imsi.md

Short range plan

1. random num. generation, get acquainted with prob. concepts

• don't forget to see mathematical equations

• Expection $\mathbb{E}$

• Bernoulli, binomial, Multinomial, Gaussian, beta

• Multi-dimensional Gaussian

  • sample generation
  • sample density plot by scatter plot
  • sample mean / sample covariance definition & computation
    • connect to PCA
      • 1D data -> 2D embedding -> scatter plot -> noise in y-direction -> rotation (x = R z) -> eigen decomposition -> recover 1D data

1. plt plotting, MATLAB & OO style, scatter plot, histogram

2. data exploration & visualization

• matplotlib
• datasets in sklearn: https://scikit-learn.org/stable/datasets/index.html
  • iris
  • search for a dataset!

1. information theory

   • Bishop Book Chapter 1.6
     • https://www.microsoft.com/en-us/research/uploads/prod/2006/01/Bishop-Pattern-Recognition-and-Machine-Learning-2006.pdf

2. decision tree

• entropy = expection of information = average information (for discrete r.v.'s)
• Gini = expection of not-me = expectation of mislabeling by random labeling according to p_i