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Ben Moran | Relative Entropy for Fun and Profit

Relative Entropy for Fun and Profit

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Ben Moran | Relative Entropy for Fun and Profit | benmoran.wordpress.com Reviews
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Relative Entropy for Fun and Profit
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Ben Moran | Relative Entropy for Fun and Profit | benmoran.wordpress.com Reviews

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Relative Entropy for Fun and Profit

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Variational Bayes and the evidence lower bound | Ben Moran

https://benmoran.wordpress.com/2015/02/21/variational-bayes-and-the-evidence-lower-bound

Relative Entropy for Fun and Profit. Variational Bayes and the evidence lower bound. For Bayesian inference have been enjoying a renaissance recently. Problem: normalization can be intractable when applying Bayes’ Theorem. Function and a prior. Distribution that we can evaluate,. Is the joint likelihood. The posterior is just. Where we divide by the evidence. Here are three techniques we can use to approach it:. Are of particular forms so that they are conjugate. It is possible to draw samples. If we can...

2

Non-negativity of the KL Divergence | Ben Moran

https://benmoran.wordpress.com/2015/02/21/non-negativity-of-the-kl-divergence

Relative Entropy for Fun and Profit. Non-negativity of the KL Divergence. It is straightforward to show that the KL divergence is never negative using Jensen’s inequality and the concavity of the. Furthermore, the KL divergence is just one member of a more general family, the Csiszár. Divergences. These have the form. For some convex function. The same argument applies here (noting that the lower bound is now. So this will only translate into non-negativity for particular choices of. February 21, 2015.

3

Kullback-Leibler divergence asymmetry | Ben Moran

https://benmoran.wordpress.com/2012/07/14/kullback-leibler-divergence-asymmetry

Relative Entropy for Fun and Profit. It’s widely known that the KL divergence is not symmetric, i.e. But what’s the intuitive picture of how the symmetry fails? Recently I saw Will Penny. Explain this (at the Free Energy Principle workshop. Of which hopefully more later). I am going to “borrow” very liberally from his talk. I think he also mentioned that he was using slides from Chris Bishop’s book, so this material might be well known from there (I haven’t read it). X) { dnorm(x, mean=0, sd=0.5) }; g.

4

February | 2015 | Ben Moran

https://benmoran.wordpress.com/2015/02

Relative Entropy for Fun and Profit. Month: February, 2015. February 21, 2015. Variational Bayes and the evidence lower bound. For Bayesian inference have been enjoying a renaissance recently. Problem: normalization can be intractable when applying Bayes’ Theorem. Function and a prior. Distribution that we can evaluate,. Is the joint likelihood. The posterior is just. Where we divide by the evidence. Here are three techniques we can use to approach it:. Are of particular forms so that they are conjugate.

5

Distances, Divergences, Dirichlet distributions | Ben Moran

https://benmoran.wordpress.com/2012/07/11/distances-divergences-dirichlet-distributions

Relative Entropy for Fun and Profit. Distances, Divergences, Dirichlet distributions. Probability distributions and distances. There’s an interesting correspondence between unimodal p.d.f.’s on a metric space (like the reals. And distance functions. I will dig through this for amusement below, with some R code to generate the pictures. Squared Euclidean distance and Gaussians. For example, in one dimension the normal p.d.f. is. So the log likelihood for a single. Under a unit variance Gaussian centred at.

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Donating to Open Source Projects | @ infinity

https://atinfinity.wordpress.com/2013/06/04/donating-to-open-source-projects

There are no accidents! Donating to Open Source Projects. June 4, 2013. SciKit Random Forest – Brian Eoff. Kernels Part 1: What is an RBF Kernel? June 6, 2013 at 23:14. Reblogged this on SourceContribute. June 6, 2013 at 23:25. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. R is my friend.

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SciKit Random Forest – Brian Eoff | @ infinity

https://atinfinity.wordpress.com/2013/02/09/scikit-random-forest-brian-eoff

There are no accidents! SciKit Random Forest – Brian Eoff. Posted in Machine Learning. Format and tagged Machine Learning. February 9, 2013. Donating to Open Source Projects →. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. R is my friend.

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Matrix Factorization Resources | @ infinity

https://atinfinity.wordpress.com/2012/08/01/matrix-factorization-resources

There are no accidents! Matrix Factorization Techniques for Recommender Systems. An article by Koren, Bell and Volinsky in IEEE computer magazine. Netflix Update: Try this at Home. This is such a nice online resource that it has been cited by many research papers. Matrix Factorization: A Simple Tutorial and Implementation in Python. This page explains all the math around a stochastic descent for matrix factorization. Some Analysis of the Netflix data with C code. Paper by R Gemulla. Paper by C Liu. 039;R...

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Rényi Entropy and Free Energy | @ infinity

https://atinfinity.wordpress.com/2014/06/26/rnyi-entropy-and-free-energy

There are no accidents! Rényi Entropy and Free Energy. I want to keep telling you about information geometry but I got sidetracked into thinking about something slightly different, thanks to some fascinating discussions here at the CQT. There are a lot of people interested in entropy here, so some of us? John Baez, Rnyi entropy and free energy. Of order $latex beta$ is defined to be. June 26, 2014. Kernels Part 1: What is an RBF Kernel? Leave a Reply Cancel reply. Enter your comment here. R is my friend.

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Kernels Part 1: What is an RBF Kernel? Really? | @ infinity

https://atinfinity.wordpress.com/2014/05/28/kernels-part-1-what-is-an-rbf-kernel-really

There are no accidents! Kernels Part 1: What is an RBF Kernel? My first blog on machine learning is to discuss a pet peeve I have about working in the industry, namely why not to apply an RBF kernel to text classification tasks. I wrote this as a follow up to a Quora Answer on the subject:. Http:/ www.quora.com/Machine-Learning/How-does-one-decide-on-which-kernel-to-choose-for-an-SVM-RBF-vs-linear-vs-poly-kernel. I will eventually re-write this entry once I get better at Latex. For now, refer to. You are...

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Ben Moran | Relative Entropy for Fun and Profit

Relative Entropy for Fun and Profit. February 21, 2015. Variational Bayes and the evidence lower bound. For Bayesian inference have been enjoying a renaissance recently. Problem: normalization can be intractable when applying Bayes’ Theorem. Function and a prior. Distribution that we can evaluate,. Is the joint likelihood. The posterior is just. Where we divide by the evidence. Here are three techniques we can use to approach it:. Are of particular forms so that they are conjugate. If we can somehow meas...

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