Why does knowing the wrong probability help us measure information loss?
Image: Lars Christopher, CC BY-SA 2.0, via Wikimedia Commons
Why does knowing the wrong probability help us measure information loss?
Imagine you're guessing someone's birthday. If you're guessing randomly, you're not using any information. But if you guess based on what birthdays are most common, you're using some information. How do we measure how good your guessing is?
The cross-entropy concept measures how much worse your guessing is when you're wrong. It's like a score for how much information you lost by guessing incorrectly.
Example
If you guessed 365 people would have January 1st as their birthday, but only 1 person actually did, you're losing a lot of information.
Remember this
Cross-entropy equals negative log-likelihood because it quantifies the loss in information when our guesses (probabilities) don't match the true probabilities.
Text adapted from Wikipedia, licensed under CC BY-SA 4.0.
log-loss / cross-entropy loss penalizes: confident wrong predictions more heavily
Cross-entropy loss penalizes confident wrong predictions more heavily
Entropy H = -Σ p(x) log₂ p(x) measures average surprise in bits
How do we measure uncertainty in everyday decisions?
Fisher information
Fisher information measures information about unknown parameters
Cross-entropy H(p,q) = -Σ p(x) log q(x) measures how well q approximates p
Ever wondered how well we can guess the outcome of a random event?
Chebyshev's inequality
Chebyshev's inequality limits the probability of deviation from the mean
log-probabilities are used instead of probabilities: avoids numerical underflow
Why can't we just add up tiny chances over time?
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