伯克利大学机器学习1[Aug 27]Tutorial [Ariel Kleiner].pdfVIP

CS294-34:PracticalMachineLearning

Tutorial

ArielKleiner

ContentinspiredbyFall2006

tutoriallecturebyAlexandreBouchard-CoteandAlexSimma

August27,2009

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MachineLearningDrawsHeavilyOn...

ProbabilityandStatistics

Optimization

AlgorithmsandDataStructures

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Probability:Foundations

AprobabilityspacePconsistsof

asetofpossibleoutcomes

aset1ofevents,whicharesubsetsof

aprobabilitymeasureP01whichassigns

probabilitiestoeventsin

Example:RollingaDie

Considerrollingafairsix-sideddie.Inthiscase,

123456

121213

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P0P1P36

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1Actually,isa-field.SeeDurrett’sProbability:TheoryandExamples

forthoroughcoverageofthemeasure-theoreticbasisforprobabilitytheory.

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Probability:RandomVariables

Arandomvariableisanassignmentof(oftennumeric)

valuestooutcomesin.

ForasetAintherangeofarandomvariableX,the

inducedprobabilitythatXfallsinAiswrittenasPXA.

ExampleContinued:RollingaDie

Supposethatwebet$5thatourdierollwillyielda2.Let

X12345655bearandomvariabledenoting

ourwinnings:X5ifthedieshows2,andX5ifnot.

Furthermore,

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