Concept - Maximum A Posteriori
Definition (s.18): find the most probable hypothesis given the training data (MAP hypothesis ). does not depend on so it is dropped. The prior “encodes the knowledge/preference” (s.18).
MAP vs MLE (s.19)
| MLE | MAP | |
|---|---|---|
| Maximizes | likelihood $P(D | h)$ |
| Uses prior? | No | Yes, |
| Formula | $h_{ML}=\arg\max P(D | h)$ |
The slide asks “When will MLE and MAP give the same results?”
Added context
When the prior is uniform.
Classification use (s.20): , which needs too much data for large (Concept - Curse of Dimensionality); Concept - Naive Bayes fixes this.
Related
Concept - Bayes Rule, Concept - Maximum Likelihood Estimation, Concept - Prior Probability