Machine learning学习(1)

最新推荐文章于 2023-07-27 08:30:00 发布

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最新推荐文章于 2023-07-27 08:30:00 发布

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分类专栏： Machine learning 文章标签： machine learning

本文链接：https://blog.csdn.net/haimenxiejie/article/details/27108895

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一些概率论的基础知识：

1. Discrete random variable

$\large P\left ( A \right )$ denotes the probability that the event A is true.

2. Probability mass function (PMF)

The probability of the event that $\large X=x$ by $\large P\left ( X=x \right )$ or just $\large P\left ( x \right )$ for short

3. Probability of a union of two events

$\large P\left ( A\vee B \right )=p\left ( A\right )+P\left ( B) - P\left ( A\wedge B \right ) =p\left ( A\right )+P\left ( B)$

If A and B are mutually exclusive.

4. Joint probabilities

$\large P\left ( A, B \right )=P\left ( A\wedge B \right ) =p\left ( A|B\right )P\left ( B)$

5. Conditional probability

$\large P\left ( A| B \right )=\frac{P\left ( A, B \right )}{P\left ( B \right ) }$

If P(B) > 0

6. Bayes rule or Bayes theorem

$\large P\left ( X=x| Y=y \right )=\frac{P\left ( X=x, Y=y \right )}{P\left ( Y=y \right ) } =\frac{P\left ( X=x \right )P\left ( Y=y|X=x \right )}{\sum_{x^{'}}P\left ( X=x^{'} \right )P\left ( Y=y|X=x^{'} \right )}$

Example: Generative classifier

$\large P\left ( y=c|x,\theta \right ) =\frac{P\left ( y=c|\theta \right )P\left ( x|y=c,\theta \right )}{\sum_{x^{'}} P\left ( y=c^{'}|\theta \right )P\left ( x|y=c^{'},\theta \right )}$