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Math/Statistics

Probability vs. Likelihood

  • Probability: During the testing phase, given a learned model, we determine the probability of observing the outcome
  • Likelihood: During training, given some outcome we determine the likelihood of observing theta that maximizes the probability of that outcome (MLE).

Bayes Theorem

  • Revise prediction using new evidence
  • Naive Bayes Classifier: Generative Classification model

Linear Transformation

  • Rotation (produced by shearing) and scaling
\[ f(\alpha x + \beta y)=\alpha f(x)+\beta f(y) \]

Affine Transformation

AKA a linear transformation plus translation

\[ f(\alpha x + (1-\alpha)y)=\alpha f(x)+(1-\alpha)f(y) \]
\[ f(x)=\vec{a}^Tx+\vec{b} \]

Properties Perserved:

  1. Collinearity between points: points on same line (collinear points) remain on same line after transformation
  2. Parallelism: Parallel lines remain parallel
  3. Convexity of sets: Furthermore, extreme points of original set map to extreme points of transformed set
  4. Length Ratios of Parallel lines
  5. Barycenters of weighted collections of points. Aka center of mass. ?