Re:Stan is a state-of-the-art platform for statistical modeling
by borroka on Wednesday December 23, 2020 @02:58PM
(#25521503)
The focus of statistical models (including Bayesian models) is on inference and uncertainty (both for parameter values and for predictions), the focus of ML models (including DL models) is on prediction and it is rarely possible to obtain any quantification of uncertainty.
Re:Stan is a state-of-the-art platform for statistical modeling
by jgalt212 on Wednesday December 23, 2020 @03:46PM
(#25522010)
> rarely possible to obtain any quantification of uncertainty.
Can't this be estimated via bootstrapping?
I'm not saying it is better than DL by any means, as DL can scale much better. Just that I don't think it's necessary to pigeonhole Bayesian inference to just predicting the parameters. In my opinion the "fundamental difference of focus" is just a personal decision, not something inherent to the method.