Data similarity has such a simple visual interpretation that it will light all the bulbs in your head.
The mathematical magic tells you that similarity is given by the inner product. Have you thought about why?
This is how elementary geometry explains it all.
↓ A thread. ↓
Let's start in the beginning!
In machine learning, data is represented by vectors. So, instead of observations and features, we talk about tuples of (real) numbers.
Vectors have two special functions defined on them: their norms and inner products. Norms simply describe their magnitude, while inner products describe
.
.
.
well, a 𝐥𝐨𝐭 of things.
Let's start with the fundamentals!
First of all, the norm can be expressed in terms of the inner product.
Moreover, the inner product is linear in both variables. (Check these by hand if you don't believe me.)
Bilinearity gives rise to a geometric interpretation of the inner product.
If we form an imaginary triangle from 𝑥, 𝑦, and 𝑥+𝑦, we can express the inner product in terms of the sides' length.
(Even in higher dimensions, we can form this triangle. It'll be just on a two-dimensional subspace.)
However, applying the law of cosines, we obtain yet another way of expressing the length of 𝑥+𝑦, this time in terms of the other sides and the angle enclosed by them.
Putting these together, we see that the inner product of 𝑥 and 𝑦 is the product of
• the norm of 𝑥,
• the norm of 𝑦,
• and the cosine of their enclosed angle!
If we scale down 𝑥 and 𝑦 to unit lengths, their inner product simply gives the cosine of the angle.
You might know this as cosine similarity.
For data points, the closer it is to 1, the more the features move together.
Inner products play an essential part in data science and machine learning.
Because of this, they are the main topic of the newest chapter of my book, The Mathematics of Machine Learning. Each week, I release a new chapter, just as I write them.
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.