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マサムネの部屋| 機械学習を学ぶ - パート 2
計算

正規分布の事後分布に関する公式

変数yがxによって線形に生成されていると仮定し、xが正規分布に従っているとすると、p(y|x ) は正規分布に従います。この情報から事後分布を計算する事が出来ますが、事後分布も正規分布に従います。その計算の詳細を書いています。
ベイズ統計学

ベイズ主成分分析の話

次元の大きなデータの次元を圧縮する方法の一つに、主成分分析があります。確率論的に主成分分析を行う方法があり、同様にベイズ流に行う方法もあります。この記事では、簡単なモデルで、パラメーターの推定式を計算します。
Python R

PPCAで画像を圧縮してみる

確率論的主成分分析(PPCA)という手法があります。隠れ変数によってデータが生成されているモデルを考えて、小さな次元のデータから、元のデータを再現したり、似たデータを得る手法です。結果をまとめて、pythonで実装してみます。
ベイズ統計学

確率論的主成分分析(PPCA)の話

主成分分析(PCA))を、確率論的に行う事が出来ます。普通のPCAはデータの次元を削減したり。クラスタリングしたり出来ます。一方、確率論的主成分分析(PPCA)は、次元を削減するだけでなく、データを生成する事も出来ます。議論の流れと、パラメーターの決定方法を解説します。
統計学

ワイブル分布を使って、故障率を解析する

適当なデータに対してワイブル分布を当てはめて、故障率についての解析を行ってみます。具体的には、パラメーターの推定、故障率が90%を超える時間の推定、故障の起きた時間から、故障の原因の推定をします。
統計学

ハザード関数とモデル選択の話

製品が故障するまでの時間や、耐久性を予測したり、どの程度まで保証するか決めるというのは難しい問題です。統計的モデルを作る事で、正しいかは置いておいて、答えを出すことが出来ます。その時に使われるのは指数分布とワイブル分布ですが、何故使われるのか解説します。
統計学

統計で出てくる確率論の用語の整理

統計学や機械学習で出てくる確率論の用語をまとめています。確率の定義や確率変数、確率密度関数などについて、定義を書いています。また、確率密度関数から始めても確率が構成できることを書いています。
統計学

中心極限定理の解説

統計学には中心極限定理という大定理があります。データをいっぱい取っておけば大体正規分布になるよという感じに覚えている人も多いのではないのでしょうか。定理の内容を正しく解説して、使い方をpythonで説明します。
統計学

データの個数からカイ二乗分布が出てくる話

カイ二乗適合度検定についての解説です。クラスタ分けされるデータを収集した時に、そのクラスタに含まれる割合を操作して管理している事があります。(クジの当たりはずれや、ガチャのレアなど)その操作が上手くいっているかを、ピアソンのカイ二乗統計量を計算する事で、調べる事が出来ます。
Python R

Tensorflow のgraph modeをeager modeに変える

tensorflowには、graph modeとeager execution mode があります。graph mode と eager execution modeを切り替える方法と、何故それを行うかを解説します。
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