A Gentle Introduction to Jensen's Inequality - MachineLearningMastery.com

It is common in statistics and machine learning to create a linear transform or mapping of a variable. An example is a linear scaling of a feature variable. We have the natural intuition that the m...

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A Gentle Introduction to Jensen's Inequality - MachineLearningMastery.com

Source: MachineLearningMastery.com

It is common in statistics and machine learning to create a linear transform or mapping of a variable. An example is a linear scaling of a feature variable. We have the natural intuition that the mean of the scaled values is the same as the scaled value of the mean raw variable values. This makes […]