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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"How large that number in the Law of Large Numbers is?"
Sometimes, a thousand samples are large enough. Sometimes, even ten million samples fall short.
How do we know? I'll explain.
First things first: the law of large numbers (LLN).
Roughly speaking, it states that the averages of independent, identically distributed samples converge to the expected value, given that the number of samples grows to infinity.
We are going to dig deeper.
There are two kinds of LLN-s: weak and strong.
The weak law makes a probabilistic statement about the sample averages: it implies that the probability of "the sample average falling farther from the expected value than ε" goes to zero for any ε.
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.)