In a nutshell, the way I have understood it, given a specific set of data, the frequentist believes that there is a true, underlying distribution from which said data was generated. The inability to get the exact parameters is a function of finite sample size. The Bayesian, on the other hand, think that we start with some assumption about the... See more

What is Bayesian Machine Learning?

At its heart, Bayesian Machine Learning is a statistical framework rooted in Bayes’ Theorem , a mathematical principle that describes how to update the probability of a hypothesis as new evidence becomes available.

In machine learning, this translates to modeling not just a single “best” set of parameters but a... See more