If we were learning or working in the machine learning field, then we frequently come across the term "probability distribution". I know what probability, conditional probability, and probability distribution/density in math mean, but what is its meaning in machine learning?
Take this example where $x$ is an element of $D$, which is a dataset,
$$x \in D$$
Let's say our dataset ($D$) is MNIST with about 70,000 images, so then $x$ becomes any image of those 70,000 images.
In many papers and web articles, these terms are often denoted as probability distributions
$$p(x)$$
or
$$p\left(\frac{z}{x} \right)$$$$p\left(z \mid x \right)$$
- What does $p(\cdot)$ even mean, and what kind of output does $p(\cdot)$ give?
- Is the output of $p(\cdot)$ a scalar, vector, or matrix?
- If the output is vector or matrix, then will the sum of all elements of this vector/matrix always be $1$?
This is my understanding,
$p(\cdot)$ is a function which maps the real distribution of the whole dataset $D$. Then $p(x)$ gives a scalar probability value given $x$, which is calculated from real distribution $p(\cdot)$. Similar to $p(H)=0.5$ in a coin toss experiment $D={\{H,T}\}$.
$p\left(\frac{z}{x} \right)$$p\left(z \mid x \right)$ is an another function that maps the real distribution of the whole dataset to a vector $z$ given an input $x$ and the $z$ vector is a probability distribution that sums to $1$.
Are my assumptions correct?
An example would be a VAE's data generation process, which is represented in this equation
$$p_\theta(\mathbf{x}^{(i)}) = \int p_\theta(\mathbf{x}^{(i)}\vert\mathbf{z}) p_\theta(\mathbf{z}) d\mathbf{z}$$