Description: An introduction to modern machine learning through probabilistic modeling and Bayesian decision-making. Topics include Bayesian model construction, posterior prediction, Markov chain Monte Carlo, variational and amortized inference, Gaussian processes, deep learning, generative models, transformers, and foundation models. Particular emphasis is placed on prior-data-fitted networks and related foundation-model approaches for structured and tabular data, uncertainty quantification, calibration, and interpretable discovery. Students complete reproducible computational assignments and a final project. Cross-list: STAT 445.