Probabilistic Machine Learning

A detailed and up-to-date introduction to machine learning, presented through the unifying lens of probabilistic modeling and Bayesian decision theory.

This book offers a detailed and up-to-date introduction to machine learning (including deep learning) through the unifying lens of probabilistic modeling and Bayesian decision theory. The book covers mathematical background (including linear algebra and optimization), basic supervised learning (including linear and logistic regression and deep neural networks), as well as more advanced topics (including transfer learning and unsupervised learning). End-of-chapter exercises allow students to apply what they have learned, and an appendix covers notation.

Probabilistic Machine Learning grew out of the author’s 2012 book, Machine Learning: A Probabilistic Perspective. More than just a simple update, this is a completely new book that reflects the dramatic developments in the field since 2012, most notably deep learning. In addition, the new book is accompanied by online Python code, using libraries such as scikit-learn, JAX, PyTorch, and Tensorflow, which can be used to reproduce nearly all the figures; this code can be run inside a web browser using cloud-based notebooks, and provides a practical complement to the theoretical topics discussed in the book. This introductory text will be followed by a sequel that covers more advanced topics, taking the same probabilistic approach.

Review

“The deep learning revolution has transformed the field of machine learning over the last decade. It was inspired by attempts to mimic the way the brain learns but it is grounded in basic principles of statistics, information theory, decision theory, and optimization. This book does an excellent job of explaining these principles and describes many of the ‘classical’ machine learning methods that make use of them. It also shows how the same principles can be applied in deep learning systems that contain many layers of features. This provides a coherent framework in which one can understand the relationships and tradeoffs between many different ML approaches, both old and new.”

—Geoffrey Hinton, Emeritus Professor of Computer Science, University of Toronto; Engineering Fellow, Google

About the Author

Kevin P. Murphy is a Research Scientist at Google in Mountain View, California, where he works on AI, machine learning, computer vision, and natural language understanding.