Summary: ETHEM ALPAYDIN
© The MIT Press, 2010
alpaydin@boun.edu.tr
http://www.cmpe.boun.edu.tr/~ethem/i2ml2e
Lecture Slides for
Parametric Estimation
X = { xt }t where xt ~ p (x)
Parametric estimation:
Assume a form for p (x |q ) and estimate q , its sufficient
statistics, using X
e.g., N ( , 2) where q = { , 2}
Lecture Notes for E Alpaydin 2010 Introduction to Machine Learning 2e © The MIT Press (V1.0) 3
Maximum Likelihood Estimation
Likelihood of q given the sample X
l (|X) = p (X |) = t
p (xt|)
Log likelihood
L(|X) = log l (|X) = t
log p (xt|)
Maximum likelihood estimator (MLE)

Source: Alpaydýn, Ethem - Department of Computer Engineering, Bogaziçi University

Collections: Computer Technologies and Information Sciences