Probability: The Language of Uncertainty (and Bayes' Theorem)
Everything you've learned in this ML-math year so far has been about certainty. Linear algebra transforms a vector into another vector — deterministically, exactly. Calculus compu…
Probability and Statistics covers: Probability, Random Variables and Distributions, Expectation, Variance, and the Theorems That Make Statistics Possible, Estimation, Information Theory. Year 4, Quarter 13. Includes 12 exercises and 2 projects.
This course unlocks once you've finished its prerequisite. Open prerequisite →
Everything you've learned in this ML-math year so far has been about certainty. Linear algebra transforms a vector into another vector — deterministically, exactly. Calculus compu…
The last lesson gave you probability as reasoning — axioms, conditioning, Bayes. This lesson gives it quantitative form. A random variable is the bridge from "events" to "numbers"…
A distribution (last lesson) is the full shape of a random variable's uncertainty — but often you don't want the full shape; you want a couple of summary numbers that capture its …
The last three lessons were probability — reasoning forward from known distributions. This lesson is where it becomes statistics, and then becomes machine learning: you have data,…
There's one more mathematical language woven through machine learning, and it comes from a surprising place: the 1948 theory of communication — how to send messages over a noisy w…
- [ ] Compute Bayes' theorem: medical test with 1% prevalence, 95% sensitivity, 90% specificity — What is P(disease|positive)? - [ ] Simulate the Central Limit Theorem in Python —…
- [ ] Implement Naive Bayes classifier from scratch in Python — Train on text, predict sentiment - [ ] Compute KL divergence between two distributions in Python — Measure how one …
- [ ] Implement Bayesian linear regression in Python — Prior on weights, posterior update, compare with MLE - [ ] Implement Markov Chain Monte Carlo (Metropolis-Hastings) in Pytho…
- [ ] Build a spam classifier using Bayesian methods in Python — Tokenize emails, compute class priors and word likelihoods, Laplace smoothing, classify new emails, evaluate with …
Build a Python library implementing: confidence intervals (z and t), hypothesis testing (one-sample t, two-sample t, chi-squared), and bootstrap resampling. Apply to a real datase…
Implement Bayes' theorem computation for discrete and continuous (grid approximation) priors. Demonstrate with: medical diagnosis (sensitivity/specificity), spam filtering (Naive …
- [ ] What is Bayes' theorem? Give an intuitive example (e.g., medical testing). - [ ] What is the difference between MLE and MAP estimation? - [ ] Explain the Central Limit Theor…
- [ ] Course 13.1 knowledge check passed - [ ] Course 13.2 knowledge check passed - [ ] Course 13.3 knowledge check passed - [ ] Neural Network from Scratch capstone completed
13 lessons. Read in order; spiral back when you need to. By the end you'll have used the core ideas twice — once on the abstract, once on something you'll meet at work next week.