Artificial Intelligence By Example

Using a Monte Carlo estimator

The name Monte Carlo comes from the casinos in Monte Carlo and gambling. Gambling represents an excellent memoryless random example. No matter what happens before a gambler plays, prior knowledge provides no insight.

Applied to machine learning, the sum of the distribution of f(x) is computed. Then random samples are extracted from the following dataset: x_1, x_2, x_3, ..., x_n.

No matter what form f(x) takes, such as in a k-means clustering process, to estimate the average result, it can be represented by the following equation:

The estimator ê represents an average of the result of the k-means clustering algorithm ...