Tivadar Danka Profile picture
Apr 15, 2021 9 tweets 3 min read Read on X
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!

🧵 👇🏽
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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I regularly post simple explanations of seemingly complicated concepts in machine learning, make sure you don't miss out on the next one!

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More from @TivadarDanka

Feb 28
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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. Image
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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.
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Feb 26
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? Image
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?
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Feb 24
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. Image
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.
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If we divide total earnings by n, we obtain your average earnings per round. Image
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Feb 21
You have probably seen the famous bell curve hundreds of times before.

It is often referred to as some sort of “probability”. Contary to popular belief, this is NOT a probability, but a probability density.

What are densities and why do we need them? Image
First, let's talk about probability.

The gist is, probability is a function P(A) that takes an event (that is, a set), and returns a real number between 0 and 1.

The event is a subset of the so-called sample space, a set often denoted with the capital Greek omega (Ω). Image
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These are called the Kolmogorov axioms of probability, named after Andrey Kolmogorov, who first formalized them. Image
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Feb 19
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. Image
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. Image
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The event space is also a set, usually denoted by Ω.) Image
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Feb 17
If it is raining, the sidewalk is wet.

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They are written as "A → B", and they form the bulk of our scientific knowledge.

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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.
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