Probability & Statistics for ML/AI: Roadmap and
Coding Problems
1. Core Probability & Statistics Topics for ML/AI
• Probability basics: random variables, events, Bayes theorem.
• Probability distributions: Bernoulli, Binomial, Normal, Poisson.
• Expectation, variance, covariance, correlation.
• Conditional probability and independence.
• Law of large numbers and Central limit theorem.
• Maximum Likelihood Estimation (MLE) and Maximum A Posteriori (MAP).
• Hypothesis testing, p-values, confidence intervals.
2. Why Probability/Statistics Matters in ML/AI
• Foundation for probabilistic models like Naive Bayes and Hidden Markov Models.
• Bayesian inference and posterior probability calculations in advanced models.
• Understanding dropout as Bayesian approximation in neural networks.
• Likelihood functions are central to training many deep learning models.
• Model evaluation metrics like confidence intervals and hypothesis tests rely on statistics.
3. Progressive Coding Problems (From Scratch → NumPy →
PyTorch)
Level 1: Pure Python
• Simulate coin tosses and compute probabilities manually.
• Implement mean, variance, and standard deviation functions manually (no libraries).
• Monte Carlo estimation of π using random sampling.
• Implement Bayes theorem manually using count-based probability.
Level 2: NumPy
• Generate random variables from Normal and Bernoulli distributions using NumPy.
• Visualize probability mass and density functions (PMF, PDF) using matplotlib.
• Implement covariance matrix manually using NumPy arrays.
• Simulate Central Limit Theorem by sampling and averaging random variables.
Level 3: PyTorch
• Implement MLE for parameter estimation using PyTorch tensors and autograd.
• Build a Naive Bayes classifier for text classification using PyTorch.
• Compute log-likelihood for Gaussian distributions using [Link] and autograd.
4. Mini-Projects
• From Scratch: Implement Naive Bayes classifier for text classification (manual probability
calculations).
• NumPy: Sampling and visualization of multiple distributions (histograms + PDFs).
• PyTorch: Implement Bayesian Linear Regression using [Link].
5. References for Probability/Statistics in ML/AI
• Probability for Machine Learning by Jason Brownlee
• Think Stats by Allen Downey (Free book)
• MIT 6.041 Probabilistic Systems Analysis and Applied Probability (YouTube/OCW)
• Stanford CS109 Probability for Computer Scientists