Book Image

Statistics for Machine Learning

By : Pratap Dangeti
Book Image

Statistics for Machine Learning

By: Pratap Dangeti

Overview of this book

Complex statistics in machine learning worry a lot of developers. Knowing statistics helps you build strong machine learning models that are optimized for a given problem statement. This book will teach you all it takes to perform the complex statistical computations that are required for machine learning. You will gain information on the statistics behind supervised learning, unsupervised learning, reinforcement learning, and more. You will see real-world examples that discuss the statistical side of machine learning and familiarize yourself with it. You will come across programs for performing tasks such as modeling, parameter fitting, regression, classification, density collection, working with vectors, matrices, and more. By the end of the book, you will have mastered the statistics required for machine learning and will be able to apply your new skills to any sort of industry problem.
Table of Contents (16 chapters)
Title Page
Credits
About the Author
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface

Markov decision processes and Bellman equations


Markov decision process (MDP) formally describes an environment for reinforcement learning. Where:

  • Environment is fully observable
  • Current state completely characterizes the process (which means the future state is entirely dependent on the current state rather than historic states or values)
  • Almost all RL problems can be formalized as MDPs (for example, optimal control primarily deals with continuous MDPs)

Central idea of MDP: MDP works on the simple Markovian property of a state; for example, St+1 is entirely dependent on latest state St rather than any historic dependencies. In the following equation, the current state captures all the relevant information from the history, which means the current state is a sufficient statistic of the future:

An intuitive sense of this property can be explained with the autonomous helicopter example: the next step is for the helicopter to move either to the right, left, to pitch, or to roll, and so on, entirely...