The Key Equation Behind Probability

Artem Kirsanov
Aug 23, 2024
4 notes
4 Notes in this Video

Probability Distributions and Bayesian Degrees of Belief

ProbabilityDistribution BayesianView FrequentistVsBayesian Uncertainty
03:00

The video introduces probability distributions as functions mapping possible states to numerical degrees of belief, adopting a Bayesian interpretation rather than a purely frequentist one.

Surprisal, Entropy, and Average Information Content

Surprisal Entropy InformationContent UncertaintyMeasure
09:00

Entropy is introduced as the average surprise or information content of outcomes generated by a probability distribution, based on the concept of surprisal for individual events.

Cross Entropy and Mismatch Between Reality and Models

CrossEntropy ModelMismatch Surprise Asymmetry
15:00

Cross entropy quantifies the average surprise experienced when data are generated by a true distribution (P) but interpreted using a model distribution (Q), capturing the cost of believing in the wrong model.

KL Divergence and Training Objectives in Generative Models

KLDivergence TrainingObjective GenerativeModels DistributionApproximation
21:00

KL divergence emerges as the key quantity measuring how far a model distribution (Q) is from a target distribution (P), and thus as a natural training objective for generative models.