Shannon Entropy and Information Gain

Serrano.Academy November 4, 2017
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Serrano.Academy

@serranoacademy

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Welcome to Serrano.Academy! I'm Luis Serrano and I love demystifying concepts, capturing their essence, and sharing these videos with you. I prefer illustrations, analogies, and cartoons, rather than formulas (although we don't shy away from the math when needed). The topics I have are machine learning, mathematics (probability and statistics), but I'm open to many others. If you have any topics you'd like to suggest, feel free to add them in the comments or drop me a line! For more information, check out http://serrano.academy. And also check out my book! Grokking Machine Learning http://manning.com/books/grokking-machine-learning (40% discount code: serranoyt)

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CORRECTION: at 13:41, the probability is 6.1e-5 and not 4.8e-4 (however, the entropy is 1.75, which is correct). Thank you @dlyChimi! Learn Shannon entropy and information gain by playing a game consisting in picking colored balls from buckets. Announcement: New Book by Luis Serrano! Grokking Machine Learning. bit.ly/grokkingML 40% discount code: serranoyt Accompanying blog post: https://medium.com/p/5810d35d54b4/ 0:00 Shannon Entropy and Information Gain 2:22 What ball will we pick? 4:33 Quiz 5:06 Question 5:14 Game 7:17 Probability of Winning 7:45 Products 11:00 What if there are more classes? 12:34 Sequence 2 13:44 Sequence 3 14:57 Naive Approach 15:34 Sequence 1 19:44 General Formula

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