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Functions Vs PDF

Functions Vs Probability Distribution Functions (PDF):
Is the neural network learning a function or a pdf?
PDF:
PDF is also a function but with certain restrictions and rules.
Example: The input of PDF is restricted - possible inputs can only be taken from a sample space ( containing possible values of Random Variable (RV))
Input is finite [bounded] so the sum of output of those finite input is 1.

[https://stats.stackexchange.com/questions/347431]

Strictly speaking, neural networks are fitting a non-linear function.

They can be interpreted as fitting a probability density function if suitable activation functions are chosen and certain conditions are respected (Values must be positive and ≤ 1, etc...). But that is a question of how you choose to interpret their output, not of what they are actually doing. Under the hood, they are still non-linear function estimators, which you are choosing to apply to the specific problem of PDF estimation.


Classifier is basically a thresholded regressor.