We know linear algebra is the language our data speaks with. We also learned that calculus is like the GPS for our machine learning models.
But wouldn’t it be smart to also know the odds and the risk of a model’s decision?
Enter Probability & Statistics, or what I like to call, the “crystal ball” of machine learning.
Probability is like trying to guess what your friend will do next. Statistics is like keeping a mental log of the number of times they’ve said “just one more drink” at the bar, and then passed out on the bathroom floor.
Let's play the odds and dive into it. 🎲
🤔 Probability - “The Excited Optimist”
Think about the moment you're about to start a video call with your boss.
You nervously check your Wi-Fi signal, thinking: "There's an 80% chance this is going to work perfectly, but also a 20% chance it's going to drop out right when I'm about to give my reason why I deserve a 2-week vacation in Cancun."
Probability is the number that tells you how likely something is to happen.
Probability is a formal measure of the likelihood that an event will occur. It is a value between 0 and 1, where 0 indicates impossibility and 1 indicates certainty. The probability of an event, often denoted as P(E), is calculated as the ratio of the number of favorable outcomes to the total number of possible outcomes.
In machine learning, it's the same idea.
A model doesn't just give you a "yes" or "no" answer. It gives you a probability score, like a weather forecast saying there's a 30% chance of rain.
This number is the model's way of telling you how confident it is in its own guess.
🖊️ Baye’s Theorem
A big, important rule in probability that applies to machine learning is called Bayes’ Theorem.
Bayes' Theorem is a rule in probability that helps you update your beliefs about an event's likelihood as new evidence becomes available.
Think of it as a logical way to combine new information with your existing knowledge.
The Core Idea
The theorem can be simply stated as:
P(A|B) = P(B)P(B|A)P(A)
This looks intimidating, but here’s what each part means in plain English:
P(A|B) (Posterior): This is the updated probability you are trying to find. It answers the question, "What is the probability of my belief being true, now that I have this new evidence?"
P(A) (Prior): This is your initial belief, or the general probability of your belief being true before you saw any new evidence.
P(B|A) (Likelihood): This is the probability of seeing the new evidence, assuming your belief is true.
P(B) (Evidence): This is the overall probability of seeing that new evidence, regardless of your belief.
Here’s an example:
You've lost your car keys. Your initial panicked belief (the prior) is that they must have been stolen by a rogue squirrel.
But then, you get a text from your friend with a picture of them hanging from your shirt collar (the new evidence). Bayes' Theorem is the logic that allows you to instantly update your belief from "rogue squirrel" to "I'm a goofball."
Bayes' Theorem is the foundation for a whole class of machine learning algorithms, most famously the Naive Bayes Classifier.
📊 Statistics - “The Boring Yet Necessary Bookkeeper”
So how do statistics differ from probability?
Well, if I could put it simply, I’d say that if probability is about determining the future, then statistics is about looking at the past.
Think of a professional gambler.
Probability is the real-time calculation in their head: "What's the chance of hitting a blackjack with this next card?" Statistics is their historical ledger: the records they keep of every hand ever played to understand what strategies work best over time.
Basically, probability is the fun, exciting optimist, while statistics is the boring but necessary bookkeeper.
Statistics is the science of collecting, analyzing, and interpreting data to draw conclusions and make informed decisions.
🌟 Conclusion
If you think of machine learning as a friend trying to give you dating advice, Statistics is the part that scrolls through your date's entire social media history, calculating their number of past relationships and a detailed timeline of their red flags.
Probability is the gut-wrenching moment after the date when your friend nervously says, "Based on my analysis, there's a 73% chance they'll text you back."
Together, they're the brutally honest duo that keeps your AI from just blindly swiping right.
“I’ll drop something fun in your inbox next week on a lesser-known math hero: Information Theory.”
Next week, I’ll drop something fun in your inbox on a lesser-known, but no less important math hero: Information Theory.
