机器学习概率知识 probability

1- why we need to use probability in Machine Learning?

1) For example, there are finite size of data from financial transaction market, and we need to make a decision from incomplete information, so we need to use probability to quanlify the uncertainty.

2) - sample space (Ω omega)

sample space is a set of possible results or outcomes of experiment.

3) - sample outcomes

points omega ( ω) is called sample outcomes

4) - events

the subset of omega called event

2 - joint and conditional probability

1) Joint probability: Given two events A and B, the joint probability is these two events happened at the same time. ( P(A, B) OR P(A U B))

2)conditional probability: calculate the probability of even A when the event B occurred. (P(A|B) probability of A given B)