Machine learning plays a key role in shaping the decisions made by a growing number of institutions. This talk will share variational perspectives on aspects of inference, algorithms and fairness. On the topic of algorithms, I will present a variational framework on a classical family of convex optimization algorithm called accelerated gradient algorithms and demonstrate how it leads to simpler, faster gradient-based algorithms and generalizations of existing acceleration frameworks. On the topic of inference, I will present a variational framework for developing computationally efficient approximations of cross-validation and show how it provides fast and reliable estimates of out-of-sample performance for many machine learning models. On the topic of fairness, I will present a variational model for reasoning about the long-term impacts of using machine learning models to allocate scarce resources and opportunities to people, such as employment and educational decisions.