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Statistics in Machine Learning

Statistics
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Statistics in Machine Learning

Statistics
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© © All Rights Reserved
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Statistics in Machine Learning

You should apply statistics in machine learning at various stages of the data lifecycle to help the

machine understand the data effectively. Here's when and how statistics are critical:

1. During Data Exploration and Preprocessing

Purpose: To understand the structure, distribution, and relationships within the dataset.

Statistical Techniques:

- Descriptive statistics (mean, median, mode, variance, standard deviation) to summarize data.

- Distribution analysis (e.g., normality checks using histograms or tests like the Shapiro-Wilk test).

- Correlation analysis to identify relationships between features (e.g., Pearson/Spearman

correlation).

- Outlier detection using z-scores, IQR, or box plots.

2. For Feature Selection and Engineering

Purpose: To identify and create the most relevant inputs for the machine learning model.

Statistical Techniques:

- Hypothesis testing (e.g., t-tests, ANOVA) to check feature significance.

- Mutual information to assess the dependency between variables.

- Variance thresholding to remove low-variance features.

3. During Model Building and Training

Purpose: To ensure the model is learning effectively and not biased by data imbalances or noise.

Statistical Techniques:

- Understanding the distribution of target labels to handle class imbalances (e.g., using

oversampling or SMOTE).
- Regularization techniques to avoid overfitting, guided by statistics on model complexity.

4. For Model Evaluation

Purpose: To assess model performance and validate its reliability.

Statistical Techniques:

- Cross-validation for reliable performance estimates.

- Confidence intervals for performance metrics.

- Statistical significance tests (e.g., paired t-tests) to compare models.

5. For Interpretability and Explanation

Purpose: To explain the model's predictions and ensure transparency.

Statistical Techniques:

- Feature importance rankings (e.g., using statistical measures like F-tests or regression

coefficients).

- Partial dependence plots and SHAP values for understanding feature effects.

6. During Real-World Deployment and Monitoring

Purpose: To monitor data and model performance over time.

Statistical Techniques:

- Drift detection (e.g., using statistical divergence measures like KL divergence).

- Statistical process control for model accuracy tracking.

Key Takeaway

Statistics help at every stage by providing mathematical foundations for decision-making, ensuring

data quality, and validating the machine learning model's behavior. It's essential to use statistics

whenever you need to understand, manipulate, evaluate, or validate the data and model.

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