#8 Bayesian Inference for Software Engineers, with Max Sklar

What is it like using Bayesian tools when you’re a software engineer or computer scientist? How do you apply these tools in the online ad industry? 

More generally, what is Bayesian thinking, philosophically? And is it really useful in every day life? Because, well you can’t fire up MCMC each time you need to make a quick decision under uncertainty… So how do you do that in practice, when you have at most a pen and paper?

In this episode, you’ll hear Max Sklar’s take on these questions. Max is a software engineer with a focus on machine learning and Bayesian inference. Now working at Foursquare’s innovation lab, he recently led the development of a causality model for Foursquare’s Ad Attribution product and taught a course on Bayesian Thinking at the Lviv Data Science Summer School.

Max is also an open-source enthusiast and a fellow podcaster – he’s the host of the Local Maximum podcast, where you can hear every week about the latest trends in AI, machine learning and technology from an engineering perspective.

Ow, and if you liked the movie « Her », with Joaquin Phoenix, well you’re in for a treat at the end of this episode…

Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !

Links from the show:

• Local Maximum podcast website: https://www.localmaxradio.com
• Max on Twitter: https://twitter.com/maxsklar
• Bayesian linear models: https://github.com/maxsklar/BayesPy/tree/master/LinearModels
• Bayesian Dirichlet-Multinomial estimation: https://github.com/maxsklar/BayesPy/tree/master/DirichletEstimation
• Bayesian Thinking for Applied Machine Learning slides: https://docs.google.com/presentation/d/1eiceuvXlsoFKoHdqjF3qXBkyht7vR0YXQPG82ady-TU/edit?usp=sharing