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

Dynamic programming


Dynamic programming is a sequential way of solving complex problems by breaking them down into sub-problems and solving each of them. Once it solves the sub-problems, then it puts those subproblem solutions together to solve the original complex problem. In the reinforcement learning world, Dynamic Programming is a solution methodology to compute optimal policies given a perfect model of the environment as a Markov Decision Process (MDP).

Dynamic programming holds good for problems which have the following two properties. MDPs in fact satisfy both properties, which makes DP a good fit for solving them by solving Bellman Equations:

  • Optimal substructure
    • Principle of optimality applies
    • Optimal solution can be decomposed into sub-problems
  • Overlapping sub-problems
    • Sub-problems recur many times
    • Solutions can be cached and reused
  • MDP satisfies both the properties - luckily!
    • Bellman equations have recursive decomposition of state-values
    • Value function stores and reuses solutions

Though...