Bayesian Methods for Machine Learning

People apply Bayesian methods in many areas: from game development to drug discovery. They give superpowers to many machine learning algorithms: handling missing data, extracting much more information from small datasets. Bayesian methods also allow us to estimate uncertainty in predictions, which is a desirable feature for fields like medicine

  • The course is related to the online specialization ''Advanced Machine Learning"
  • Flexible Terms
  • 6 weeks (3 credits)
  • Time to completion: 33 hours
  • Online course
  • Certificate
Apply for the specialization

About the Course

In this online HSE course we will discuss the basics of Bayesian methods: from how to define a probabilistic model to how to make predictions from it. We will see how one can automate this workflow and how to speed it up using some advanced techniques

Course Objectives


Learn how Bayesian methods allow you to compress your models a hundred folds, and automatically tune hyperparameters


See applications of Bayesian methods to deep learning and how to generate new images with it


Understand how new drugs that cure severe diseases can be found with Bayesian methods

Learning Outcomes

1. Bayesian Optimization

2. Gaussian Process

3. Markov Chain Monte Carlo (MCMC) 

4. Variational Bayesian Methods

Course Syllabus

Week 1. Introduction to Bayesian methods & Conjugate priors

Week 2. Expectation-Maximization algorithm

Week 3. Variational Inference & Latent Dirichlet Allocation

Week 4. Markov chain Monte Carlo

Week 5. Variational Autoencoder

Week 6. Gaussian processes & Bayesian optimization. Final project


Daniil Polykovskiy
Sr. Research Scientist: HSE Faculty of Computer Science

Alexander Novikov
Researcher: HSE Faculty of Computer Science


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

Graduation Document

Earn a Certificate upon completion



Learning Activities



Low-Stakes Assignments


High-Stakes Assignments

Final project

Cost and Conditions

21 000 ₽

Full access to the learning materials + Graduation document

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