Appendix B — Math Terms

Math terms used throughout this book:

Math Term Meaning
\(X_j\) Random variable corresponding to feature \(j\).
\(X\) Set of all random variables.
\(\mathbb{P}\) Probability measure.
\(\mathbb{P}(X_j = c)\) Probability that random variable \(X_j\) takes on the value \(c\).
\(\mathbf{x}_j\) Vector of values for feature \(j\) across multiple data instances.
\(\mathbf{x}^{(i)}\) Feature vector of the \(i\)-th instance.
\(x^{(i)}_j\) Value of feature \(j\) for the \(i\)-th instance.
\(y^{(i)}\) Target value for the \(i\)-th instance.
\(\mathbf{X}\) Feature matrix, where rows correspond to instances and columns to features.
\(\mathbf{y}\) Vector of target values, one for each instance.
\(n\) Number of data instances (rows in \(\mathbf{X}\)).
\(p\) Number of features (columns in \(\mathbf{X}\)).