4 Bayes’ Rule
In Chapter 3 we discussed some performance measures based on probability. As we dig a little deeper into probability and its use in machine learning, we find that there are two fundamentally different schools of thought about how to approach the subject.
The approach that’s most commonly taught in schools is called the frequentist method. The other approach is called the Bayesian method, named for Thomas Bayes, who originally presented the idea in the 1700s. Although it’s less well known, the Bayesian method is popular in machine learning. There are many reasons for this, but one of the most important is that it gives us a ...
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