Probability Theory

Review of Probability Theory Overview Probability is an important aspect of machine learning, and forms a useful basis for concepts. It is the study of uncertainty Elements of Probability Defining probability on a set requires the following: Sample Space : $\Omega$ The set of all possible outcomes of a random experiment Each outcome $\omega \in \Omega$ is the complete description of the state at the end of the experiment Event Space (Set of events) : $\mathcal{F}$...

April 5, 2022 · 6 min · Andre Lim