Web Science & Technologies
University of Koblenz ▪ Landau, Germany
Data Mining & Machine Learning
Dipl.-Inf. Christoph Carl Kling
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WeST
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[email protected]
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Probability Theoryn = 1 n >= 1
Bernoulli = Binomial for n = 1 Binomial
k = 2
k > 2
Multinomial
100
1
Multinomial for n = 1
p
n → ∞
Gaussian
MulivariateGaussian
1 2 3 k
p
number of successes
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Experiment
Observations c (our Data)Hidden (latent) parameter p
Example: tossing a coin: 2 x head, 0 x tail
tail head
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Latent Dirichlet Allocation
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Parameter Estimation
Maximum likelihood estimation (MLE)
p = 1.0 !
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Parameter Estimation
p = 1.0
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Probabilistic models
p more likely is close to 0.5!
Prior probability
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Beta distribution
Density of
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Beta distribution
Beta(100,100)
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Beta distribution
Beta(10,10)
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Beta distribution
Beta(1,1)
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Beta distribution
Beta(0.1,0.1)
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Beta distribution
Beta(0.01,0.01)
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Parameter Estimation
Maximum a posteriori estimation (MAP)
Bayesian inference
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Parameter Estimation
Maximum a posteriori estimation (MAP)
Bayesian inference
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Lineare Regression
y = Größe x1 = Geschlecht x2 = Gewicht
168 1 65
172 0 80
164 1 52
187 0 120
194 0 90