About this Course
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Advanced Level

Course requires strong background in calculus, linear algebra, probability theory and machine learning.


Subtitles: English, Korean

Skills you will gain

Bayesian OptimizationGaussian ProcessMarkov Chain Monte Carlo (MCMC)Variational Bayesian Methods

100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Advanced Level

Course requires strong background in calculus, linear algebra, probability theory and machine learning.


Subtitles: English, Korean

Syllabus - What you will learn from this course

2 hours to complete

Introduction to Bayesian methods & Conjugate priors

Welcome to first week of our course! Today we will discuss what bayesian methods are and what are probabilistic models. We will see how they can be used to model real-life situations and how to make conclusions from them. We will also learn about conjugate priors — a class of models where all math becomes really simple.

9 videos (Total 55 min), 1 reading, 2 quizzes
9 videos
Bayesian approach to statistics5m
How to define a model3m
Example: thief & alarm11m
Linear regression10m
Analytical inference3m
Conjugate distributions2m
Example: Normal, precision5m
Example: Bernoulli4m
1 reading
MLE estimation of Gaussian mean10m
2 practice exercises
Introduction to Bayesian methods20m
Conjugate priors12m
6 hours to complete

Expectation-Maximization algorithm

This week we will about the central topic in probabilistic modeling: the Latent Variable Models and how to train them, namely the Expectation Maximization algorithm. We will see models for clustering and dimensionality reduction where Expectation Maximization algorithm can be applied as is. In the following weeks, we will spend weeks 3, 4, and 5 discussing numerous extensions to this algorithm to make it work for more complicated models and scale to large datasets.

17 videos (Total 168 min), 3 quizzes
17 videos
Probabilistic clustering6m
Gaussian Mixture Model10m
Training GMM10m
Example of GMM training10m
Jensen's inequality & Kullback Leibler divergence9m
Expectation-Maximization algorithm10m
E-step details12m
M-step details6m
Example: EM for discrete mixture, E-step10m
Example: EM for discrete mixture, M-step12m
Summary of Expectation Maximization6m
General EM for GMM12m
K-means from probabilistic perspective9m
K-means, M-step7m
Probabilistic PCA13m
EM for Probabilistic PCA7m
2 practice exercises
EM algorithm8m
Latent Variable Models and EM algorithm10m
2 hours to complete

Variational Inference & Latent Dirichlet Allocation

This week we will move on to approximate inference methods. We will see why we care about approximating distributions and see variational inference — one of the most powerful methods for this task. We will also see mean-field approximation in details. And apply it to text-mining algorithm called Latent Dirichlet Allocation

11 videos (Total 98 min), 2 quizzes
11 videos
Mean field approximation13m
Example: Ising model15m
Variational EM & Review5m
Topic modeling5m
Dirichlet distribution6m
Latent Dirichlet Allocation5m
LDA: E-step, theta11m
LDA: E-step, z8m
LDA: M-step & prediction13m
Extensions of LDA5m
2 practice exercises
Variational inference15m
Latent Dirichlet Allocation15m
5 hours to complete

Markov chain Monte Carlo

This week we will learn how to approximate training and inference with sampling and how to sample from complicated distributions. This will allow us to build simple method to deal with LDA and with Bayesian Neural Networks — Neural Networks which weights are random variables themselves and instead of training (finding the best value for the weights) we will sample from the posterior distributions on weights.

11 videos (Total 122 min), 2 quizzes
11 videos
Sampling from 1-d distributions13m
Markov Chains13m
Gibbs sampling12m
Example of Gibbs sampling7m
Metropolis-Hastings: choosing the critic8m
Example of Metropolis-Hastings9m
Markov Chain Monte Carlo summary8m
MCMC for LDA15m
Bayesian Neural Networks11m
1 practice exercise
Markov Chain Monte Carlo20m
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Top reviews from Bayesian Methods for Machine Learning

By JGNov 18th 2017

This course is little difficult. But I could find very helpful.\n\nAlso, I didn't find better course on Bayesian anywhere on the net. So I will recommend this if anyone wants to die into bayesian.

By LBJun 7th 2019

Excellent course! The perfect balance of clear and relevant material and challenging but reasonable exercises. My only critique would be that one of the lecturers sounds very sleepy.



Daniil Polykovskiy

HSE Faculty of Computer Science

Alexander Novikov

HSE Faculty of Computer Science

About National Research University Higher School of Economics

National Research University - Higher School of Economics (HSE) is one of the top research universities in Russia. Established in 1992 to promote new research and teaching in economics and related disciplines, it now offers programs at all levels of university education across an extraordinary range of fields of study including business, sociology, cultural studies, philosophy, political science, international relations, law, Asian studies, media and communicamathematics, engineering, and more. Learn more on www.hse.ru...

About the Advanced Machine Learning Specialization

This specialization gives an introduction to deep learning, reinforcement learning, natural language understanding, computer vision and Bayesian methods. Top Kaggle machine learning practitioners and CERN scientists will share their experience of solving real-world problems and help you to fill the gaps between theory and practice. Upon completion of 7 courses you will be able to apply modern machine learning methods in enterprise and understand the caveats of real-world data and settings....
Advanced Machine Learning

Frequently Asked Questions

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

  • Course requires strong background in calculus, linear algebra, probability theory and machine learning.

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