Part 2 Flashcards

1
Q

Laplace’s Demon

A

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.

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2
Q

Uncertainty

A

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.

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3
Q

Probabilities

A
  • Frequentist

- Bayesian

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4
Q

Frequentist

A

(from Part 1)

A probability is the frequency of a repeatable event.

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5
Q

Bayesian

A

(new)

A probability quantifies a degree of uncertainty in a statement.

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6
Q

Bayes Rule

A

p(B|A) = p(A|B)p(B) / p(A)

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7
Q

Bayesian Method

A
  • 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.
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8
Q

Frequentist Method

A
  • We look at distributions of different data sets.
  • Requires infinite amounts of data.
  • Parameters are fixed.
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9
Q

No Free Lunch Theorem

A
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).
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