往期文章链接目录
MLE v.s. MAP
- MLE: learn parameters from data.
- MAP: add a prior (experience) into the model; more reliable if data is limited. As we have more and more data, the prior becomes less useful.
- As data increase, MAP → \rightarrow → MLE.
Notation: D = { ( x 1 , y 1 ) , ( x 2 , y 2 ) , . . . , ( x n , y n ) } D = \{(x_1, y_1), (x_2, y_2), ..., (x_n, y_n)\} D={ (x1,y1),(x2,y2),