estimation |
learning |
using data to estimate an unknown quantity |

classification |
supervised learning |
predicting a discrete \(Y\) from \(X\) |

clustering |
unsupervised learning |
putting data into groups |

data |
training sample |
\((X_1, Y_1),...,(X_n, Y_n)\) |

covariates |
features |
the \(X_i\)'s |

classifier |
hypothesis |
a map from covariates to outcomes |

hypothesis |
- |
subset of a parameter space \(\Theta\) |

confidence interval |
- |
interval that contains an unknown quantity with given frequency |

directed acyclic graph |
Bayes net |
multivariate distribution with given conditional independence relations |

Bayesian inference |
Bayesian inference |
statistical methods for using data to update beliefs |

frequentist inference |
- |
statistical methods with guaranteed frequency behavior |

large deviation bounds |
PAC learning |
uniform bounds on probability of errors |