# Questions tagged [probability]

Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur or how likely it is that a proposition is true.

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### Adaptive stopping algorithm find bound that holds with probability

The technique sets aside a validation set Sval, which is used to monitor the improvement of the training process. Let $h_1,h_2,h_3,...$ be a sequence of models obtained after $1,2,3,...$ epochs of ...
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1 vote
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### Strategy to choose maximum value from an unknown array of n numbers

Suppose you have an array of n normally distributed numbers whose values are initially unknown(and the probability parameters are unknown too). You must choose one number and you want it to have ...
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### Compute the pdf from pandas kde

I have data (features/targets in machine learning terminology), e.g. X1(t), X2(t), ... XN(t) and dependent variable y(t). I can use pandas to plot the kde's of the independent variables (X1(t),...). I ...
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### How can I obtain the mean of a Poisson distribution given the first improbable point of the distribution?

I generated a Poisson distribution with mean equal to 3 and 10000 samples by using np.random.poisson(3,10000). The plot is the following: from this plot I see that ...
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### Part random sample, part force sample with multiple event=0

Question: Is this approach sound? Goal: Model probability of event = 1 Problem: Time series with multiple event = 0 per id, only one event=1 Approach: Get all records where event = 1 (not random ...
1 vote
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### Probability for Nth Place in Race from Bradley-Terry Model Inputs and Outputs

I have created a motorcycle race prediction model that is given pairs of racers and outputs the probability of each rider beating the other in each pairwise comparison. That info is then processed ...
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### Role of segment length in NLP inside-outside algorithm

I encountered an issue with the algorithm used for finding the probability of a string in syntactic parsing in NLP, using the inside-outside algorithm. Here is a section from Christopher Manning and ...
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### Bayesian state description in Reinforcement Learning

What's the best approach to feed a bayesian description of an observed state to a Reinforcement Learning agent? Brief context: I have an agent situated in an environment, which it perceives through a ...
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### Marginal Probability Distribution of Feature space - meaning

I'm reading some literature on Transfer Learning in NLP, and this is one of the definitions that I came across in Pan & Yang (2010) Here is another definition from Sebastian Ruder which is a ...
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### How does factoring probability distributions help?

I'm trying to make sense of machine learning and am reading Deep Learning by Goodfellow, Bengio and Courville. In section 3.14 they show an example of factoring a distribution then say "These ...
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### Understanding error in bayesian inference

Let us say we have: Data $X$ Parameter that we are trying to estimate is $\Theta$ The Bayesian estimation method is to Assume a prior on $\Theta$ Sample $x$ from $X$ Use Bayes theorem. Compute the ...
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### Threshold tuning with one-vs-rest for multi classification python

I’m currently using a One vs Rest Random forest algorithm for multi class classification problem using Python, and I want to find the optimal threshold for each class, How can I do this with OVR (One-...
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### approximating probability mass function from a large data

I am learning elementary probability; especially I am interested in learning how to find probability mass functions and density functions from data. I think I perfectly understand the theory: For ...
1 vote
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### Inject external prior distribution to my dataset

Input: External Information - distribution between the feature_i & binary_target Internal Dataset - tabular data. ...
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### Correct way of calculating probability

I have some data which shows how many orders were made by a certain customer group that bought a certain product type: And the same format but showing how many refunds were made: I am trying to ...
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### XGBClassifier's predictions are not probabilities with objective='binary:logistic'

I am using a XGBoost's XGBClassifier, a binary 0-1 target, and I am trying to define a custom metric function. It supposedly receives an array of predictions and a DMatrix with the training set ...
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### Wave Function in Python

How to apply Wave Function to a Data Set in Python to derive frequency distribution and probability amplitude?
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### Text similarity for badly written text

Consider the following scenario: Suppose two lists of words $L_{1}$ and $L_{2}$ are given. $L_{1}$ contains just bad-written phrases (like 'age' instead of '4ge' or 'blwe' instead of 'blue' etc.). On ...
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1 vote
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### Best metric to evaluate model probabilities

i'm trying to create ML model for binary classification problem with balanced dataset and i care mostly about probabilities. I was trying to search web and i find only advices to use AUC or logloss ...
1 vote
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### Incorrect example of applying Bayes theorem

I have been reading the book "The Data Science Design Manual" (by Steven S. Skiena) and I came across an example that explained how the Bayes theorem can be applied that confused me and made ...
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### Aggregated probability based on multiple predictions on independent samples using the same classifier

i have a understanding question regarding the interpretation of a aggregation of a machine learning classifier. Lets assume i have trained a binary classifier and it was validated with a accuracy of ...
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### how to deal with features in pairwaise comparison models?

