machine-learning

Probabilistic Linear Solvers for Machine Learning

Linear systems are the bedrock of virtually all numerical computation. Machine learning poses specific challenges for the solution of such systems due to their scale, characteristic structure, stochasticity and the central role of uncertainty in the …

ProbNum: Probabilistic Numerics in Python

Probabilistic Numerics (PN) interprets classic numerical routines as inference procedures by taking a probabilistic viewpoint. This allows principled treatment of uncertainty arising from finite computational resources. The vision of probabilistic numerics is to provide well-calibrated probability measures over the output of a numerical routine, which then can be propagated along the chain of computation.