The Exponential Family (Part 1)
The machine learning consultancy: https://truetheta.io
Join my email list to get educational and useful articles (and nothing else!): https://mailchi.mp/truetheta/true-the...
Want to work together? See here: https://truetheta.io/about/#want-to-w...
The Exponential Family includes almost all of the most frequently encountered distributions. In this video, I show how it functions as such a wide reaching generalization. But it's more than a generalization. This video will set up part 2 where I all the useful properties that follow from this clever mathematical device.
SOCIAL MEDIA
LinkedIn : / dj-rich-90b91753
Twitter : / duanejrich
Enjoy learning this way? Want me to make more videos? Consider supporting me on Patreon: / mutualinformation
CONTENTS
0:00 Introducing the Exponential Family
1:11 The Normal Distribution as a special case of the Exponential Family
3:40 Stating the Exponential Family Precisely
9:00 The Bernoulli Distribution as a case of the Exponential Family
10:50 The Multinoulli Distribution as a case of the Exponential Family
14:00 Different Choices, Different Distributions
Chapter 9 from [1] gives a nice overview of the Exponential Family and it's usefulness within Machine Learning. [2] was a useful additional perspective and made clear how to interpret the measure of x. [3] gave me the list of all distributions.
SOURCES
[1] K. P. Murphy. Machine Learning: A Probabilistic Perspective, MIT Press, 2012
[2] M. I. Jordan, Exponential Family: Basics, University of California, Berkeley, https://people.eecs.berkeley.edu/~jor...
[3] The Exponential Family, Wikipedia, https://en.wikipedia.org/wiki/Exponen...
Watch video The Exponential Family (Part 1) online without registration, duration hours minute second in high quality. This video was added by user Mutual Information 27 July 2021, don't forget to share it with your friends and acquaintances, it has been viewed on our site 23,192 once and liked it 891 people.