I am working on a dataset of ATP (Association of Tennis Professionals - men only) tennis games over several years. I want to predict the outcome of tennis so one way to do that is using a Bradley-...
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### the mean and standard deviation aren't the same as those of the input data i provided after sampling

I have a log-normal mean and a standard deviation. after i converted them to the underlying normal distribution's parameters mu and sigma, I sampled from the log-normal distribution however when i ...
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### Maximum entropy optimization for approximating image quality score distribution - as in Google's "Neural Image Assessment" paper

I am asking this question after a thorough research on the internet and having read every single detail of "NIMA: Neural Image Assessment" by Hossein Talebi and Peyman Milanfar. Before ...
1 vote
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### Log odds vs Log probability

Log-odds has a linear relationship with the independent variables, which is why log-odds equals a linear equation. What about log of probability? How is it related to the independent variables? Is ...
• 263
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### Understanding of odds

Odds is the probability of an event occurring against the event not occurring. Suppose I play 10 games & I win them all. So my odds of winning are obviously 100%. According to the formula, odds of ...
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### Is this a successful implementation of KL Divergence from scratch, and how can I graph all distributions?

I'm attempting to implement a KL Divergence on two imaginary dice from scratch and I'm not sure if it is correct. By 'how do I graph all distributions' I'm wondering if the KL Divergence just a number ...
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1 vote
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### Odds vs Likelihood

Odds is the chance of an event occurring against the event not occurring. Likelihood is the probability of a set of parameters being supported by the data in hand. In logistic regression, we use log ...
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1 vote
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### How are the weights defined in a (linear-chain) Conditional Random Field?

Edit: i saw that i mixed up i (in the graph) and t (in the formula), in the following i equivalent to t I am trying to understand the theory behind linear chain Conditional Random Fields. I have now ...
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1 vote
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### How to test likelihood hypothesis on dataset?

How to test the following hypothesis? The larger the fare the more likely the customer is to be travailing alone. Using the data below, how would one be able to test the hypothesis? ...
1 vote
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### memory error- python N-th order Markovian transition matrix from a given sequence

Ok. What is wrong with you code! I am trying to calculate transition probabilities for each leg. The code works for small array but for the actual dataset I got memory error. I have 64 g version ...
1 vote
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### Probability of the occurrence of an event over time

I need to answer the following question: What is the probability that the event 1 will occur at some point in the time for a new sample? At which time point is this more likely to occur? 1: event ...
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1 vote
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### Predictions using calibrated classifer

I find myself asking alot of calibration related questions recently - but i cannot find adequate material on it! I am training a binary classifier to predict default. This probability will be used in ...
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### How can I interpret my rho risk values when performing probabilistic time series forecasting?

I am currently exploring different probabilistic time series forecasting models for car sales data and have planned to evaluate the probabilistic forecasts with the metrics rho-risk as described on ...
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### Policy from an ensemble tree model?

I'm trying to output a policy (pdf on a fixed number of finite labels) from a Random Forest model. What is the best way to achieve this? I'm thinking that I can just normalize the votes from all the ...
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### Generating a random numpy ndarray of 0 and 1 with a specific range of 1 values

I want to generate a random numpy ndarray of 0 and 1. I want that the number of occurrences of 1 in every specific rowto range between 2 and 5. I tried:...
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1 vote
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### What thought processes do people use for generating priors on a variable's probability distribution?

Example Consider a block of text with a variety of sentence types within it, of which there are 7. Within a text these sentences will be more or less likely to appear, dependent on where in the text ...
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### Imbalanced data: understanding example from Bishop PRML book?

I'm trying to understand the 3-step procedure to compensate for the effects of imbalanced data described in Section 1.5.4 - pg 45 of Bishop's PRML book. Please refer to the following excerpt from the ...
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### How come the cost function changed in linear regression in andrew Ng stanford course in two different videos?

I'm a little bit confused, here is the cost function Andrew gave at the first place to minimize but when he derived using probability, we minimize the same one but in a different sign here h(theta) ...
1 vote
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### Probability Distribution on the Test Set

How can one interpret the probability distibution of the predictions for the target of the test set? For example if we wanted to interpret the plot below, can we say it is overfitted? Here x axis ...
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### Why use Bayesian network instead of joint probability distribution table?

Is there a reason, except the number of parameters why one prefers to use a bayesian network instead of just a joint probability distribution table ?
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### clustering - purchase probability - machine learning

I'm looking for a machine learning scenario: Data: time, when a customer enters the store weight, how much the customer bought Can I use machine learning to train an algorithm, which will give me a ...
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### Probability vs Odds

I know what Probability & Odds ratio is, but I want to know under what circumstances each is used. When is Odds preferred over Probability?
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### Analysis of probability distribution of each features and Machine Learning

While I know that probability distributions are for hypothesis testing, confidence level constructions, etc. They definitely have many roles in statistical analysis. However, it is not obvious to me ...
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### Estimating the Probability of Sequence of Events Based on the Historical Data

I am working on the project where I need to estimate the delivery time(PICKUP to DROPOFF) based on the delivery route data by individual deliverers. So, I might need to figure out: How many packages ...
1 vote
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### Shannon Information Content related to Uncertainty?

I'm a data scientist student currently writing my master thesis which resolves around the Cross Entropy (CE) Loss Function for neural networks. From my understanding, the CE is based on the Entropy, ...
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1 vote