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hi iamp;#39;m dj and in this video iamp;#39;m going to explain importance sampling my reason is simple i have a long list of machine learning topics iamp;#39;d like to cover in the future and important sampling shows up a few times as a trick and thatamp;#39;s all it takes to make it as a video topic now it turns out itamp;#39;s difficult to understand important sampling in a vacuum itamp;#39;ll make a lot more sense if we motivate it from the perspective of monte carlo methods so letamp;#39;s dive right in these techniques are concerned with one extremely important test that shows up a ton in machine learning calculating expectations without going into too much detail expectations are very frequently the answers that many of our ml algorithms are seeking they show up when fitting models doing probability queries summarizing model performance training a reinforcement learning agent just a load of stuff now mathematically that means weamp;#39;d like to calculate this here x is a
