Tuesday, February 25, 2020

Whiteboard from today's meeting on Bayesian ML:

Cox:  P(A, B) = P(A|B)P(B) = P(B|A)P(A)
=>
P(A|B) = [P(B|A)P(A)] / P(B) (Bayes)
The ML model needs to be a generative model - statistically model that generate data
Example - a mixture of normal distribution.   Two normal distributions.  You choose which one you use in probability 1/2 and then you use to generate data.   
(n+1)! = (n+1)(n)!

https://en.wikipedia.org/wiki/Conjugate_prior

  Our next ML study group meeting will take place on Monday the 8 th  of October.   I'll cover the contraction theorem.   See relevant s...