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🇫🇷 fr 🇨🇳 zh 🇮🇳 ml

Nathaniel Thomas

Maximum A Posteriori (MAP) Estimation

November 24, 2024

The goal is essentially the same as MLE. We have an assumed model for p(xj​∣ωj​) parameterized by θ. We want to classify a feature x into some class ωj​ based on a labeled dataset D. In MLE, we were trying to maximize the likelihood:

θ^MLE​=argθmax​p(D∣θ)

In MAP, we instead maximize the a posteriori:

θ^MAP​​=argθmax​p(θ∣D)=argθmax​p(D∣θ)p(θ)​

We immediately notice that if p(θ) is uniform, θ^MAP​=θ^MLE​.


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Maximum Likelihood Estimation
The Ten Armed Testbed
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