Machine Learning Algorithms

Bayes' theorem

Let's consider two probabilistic events A and B. We can correlate the marginal probabilities P(A) and P(B) with the conditional probabilities P(A|B) and P(B|A) using the product rule:

Considering that the intersection is commutative, the first members are equal; so we can derive Bayes' theorem:

This formula has very deep philosophical implications and it's a fundamental element of statistical learning. First of all, let's consider the marginal probability P(A); this is normally a value that determines how probable a target event ...