Bayes’ theorem is a machine that turns data into knowledge. According to Bayesian statisticians, it’s the only correct way to turn data into knowledge. If they’re right, either Bayes’ theorem is the Master Algorithm or it’s the engine that drives it. Other statisticians have serious reservations about the way Bayes’ theorem is used and prefer different ways to learn from data. In the days before computers, Bayes’ theorem could only be applied to very simple problems, and the idea of it as a universal learner would have seemed far-fetched. With big data and big computing to go with it, however, Bayes can find its way in vast hypothesis spaces and has spread to every conceivable field of knowledge. If there’s a limit to what Bayes can learn, we haven’t found it yet.