Probability Level II: Distributions and Information Theory (ML Foundations Series)
Published by Pearson
Build AI Systems that Reason Well Despite Uncertainty
- ML-focused distributions: Develop a practical understanding of the most common probability distributions used in machine learning through a combination of theory and interactive examples in Python.
- Information theory: Learn to apply information theory to quantify the amount of meaningful signal within a given dataset.
- Real-world ready: Real-world problems are seldom deterministic; learn the foundations for building AI systems that reason well despite this inherent uncertainty.
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)
- Linear Algebra for Machine Learning: Intro
- Linear Algebra for Machine Learning, Level II: Matrix Tensors
- Linear Algebra for Machine Learning, Level III: Eigenvectors
Calculus (four classes)
- Calculus for Machine Learning: Intro
- Calculus for Machine Learning, Level II: Automatic Differentiation
- Calculus for Machine Learning, Level III: Partial Derivatives
- Calculus for Machine Learning, Level IV: Gradients & Integrals
Probability and Statistics (four classes)
- Intro to Probability Theory
- 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.
This class, Probability II and Information Theory, builds directly on the content covered in Intro to Probability Theory. Through the measured exposition of theory paired with interactive examples, you’ll develop a working understanding of the most common probability distributions in machine learning. You’ll also learn how to use information theory to measure how much meaningful signal there is within some given data. The content covered in this class is itself foundational for several other classes, especially the two remaining classes in the Probability and Statistics subject area.
What you’ll learn and how you can apply it
- Understand the appropriate variable type and probability distribution for representing a given class of data, as well as the standard techniques for assessing the relationships between distributions.
- Apply information theory to quantify the proportion of valuable signal that’s present amongst the noise of a given probability distribution.
- Develop firm foundations for applying probability theory with statistical and machine learning approaches, allowing you to draw conclusions and build AI systems that are effective in uncertain conditions.
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 AI 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: You should either have attended the Intro to Probability live training or be familiar with the content in Lessons 1.1-3.8 of Jon Krohn’s Probability and Statistics for ML LiveLessons
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: Intro to Probability Theory (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 3.9-6.4 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: Intro to Statistics (ML Foundations Series) by Jon Krohn
- Watch: Probability and Statistics for ML 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: Relationships between Probabilities (50 min)
- Measures of Relatedness: Covariance and Correlation
- Marginal and Conditional Probabilities
- The Chain Rule of Probabilities
- Independence and Conditional Independence
- Q&A
Break (10 minutes)
Segment 2: Distributions in Machine Learning (90 min)
- Uniform
- Gaussian: Normal and Standard Normal
- The Central Limit Theorem
- Log-Normal
- Exponential and Laplace
- Binomial and Multinomial
- Poisson
- Mixture Distributions
- Preprocessing Data for Model Input
- Q&A
Break (10 minutes)
Segment 3: Information Theory (40 min)
- What Information Theory Is
- Self-Information
- Nats and Bits
- Shannon and Differential Entropy
- Kullback-Leibler Divergence
- Cross-Entropy
- Final Exercises
- Q&A: 15 minutes
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.