In machine learning, the inner product (or dot product) of vectors is often used to measure similarity.
However, the formula is far from revealing. What does the sum of coordinate products have to do with similarity?
There is a very simple geometric explanation!
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There are two key things to observe.
First, the inner product is linear in both variables. This property is called bilinearity.
Second, is that the inner product is zero if the vectors are orthogonal.
With these, given an 𝑦, we can decompose 𝑥 into two components: one is orthogonal, while the other is parallel to 𝑦.
So, because of the bilinearity, the inner product equals to the inner product of 𝑦 and the parallel component of 𝑥.
If we write 𝑦 as a scalar multiple of 𝑥, we can see that their inner product can be expressed in terms of the magnitude of 𝑦 and the scalar.
In addition, if we assume that 𝑥 and 𝑦 have unit magnitude, the inner product is even simpler: it describes the scaling factor between 𝑦 and the orthogonal projection of 𝑥 onto 𝑦.
Note that this factor is in [-1, 1]. (It is negative if the directions are opposite.)
There is more. Now comes the really interesting part!
Let's denote the angle between 𝑥 and 𝑦 by α. The scaling factor r equals the cosine of α!
(Recall that we assume that 𝑥 and 𝑦 have unit magnitude.)
If the vectors don't have unit magnitude, we can simply scale them.
The inner product of the scaled vectors is called cosine similarity.
This is probably how you know this quantity. Now you see why!
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No matter the field, you can (almost always) find a small set of mind-numbingly simple ideas making the entire thing work.
In machine learning, the maximum likelihood estimation is one of those.
I'll start with a simple example to illustrate a simple idea.
Pick up a coin and toss it a few times, recording each outcome. The question is, once more, simple: what's the probability of heads?
We can't just immediately assume p = 1/2, that is, a fair coin.
For instance, one side of our coin can be coated with lead, resulting in a bias. To find out, let's perform some statistics! (Rolling up my sleeves, throwing down my gloves.)
The Law of Large Numbers is one of the most frequently misunderstood concepts of probability and statistics.
Just because you lost ten blackjack games in a row, it doesn’t mean that you’ll be more likely to be lucky next time.
What is the law of large numbers, then?
The strength of probability theory lies in its ability to translate complex random phenomena into coin tosses, dice rolls, and other simple experiments.
So, let’s stick with coin tossing. What will the average number of heads be if we toss a coin, say, a thousand times?
To mathematically formalize this question, we’ll need random variables.
Tossing a fair coin is described by the Bernoulli distribution, so let X₁, X₂, … be such independent and identically distributed random variables.
The expected value is one of the most important concepts in probability and statistics.
For instance, all the popular loss functions in machine learning, like cross-entropy, are expected values. However, its definition is far from intuitive.
Here is what's behind the scenes.
It's better to start with an example.
So, let's play a simple game! The rules: I’ll toss a coin, and if it comes up heads, you win $1. However, if it is tails, you lose $2.
Should you even play this game with me? We’ll find out.
After n rounds, your earnings can be calculated by the number of heads times $1 minus the number of tails times $2.
If we divide total earnings by n, we obtain your average earnings per round.
The single biggest argument about statistics: is probability frequentist or Bayesian?
It's neither, and I'll explain why.
Buckle up. Deep-dive explanation incoming.
First, let's look at what is probability.
Probability quantitatively measures the likelihood of events, like rolling six with a dice. It's a number between zero and one. This is independent of interpretation; it’s a rule set in stone.
In the language of probability theory, the events are formalized by sets within an event space.
The event space is also a set, usually denoted by Ω.)
If the sidewalk is wet, is it raining? Not necessarily. Yet, we are inclined to think so. This is a preposterously common logical fallacy called "affirming the consequent".
However, it is not totally wrong. Why? Enter the Bayes theorem.
Propositions of the form "if A, then B" are called implications.
They are written as "A → B", and they form the bulk of our scientific knowledge.
Say, "if X is a closed system, then the entropy of X cannot decrease" is the 2nd law of thermodynamics.
In the implication A → B, the proposition A is called "premise", while B is called the "conclusion".
The premise implies the conclusion, but not the other way around.
If you observe a wet sidewalk, it is not necessarily raining. Someone might have spilled a barrel of water.