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INTRODUCTION TO Machine Learning - Computer Science

INTRODUCTION TOMachine LearningETHEM ALPAYDIN The MIT Press, Slides forCHAPTER 4:Parametric MethodsLecture Notes for E Alpayd n 2004 INTRODUCTION to Machine Learning The MIT Press ( )3 Parametric Estimation X= { xt }t wherext ~ p (x) Parametric estimation: Assume a form for p (x | ) and estimate ,its sufficient statistics, using , N ( , 2) where = { , 2}Lecture Notes for E Alpayd n 2004 INTRODUCTION to Machine Learning The MIT Press ( )4 Maximum Likelihood Estimation Likelihoodof given the sample Xl ( |X) = p (X| ) = tp (xt| ) Log likelihoodL( |X) = log l ( |X) = tlog p (xt| ) Maximum likelihood estimator (MLE) *= argmax L( |X)Lecture Notes for E Alpayd n 2004 INTRODUCTION to Machine Learning The MIT Press ( )5 Examples: Bernoulli/Multinomial Bernoulli.

INTRODUCTION TO Machine Learning ETHEM ALPAYDIN © The MIT Press, 2004 alpaydin@boun.edu.tr http://www.cmpe.boun.edu.tr/~ethem/i2ml Lecture Slides for

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