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Machine Learning: Visualization

Chapters

  • 2.1 Statistics Summary
  • 2.2 Measure of Spread
  • 2.3 Pre-Processing

2.1 Statistics Summary

Symbols

SymbolDefinition
\sumSum of
\prodMult of
T^{^{T}}Transpose
σ2\sigma^{2}Variance
s2s^{2}Sample Variance
y^\hat{y}Prediction of y
xˉ\bar{x}Sample Mean
L(w)L(w)Likelyhood of w
Θ\ThetaScalar value
  • Sample
    • Sample Mean:    xˉ=xin\bar{x} = \frac{\sum x_{i}}{n}
    • Sample Variance:    s2=(xixˉ)2n1s^{2} = \frac {\sum(x_{i}-\bar{x})^2}{n-1}
    • Sample std:    s=s2s = \sqrt{s^{2}}
    • Sample Covariance;    cov=(xxˉ)2(yyˉ)2n1cov = \frac{\sum(x-\bar{x})^2 (y-\bar{y})^2}{n-1}

  • Population
    • Population Mean:    μ=(xi)2N\mu = \frac {\sum(x_{i})^2}{N}
    • Population Variance:    σ2=(xiμ)2N\sigma^{2} = \frac {\sum(x_{i}-\mu)^2}{N}
    • Population Std:    σ=σ2\sigma = \sqrt{\sigma^{2}}
    • Population Covariance:    cov=(xμx)2(yμx)2Ncov = \frac{\sum(x - \mu_{x})^2(y - \mu_{x})^2}{N}

  • Correlation:    p(X,Y)=Cov(X,Y)σxσyp (X,Y) = \frac{Cov(X,Y)}{\sigma_{x}\sigma_{y}}
  • Mean Absolute Deviation (MAD):    MAD=XiXˉnMAD = \frac{\sum|X_{i}-\bar{X}|}{n}
  • Standard error of mean:    σxˉ=σn\sigma_{\bar{x}} = \frac{\sigma}{\sqrt{n}}