AIExplainer
Machine Learning Intermediate 1 min read

What is an independently and identically distributed?

Data drawn from a distribution that doesn't change, and where each value drawn doesn't depend on values that have been drawn previously.

Data drawn from a distribution that doesn't change, and where each value drawn doesn't depend on values that have been drawn previously. An i.i.d. is the ideal gas of machine learning—a useful mathematical construct but almost never exactly found in the real world. For example, the distribution of visitors to a web page may be i.i.d. over a brief window of time; that is, the distribution doesn't change during that brief window and one person's visit is generally independent of another's visit. However, if you expand that window of time, seasonal differences in the web page's visitors may appear. See also nonstationarity.

Practitioners refer to independently and identically distributed when building, training, or evaluating machine learning systems. It appears in research papers, product documentation, and technical discussions about AI capabilities and limitations.