Search icon CANCEL
Subscription
0
Cart icon
Close icon
You have no products in your basket yet
Save more on your purchases!
Savings automatically calculated. No voucher code required
Arrow left icon
All Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Newsletters
Free Learning
Arrow right icon
Clojure for Data Science

You're reading from  Clojure for Data Science

Product type Book
Published in Sep 2015
Publisher
ISBN-13 9781784397180
Pages 608 pages
Edition 1st Edition
Languages
Author (1):
Henry Garner Henry Garner
Profile icon Henry Garner

Table of Contents (18) Chapters

Clojure for Data Science
Credits
About the Author
Acknowledgments
About the Reviewer
www.PacktPub.com
Preface
1. Statistics 2. Inference 3. Correlation 4. Classification 5. Big Data 6. Clustering 7. Recommender Systems 8. Network Analysis 9. Time Series 10. Visualization Index

Maximum likelihood estimation


On several occasions throughout this book, we've expressed optimization problems in terms of a cost function to be minimized. For example, in Chapter 4, Classification, we used Incanter to minimize the logistic cost function whilst building a logistic regression classifier, and in Chapter 5, Big Data, we used gradient descent to minimize a least-squares cost function when performing batch and stochastic gradient descent.

Optimization can also be expressed as a benefit to maximize, and it's sometimes more natural to think in these terms. Maximum likelihood estimation aims to find the best parameters for a model by maximizing the likelihood function.

Let's say that the probability of an observation x given model parameters β is written as:

Then, the likelihood can be expressed as:

The likelihood is a measure of the probability of the parameters, given the data. The aim of maximum likelihood estimation is to find the parameter values that make the observed data most...

lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at €14.99/month. Cancel anytime}