Intro to Probability Theory (ML Foundations Series)
Published by Pearson
The Essential Theory of Non-Deterministic Events, Applied to ML
- Essential for ML: Develop a foundational understanding of probability theory, which is crucial for machine learning algorithms that operate in the (uncertain!) real world.
- Theory meets practice: Gain practical knowledge of key concepts such as random events, random variables, probability distributions, and distribution metrics through a blend of theory and interactive examples in Jupyter notebooks.
- Foundational class: Build a strong foundation for further study in the Probability and Statistics subject area, as this class serves as a prerequisite for several other classes in the ML Foundations Series.
The Machine Learning Foundations series of online trainings provides a comprehensive overview of all of the subjects — mathematics, statistics, and computer science — that underlie contemporary machine learning techniques, including deep learning and other artificial intelligence approaches. Extensive curriculum detail can be found at the course’s GitHub repo.
All of the classes in the ML Foundations series bring theory to life through the combination of vivid full-color illustrations, straightforward Python examples within hands-on Jupyter notebook demos, and comprehension exercises with fully-worked solutions.
The focus is on providing you with a practical, functional understanding of the content covered. Context will be given for each topic, highlighting its relevance to machine learning. You will be better positioned to understand cutting-edge machine learning papers and you will be provided with resources for digging even deeper into topics that pique your curiosity.
There are 14 classes in the series, organized into four subject areas:
Linear Algebra (three classes)
- Intro to Linear Algebra
- Linear Algebra II: Matrix Tensors
- Linear Algebra III: Eigenvectors
Calculus (four classes)
- Intro to Calculus
- Calculus II: Automatic Differentiation
- Calculus III: Partial Derivatives
- Calculus IV: Gradients and Integrals
Probability and Statistics (four classes)
- Intro to Probability
- Probability II and Information Theory
- Intro to Statistics
- Statistics II: Regression and Bayesian
Computer Science (three classes)
- Intro to Data Structures and Algorithms
- DSA II: Hashing, Trees, and Graphs
- Optimization
Each of the four subject areas are fairly independent; however, theory within a given subject area generally builds over the 3-4 classes — topics in later classes of a given subject area often assume an understanding of topics from earlier classes. Work through the individual classes based on your particular interests or your existing familiarity with the material.
(Note that at any given time, only a subset of the ML Foundations classes will be scheduled and open for registration.)
This class, Intro to Probability, is a primer on the mathematical field that enables us to make predictions despite uncertainty. Probability theory is essential because machine learning algorithms are both trained by imperfect data and deployed into noisy, real-world scenarios they haven’t encountered before. Through the measured exposition of theory paired with interactive examples, you’ll develop a working understanding of random events, random variables, probability distributions, and metrics for describing distributions. The content covered in this class is itself foundational for several other classes, especially the three remaining classes in the Probability and Statistics subject area.
What you’ll learn and how you can apply it
- Appreciate what probability theory is and why it’s absolutely critical across all of machine learning, statistics, and data science
- Understand how to calculate the probabilities of events, including how to avoid getting duped at casinos or on lottery tickets
- Master discrete and continuous random variables
- Describe probability distributions including their central tendency and relative dispersion
This live event is for you because...
- You use high-level software (e.g., scikit-learn, the Keras API, PyTorch Lightning) to train or deploy machine learning algorithms, and would now like to understand the fundamentals underlying the abstractions, enabling you to expand your capabilities
- You’re a software developer who would like to develop a firm foundation for the deployment of machine learning algorithms into production systems
- You’re a data scientist who would like to reinforce your understanding of the subjects at the core of your professional discipline
- You’re a data analyst or A.I. enthusiast who would like to become a data scientist or data/ML engineer, and so you’re keen to deeply understand the field you’re entering from the ground up (very wise of you!)
Prerequisites
- Programming: All code demos will be in Python so experience with it or another object-oriented programming language would be helpful for following along with the code examples.
- Mathematics: Familiarity with secondary school-level mathematics will make the class easier to follow along with. If you are comfortable dealing with quantitative information — such as understanding charts and rearranging simple equations — then you should be well-prepared to follow along with all of the mathematics.
Course Set-up
- During class, we’ll work on Jupyter notebooks interactively in the cloud via Google Colab. This requires zero setup, and instructions will be provided in class.
Recommended Preparation
- Attend: Calculus for Machine Learning: Intro (ML Foundations Series) by Jon Krohn
- Attend: Calculus for Machine Learning, Level II: Automatic Differentiation (ML Foundations Series) by Jon Krohn
- Attend: Calculus for Machine Learning, Level III: Partial Derivatives (ML Foundations Series) by Jon Krohn
If you’re feeling extremely ambitious, you can get a headstart on the content we’ll be covering in class by viewing Lessons 1.1-3.8 of Jon Krohn’s Probability and Statistics for ML LiveLessons.
Note: The remainder of Jon’s ML Foundations curriculum is split across the following videos:
- Watch: Linear Algebra for Machine Learning
- Watch: Probability and Statistics for Machine Learning LiveLessons
- Watch: Data Structures, Algorithms, and Machine Learning Optimization LiveLessons
Recommended Follow-up
- Attend: Probability, Level II: Distributions and Information Theory (ML Foundations Series) by Jon Krohn
- Watch: Calculus for Machine Learning LiveLessons by Jon Krohn
- Explore: Math for Machine Learning by Jon Krohn
- Explore: Deep Learning: The Complete Guide by Jon Krohn
Schedule
The time frames are only estimates and may vary according to how the class is progressing.
Segment 1: Introduction to Probability (90 min)
- What Probability Theory Is
- A Brief History: Frequentists vs Bayesians
- Applications of Probability to Machine Learning
- Events and Sample Spaces
- Factorials and Combinatorics
- The Law of Large Numbers
- The Gambler’s Fallacy
Q&A (5 minutes)
Break (10 minutes)
Segment 2: Random Variables (50 min)
- Discrete vs Continuous Variables
- Probability Mass Functions
- Probability Density Functions
- Expected Value
Q&A (5 minutes)
Break (10 minutes)
Segment 3: Describing Distributions (65 min)
- Measures of Central Tendency: Mean, Median, and Mode
- Quantiles: Quartiles, Deciles, and Percentiles
- The Box-and-Whisker Plot
- Measures of Dispersion: Variance, Standard Deviation, and Standard Error
- Final Exercises
Course wrap-up and next steps (15 minutes)
Your Instructor
Jon Krohn
Jon Krohn is Co-Founder of the AI software firm Y Carrot and a Fellow at Lightning AI. He authored the book Deep Learning Illustrated, an instant #1 bestseller that was translated into seven languages. He is also the host of SuperDataScience, the data science industry’s most listened-to podcast. Jon is renowned for his compelling lectures, which he offers at leading universities and conferences, as well as via his award-winning YouTube channel. He holds a PhD from Oxford and has been publishing on machine learning in prominent academic journals since 2010.