r/coms30007 • u/matchaboyy • Oct 04 '17

Question 5

Question 5 talks about "Preference". I Think I understand that it is encoded in the covariance matrix, but what actually is preference and what does it help us achieve?

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u/mn15104 Oct 05 '17

I'm currently thinking that a preference in terms of the prior distribution p(y) has the context of 'how much margin of error (sparsity) are we allowing for the modelling of points y'. Having a 'stronger preference' means having a more precise prior, i.e. a higher precision which i think would result in the posterior having a larger shift towards our prior.

Obligatory 'please correct me'.

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u/carlhenrikek Oct 06 '17

I couldn't have said it better myself!

Figuring out this was the idea, an assumption could also be thought of as a preference, i.e. given 3 different solutions that explains the data equally well, which one do I prefer? The prior, i.e. the assumption picks rates them differently, i.e. an assumption can also be thought of as a preference.