Start here
Probability, in plain language
Understanding randomness and Bayesian vs Frequentist views. Probability is the language used to represent uncertainty, update beliefs, define losses, and reason about noisy data throughout machine learning.
For a small example, a coin lands heads three times in four flips. Compare the likelihood under fair and biased hypotheses without pretending four flips establish certainty. This is the mechanism to keep in view as the lesson becomes more technical. Before moving on, identify the input, transformation, output, and one observation that would falsify your conclusion.
Key points
- Sample spaces, events, complements, unions, and intersections.
- Conditional probability, independence, Bayes rule, and total probability.
- Random variables, expectation, variance, covariance, and common inequalities.