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Probability Theory Review for Machine Learning

Probability Theory Review for Machine LearningSamuel IeongNovember 6, 20061 Basic ConceptsBroadly speaking, Probability Theory is the mathematical study of uncertainty. It plays acentral role in Machine Learning , as the design of Learning algorithms often relies on proba-bilistic assumption of the data. This set of notes attempts to cover some basic probabilitytheory that serves as a background for the Probability SpaceWhen we speak about Probability , we often refer to the Probability of aneventof uncertainnature taking place.

Probability Theory Review for Machine Learning Samuel Ieong November 6, 2006 1 Basic Concepts Broadly speaking, probability theory is the mathematical study of uncertainty.

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