Machine Learning
Chris Cremer
September 2015
,Outline
• Motivation
• Probability Definitions and Rules
• Probability Distributions
• MLE for Gaussian Parameter Estimation
• MLE and Least Squares
,Material
• Pattern Recognition and Machine Learning - Christopher M. Bishop
• All of Statistics – Larry Wasserman
• Wolfram MathWorld
• Wikipedia
, Motivation
• Uncertainty arises through:
• Noisy measurements
• Finite size of data sets
• Ambiguity: The word bank can mean (1) a financial institution, (2) the side of a ri
or (3) tilting an airplane. Which meaning was intended, based on the words that
appear nearby?
• Limited Model Complexity
• Probability theory provides a consistent framework for the quantificatio
and manipulation of uncertainty
• Allows us to make optimal predictions given all the information availabl
us, even though that information may be incomplete or ambiguous