Expected value

Probability · Formula · Appears in 1 lesson

E[X]=∑xx p(x)\mathbb{E}[X] = \sum_{x} x\, p(x)

The long-run average of a random variable, each outcome weighted by how often it happens. Nearly every loss function in machine learning is an expectation you are approximating with a batch.

Symbols

XX
The random variable.
p(x)p(x)
The probability of outcome x.
E\mathbb{E}
The expectation operator.
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