Transcription of Probability Theory Review for Machine Learning
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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. For example, we speak about the Probability of rain next , in order to discuss Probability Theory formally, we must first clarify what thepossible events are to which we would like to attach , aprobability spaceis defined by the triple ( ,F, P), where is thespace of possible outcomes(oroutcome space), F 2 (the power set of ) is thespace of (measurable) events(orevent space), Pis theprobability measure(orprobability distribution) that maps an
Probability Theory Review for Machine Learning Samuel Ieong November 6, 2006 1 Basic Concepts Broadly speaking, probability theory is the mathematical study of uncertainty. It plays a central role in machine learning, as the design of learning algorithms often relies on proba-
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