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Bayesian and Frequentist

In this tutorial, I'm not going to cover the Bayesian model because it involves so much math that it's hard to understand. And SVM or random forest or deep learning has better effect than Bayesian model.

A Bayesian model may have good results on some specific problems, but it is not a very general model in the broadest sense.

But in the previous content I talked about the recommendation algorithm, so here is the probability problem:

Frequentists would think it's nothing to tangle, because a coin toss is half and half, sometimes more heads, sometimes more tails, it doesn't matter, what matters is that if we toss enough times, then both heads and tails The probability is the same.

So if you pick up a coin on the road, no matter what the toss it was, it's still half and half in your hand.

The Bayesian probability system is a little different. If a coin is tossed five times and it is heads, then there may be a problem with the weight distribution of the coin, and it may be that the person is out of luck. It may also be a matter of magnetic fields. In short, Bayesian likes to analyze the reasons for the nature of things.

The Bayesian formula can reverse the cause and effect. For example, we know the probability that the car alarm sounded because it was smashed by a thief (this probability indicates the accuracy of the car alarm), and the Bayesian formula can turn this probability into: The Probability of a thief smashing a car causing the car alarm to alarm. In conclusion, the Bayesian formula can flip the cause and effect (prior and posterior), which is very useful.

A very classic Bayesian problem

A very well-known example of Bayesian algorithms is the probability of rain, whether the ground is wet, and whether the sprinkler is working.

After a series of flips of the Bayesian formula, we can infer the probability that the ground is wet due to cloudiness and the probability that the ground is wet is cloudy.

Because it involves a lot of calculations, it will not be shown here. If you are interested, you can search for this problem on Google.

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Start time of this page: February 2, 2022

Completion time of this page: February 8, 2022

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