Algorithm: Gaussian Naive Bayes

Recall from my Naive Bayes post that there are several variants.  One of the variants that I'll be talking about today is Gaussian Naive Bayes.

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Probability Distributions and Random Variables

Suppose I had two coins and I flipped both of them.  The possible combinations can be two heads, two tails, or one of each.  These combinations are all part of a sample space.

Now let's take this a step further.  Taking the above demonstration, we want to determine the probability that each combination would occur.

Assuming independence, we derive the following probabilities:

  • P(\text{two heads}) = 0.25
  • P(\text{two tails}) = 0.25
  • P(\text{one of each}) = 0.5

All of these probabilities belong in a probability distribution.

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