From: https://towardsdatascience.com/bayesian-inference-algorithms-mcmc-and-vi-a8dad51ad5f5 Unlike other areas of machine learning (ML), Bayesian ML requires us to know when an output is not trustworthy. When you train a regression or xgboost model, the model can be taken at face value given the settings and data. With Bayesian ML, the output is not guaranteed to be correct. Bayesian workflow … Continue reading Bayesian Inference Algorithms: MCMC and VI →