This is Lecture 5 of the course on Probabilistic Machine Learning in the Summer Term of 2025 at the University of Tübingen, taught by Prof. Philipp Hennig.
Contents include parametric regression, in weight and function space, using abstractions afforded by Gaussian distributions.
Probabilistic ML is an integral part of the curriculum of the International Masters Degree in Machine Learning, alongside associated courses on deep learning, statistical machine learning, reinforcement learning, and much more.
Playlist for the course: https://youtube.com/playlist?list=PL05umP7R6ij0hPfU7Yuz8J9WXjlb3MFjm&feature=shared