Part 2 Flashcards
Laplace’s Demon
An intelligence which at a given instant knew all the forces acting in nature and the position of every object in the universe - if endowed with a brain sufficiently vast to make all necessary calculations - could describe with a single formula the motions of the largest astronomical bodies and those of the smallest atoms. To such an intelligence, nothing would be uncertain; the future, like the past, would be an open book.
Uncertainty
Rather than thinking of what we do not know o model we need to think of what we know and how certain these things are.
We need to quantify what we know our degree of belief.
Probabilities
- Frequentist
- Bayesian
Frequentist
(from Part 1)
A probability is the frequency of a repeatable event.
Bayesian
(new)
A probability quantifies a degree of uncertainty in a statement.
Bayes Rule
p(B|A) = p(A|B)p(B) / p(A)
Bayesian Method
- Considers the data that I observe.
- Requires a prior assumption.
- A quantification of what I know before I see the data.
- Updates prior knowledge with data.
- The prior encodes an assumption.
Frequentist Method
- We look at distributions of different data sets.
- Requires infinite amounts of data.
- Parameters are fixed.
No Free Lunch Theorem
We have dubbed the associated results NFL theorems because they demonstrate that if an algorithm performs well on a certain class of problems then it necessarily pays for that with degraded performance on the set of all remaining problems. Wolpert, D. H., & Macready, W. G. (1997).