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A Bayesian perspective of statistical machine learning for big data

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Abstract

Statistical Machine Learning (SML) refers to a body of algorithms and methods by which computers are allowed to discover important features of input data sets which are often very large in size. The very task of feature discovery from data is essentially the meaning of the keyword ‘learning’ in SML. Theoretical justifications for the effectiveness of the SML algorithms are underpinned by sound principles from different disciplines, such as Computer Science and Statistics. The theoretical underpinnings particularly justified by statistical inference methods are together termed as statistical learning theory. This paper provides a review of SML from a Bayesian decision theoretic point of view—where we argue that many SML techniques are closely connected to making inference by using the so called Bayesian paradigm. We discuss many important SML techniques such as supervised and unsupervised learning, deep learning, online learning and Gaussian processes especially in the context of very large data sets where these are often employed. We present a dictionary which maps the key concepts of SML from Computer Science and Statistics. We illustrate the SML techniques with three moderately large data sets where we also discuss many practical implementation issues. Thus the review is especially targeted at statisticians and computer scientists who are aspiring to understand and apply SML for moderately large to big data sets.

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Acknowledgements

Sourish Das’s research has been supported by an Infosys Foundation Grant and a TATA Trust Grant to CMI and also by a UK Government funded Commonwealth-Rutherford Scholarship (Grant No. RF 2017-123).

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  1. Chennai Mathematical Institute, Chennai, India

    Rajiv Sambasivan, Sourish Das & Sujit K. Sahu

  2. University of Southampton, Southampton, UK

    Rajiv Sambasivan, Sourish Das & Sujit K. Sahu

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  1. Rajiv Sambasivan
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Sambasivan, R., Das, S. & Sahu, S.K. A Bayesian perspective of statistical machine learning for big data. Comput Stat 35, 893–930 (2020). https://doi.org/10.1007/s00180-020-00970-8

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