Probability for machine learning

In this post, we will walk through the building blocks of probability theory and use these learnings to motivate fundamental ideas in machine learning. In the first section, we will talk about random variables and how they help quantify real world experiments. The final section will talk about how these mathematical concepts are used together to solve machine learning problems. Let's begin our journey with a fun experiment. Take a pen and paper; go outside to the main street in front of your house. Look at every person that walks passed you and take note their hair color; some approximation of their height in centimeters; and any other detail you find interesting. Do this for about 10 minutes. You conducted your first experiment! With this experiment, you can now answer some questions: How many people walked passed you?