Statistics

In the previous post, I wrote about expectation, a great tool that helps us capture notion of “center” for a random variable. In this post, I will write about variance, another great tool that represents the “spread” of a random variable. Consider a random variable with two probability density functions (PDFs) and , shown in …

Variance: Order out of Chaos Read More »

Machine learning (ML) is filled with various forms of mathematical expectations. It is not exaggerated to say that almost all training objective functions in ML are in the form of an expectation. In this blog post, I will review some basics on expectations to create a foundation for my next posts on probabilistic ML. I …

Expectations: always yours to meet Read More »