This book gives comprehensive coverage of the Bayesian machine learning models and the R packages that implement them. It begins with an introduction to the fundamentals of probability theory and R programming for those who are new to the subject. Then, the book covers some of the most important machine learning methods, both supervised learning and unsupervised learning, implemented using Bayesian inference and R. Every chapter begins with a theoretical description of the method, explained in a very simple manner. Then, relevant R packages are discussed and some illustrations using datasets from the UCI machine learning repository are given. Each chapter ends with some simple exercises for you to get hands-on experience of the concepts and R packages discussed in the chapter. The state-of-the-art topics covered in the chapters are Bayesian regression using linear and generalized linear models, Bayesian classification using logistic regression, classification of text data using Naïve Bayes models, and Bayesian mixture models and topic modeling using Latent Dirichlet allocation.

The last two chapters are devoted to the latest developments in the field. One chapter discusses deep learning, which uses a class of neural network models that are currently at the frontier of artificial intelligence. The book concludes with the application of Bayesian methods on Big Data using frameworks such as Hadoop and Spark.

Chapter 1, Introducing the Probability Theory, covers the foundational concepts of probability theory, particularly those aspects required for learning Bayesian inference, which are presented to you in a simple and coherent manner.

Chapter 2, The R Environment, introduces you to the R environment. After reading through this chapter, you will learn how to import data into R, make a selection of subsets of data for its analysis, and write simple R programs using functions and control structures. Also, you will get familiar with the graphical capabilities of R and some advanced capabilities such as loop functions.

Chapter 3, Introducing Bayesian Inference, introduces you to the Bayesian statistic framework. This chapter includes a description of the Bayesian theorem, concepts such as prior and posterior probabilities, and different methods to estimate posterior distribution such as MAP estimates, Monte Carlo simulations, and variational estimates.

Chapter 4, Machine Learning Using Bayesian Inference, gives an overview of what machine learning is and what some of its high-level tasks are. This chapter also discusses the importance of Bayesian inference in machine learning, particularly in the context of how it can help to avoid important issues such as model overfit and how to select optimum models.

Chapter 5, Bayesian Regression Models, presents one of the most common supervised machine learning tasks, namely, regression modeling, in the Bayesian framework. It shows by using an example how you can get tighter confidence intervals of prediction using Bayesian regression models.

Chapter 6, Bayesian Classification Models, presents how to use the Bayesian framework for another common machine learning task, classification. The two Bayesian models of classification, Naïve Bayes and Bayesian logistic regression, are discussed along with some important metrics for evaluating the performance of classifiers.

Chapter 7, Bayesian Models for Unsupervised Learning, introduces you to the concepts behind unsupervised and semi-supervised machine learning and their Bayesian treatment. The two most important Bayesian unsupervised models, the Bayesian mixture model and LDA, are discussed.

Chapter 8, Bayesian Neural Networks, presents an important class of machine learning model, namely neural networks, and their Bayesian implementation. Neural network models are inspired by the architecture of the human brain and they continue to be an area of active research and development. The chapter also discusses deep learning, one of the latest advances in neural networks, which is used to solve many problems in computer vision and natural language processing with remarkable accuracy.

Chapter 9, Bayesian Modeling at Big Data Scale, covers various frameworks for performing large-scale Bayesian machine learning such as Hadoop, Spark, and parallelization frameworks that are native to R. The chapter also discusses how to set up instances on cloud services, such as Amazon Web Services and Microsoft Azure, and run R programs on them.

To learn the examples and try the exercises presented in this book, you need to install the latest version of the R programming environment and the RStudio IDE. Apart from this, you need to install the specific R packages that are mentioned in each chapter of this book separately.

This book is intended for data scientists who analyze large datasets to generate insights and for data engineers who develop platforms, solutions, or applications based on machine learning. Although many data science practitioners are quite familiar with machine learning techniques and R, they may not know about Bayesian inference and its merits. This book, therefore, would be helpful to even experienced data scientists and data engineers to learn about Bayesian methods and incorporate them in to their projects to get better results. No prior experience is required in R or probability theory to use this book.

In this book, you will find a number of text styles that distinguish between different kinds of information. Here are some examples of these styles and an explanation of their meaning.

Code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles are shown as follows: "The first function is gibbs_met."

A block of code is set as follows:

myMean ←function(x){
    s ←sum(x)
    l ←length(x)
    mean ←s/l
    mean
}
>x ←c(10,20,30,40,50)
>myMean(x)
[1]  30

Any command-line input or output is written as follows:

setwd("directory path")

New terms and important words are shown in bold. Words that you see on the screen, for example, in menus or dialog boxes, appear in the text like this: "You can also set this from the menu bar of RStudio by clicking on Session | Set Working Directory."

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