4min chapter

Theories of Everything with Curt Jaimungal cover image

Karl Friston on the Perils of Investigations into Consciousness, Derealization, and the Free Energy Principle

Theories of Everything with Curt Jaimungal

CHAPTER

The Importance of Marginal Probability in Machine Learning

The marginal likelihood just is the evidence for a modeling, just is the probability of some data in the present context. So that's why it's called an elbow or an evidence lower bound simply because it now becomes a computable object you can evaluate given some data. And once the statistician has that marginal likelihood she can repeat the process for another model and save a null hypothesis with no treatment effect. These are the fundamental of machine learning, data simulations, system identification. This just is evidence-based scientific progress.

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