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Law of large numbers

As explained in Math and Architectures of Deep Learning

A probabilistic principle stating that sample averages converge toward the expected value as the number of samples grows.

The law of large numbers says that averaging many samples from a probability distribution produces a value close to the distribution’s expected value. With infinitely many samples, the average matches the mean; with finite samples, closeness is probable rather than guaranteed. section 5.8

This principle explains why the sample mean can estimate an unknown distribution’s true mean. No universal sample count defines “enough”: distributions with larger variance require more samples for a similarly reliable approximation. section 5.8

Casino outcomes

A casino can lose individual bets while still making money overall when its win probability is slightly higher. Across a very large number of bets, the average outcome approaches the expected casino advantage. section 5.8

How Math and Architectures of Deep Learning covers it

How deep it goes
Defines convergence informally, explains finite-sample uncertainty, and relates required sample size to variance without specifying a threshold.
Examples
Uses casino betting and repeated game outcomes to illustrate expected value emerging over many trials.
What it assumes
Assumes familiarity with probability distributions, samples, means, variance, and expected value.
What you can do after
Evaluate whether a sample average can approximate a distribution’s expected value and recognize when higher variance requires more samples.
How it connects
Connects probability distributions with expected value, sample mean, sample variance, and variance.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Math and Architectures of Deep Learning. The section links point to the parts of the book it draws on.