MLE

Created
Created
2023 Mar 23 1:41
Editor
Creator
Creator
Seonglae ChoSeonglae Cho
Edited
Edited
2024 Dec 4 23:56

Maximum likelihood estimation

MLE is the case where MAP's Prior is a Uniform Distribution (i.e., not considering prior probability)
We usually assume that training data is
iid
hence
For computational reasons, we work with the NLL with minimizing it
Therefore we search with
Log-likelihood function

NLL (Negative log likelihood)

For example with
Bernoulli Distribution
Expanding the probability
Grouping terms for
where
MLE Notion
 
 
 
 
 
 

Recommendations