F;probml.github.io&#x2F;pml-book&#x2F;book2.html</a>
bite_tongueover 4 years ago
Excited to check it out, this was a game changer for me. It turned me on to Gaussian Processes, which I think are a really fun tool.
dhairyaover 4 years ago
also recommend probabilistic methods for hackers as another resource to explore this space:<p><a href="https:&#x2F;&#x2F;camdavidsonpilon.github.io&#x2F;Probabilistic-Programming-and-Bayesian-Methods-for-Hackers&#x2F;" rel="nofollow">https:&#x2F;&#x2F;camdavidsonpilon.github.io&#x2F;Probabilistic-Programming...</a>
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oleg_myrkover 4 years ago
The original 2012 book was awesome!<p>Would love to get my hands on the draft for &quot;Probabilistic Machine Learning: Advanced Topics&quot;.<p><a href="https:&#x2F;&#x2F;probml.github.io&#x2F;pml-book&#x2F;book2.html" rel="nofollow">https:&#x2F;&#x2F;probml.github.io&#x2F;pml-book&#x2F;book2.html</a>
singhracover 4 years ago
In my opinion (having read both books and TA’d courses using both), Murphy is a significantly better book than Bishops’s Machine Learning. I’m very excited about a sequel!
jaredtnover 4 years ago
Quite excited to read this. Murphy does a great job of explaining concepts from first principles.
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andrewncover 4 years ago
I helped with this project last year. It&#x27;s very cool to see it taking shape