Магистратура
2025/2026
Байесовские методы в анализе данных
Статус:
Курс обязательный (Финансовые технологии и анализ данных)
Когда читается:
2-й курс, 1 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Course Syllabus
Abstract
The Bayesian probability allows us to effectively take into account different user preferences when constructing decisive prediction rules. In addition, it allows solving the problems of selecting structural parameters of the model. In particular, it allows solving the problems of feature selection, dimensionality of the reduced space at dimensionality reduction, and values of regularization coefficients without combinatorial search. An important part of the course is the study of modern generative models that use the Bayesian approach.