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Today we'll explore parameter learning in graphical models, focusing on two main methods: Maximum Likelihood Estimation and Bayesian Estimation.
What's the difference between the two methods?
Great question! MLE maximizes the likelihood of the observed data, while Bayesian Estimation incorporates prior beliefs about parameters.
Can you explain what likelihood means?
Sure! Likelihood refers to the probability of observing the data given specific parameter values.
So, with MLE, we want parameters that make our data most probable?
Exactly! That's the essence of MLE.
What about Bayesian Estimation? How does it work?
Bayesian Estimation combines prior information with observed data to update beliefs about parameters, creating a posterior distribution.
In summary, MLE maximizes data likelihood, while Bayesian Estimation updates prior beliefs with data.
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Letβs talk more about MLE. Itβs used to find parameter values that maximize the likelihood of the observed data.
How do we actually calculate those values?
Typically, you set up a likelihood function based on your model and then find the parameter values that maximize this function.
Is MLE always better than Bayesian Estimation?
Not necessarily! MLE can lead to overfitting in smaller datasets, while Bayesian Estimation can provide more robust estimates in such cases.
What's the catch with MLE?
MLE can be sensitive to the sample size and can give misleading estimates if the model is misspecified.
In conclusion, while MLE effectively finds parameters, it's essential to consider its limitations.
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Now, letβs shift to Bayesian Estimation. It includes prior knowledge to refine estimates.
How do you choose the prior?
Choosing a prior can depend on previous research or expert opinion about the parameters.
Does the prior affect the results much?
Yes, especially in small datasets, the prior can significantly influence the posterior distribution.
How do we update the prior with new data?
We use Bayes' theorem! It allows us to combine the prior with the likelihood of the observed data to obtain the posterior.
Whatβs the benefit of using Bayesian methods?
The primary benefit is incorporating uncertainty directly, providing a comprehensive view of parameter estimates.
To summarize, Bayesian Estimation utilizes prior knowledge to refine our understanding of parameters.
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This section details how parameters in a graphical model can be learned given a fixed structure. It focuses on two primary approaches: Maximum Likelihood Estimation (MLE), which finds parameter values that maximize the likelihood of the observed data, and Bayesian estimation, which incorporates prior distributions to update beliefs about parameters.
Parameter learning is a crucial aspect of graphical models, focusing on estimating the parameters of a model given its structure. Two primary methods are used in this process:
This method seeks to find parameter estimates that maximize the likelihood of the observed data under the model. Essentially, MLE derives estimates that make the observed data most probable according to the specified model.
Bayesian estimation approaches parameter learning from a different perspective, incorporating prior beliefs about the parameters into the estimation process. By using prior distributions and updating them with observed data, this method provides a posterior distribution that represents updated beliefs about the parameters.
These techniques are essential for effectively utilizing graphical models in various applications, ensuring that the models learn and adapt based on incoming data.
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Given structure, learn parameters using:
- Maximum Likelihood Estimation (MLE)
- Bayesian Estimation
Parameter learning in graphical models involves estimating the parameters (i.e., numerical values that affect model predictions) once the structure of the model is already defined. The two main approaches for this are Maximum Likelihood Estimation (MLE) and Bayesian Estimation. MLE focuses on finding the parameter values that most likely explain the observed data, while Bayesian Estimation incorporates prior beliefs about the parameters and updates these beliefs based on the data.
Imagine you are a chef trying to perfect a recipe. MLE is like trying to determine the best amount of salt to use based on the feedback you've received from previous diners (what they preferred). In contrast, Bayesian Estimation would be like taking into account your own experience and beliefs about how much salt should ideally be used, along with the diners' feedback, to adjust your recipe.
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β’ Maximum Likelihood Estimation (MLE)
MLE is a method of estimating the parameters of a statistical model. It does this by maximizing a likelihood function, so the observed data is most probable under the estimated parameters. Essentially, you adjust the model parameters so that they fit the data as closely as possible. This approach is widely used because it is straightforward and works well with a variety of models.
Think of MLE like finding the ideal height for a basketball hoop in a playground where children play. You measure how often they successfully make baskets at different heights. The height where the children score the most baskets reflects the 'maximum likelihood' of making a basket, guiding you to the best choice.
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β’ Bayesian Estimation
Bayesian Estimation involves updating your beliefs about the parameters based on prior knowledge and observed data. It combines prior probability distributions representing what is already known about parameters before observing data, with the likelihood of the observed data. The result is a posterior distribution, which reflects the updated beliefs about the parameters after considering both the prior and the new evidence.
Imagine you are judging how spicy a dish should be. You have a prior belief based on cuisine practices (your prior knowledge) about spice levels and you adjust that belief as you taste the dish (the observed data). By combining your prior knowledge with what you experience tasting, you find a balanced level of spice that enhances the dish.
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Key Concepts
Maximum Likelihood Estimation (MLE): A technique for estimating parameters that maximizes the likelihood of the observed data.
Bayesian Estimation: A method that combines prior knowledge with observed data to refine estimates of parameters.
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When estimating the probability of a coin landing heads, MLE would calculate which parameter makes observed outcomes most probable.
In a medical diagnosis model, Bayesian Estimation might incorporate prior information about disease prevalence to improve accuracy.
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MLE, find the best way, likelihoodβs key to what we say!
Imagine a detective (MLE) who finds the suspect (parameter) who fits the evidence (data) best, while another detective (Bayes) uses clues (prior knowledge) to refine their guesses as they gather more information.
M for Maximize, L for Likelihood, E for Estimation - MLE helps you remember that it maximizes data likelihood.
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Review the Definitions for terms.
Term: Maximum Likelihood Estimation (MLE)
Definition:
A method for estimating parameters by maximizing the likelihood of observed data.
Term: Bayesian Estimation
Definition:
A method of estimating parameters that incorporates prior distributions and updates them with observed data.
Term: Likelihood
Definition:
The probability of observed data given specific parameter values.
Term: Posterior Distribution
Definition:
The updated distribution of a parameter after considering evidence from data and prior beliefs.