Think Like a Data Scientist: Tackle the data science process step-by-step by Brian Godsey
Author:Brian Godsey [Brian Godsey]
Language: eng
Format: epub
Tags: Analytics, Big Data, Business
Publisher: Manning Publications
Published: 2017-03-16T22:00:00+00:00
Like MLE and MAP, EM and VB are focused on finding areas within the parameter space that have high likelihood. The main differences are in their sensitivity to changes. Whereas MLE might walk off a cliff, MAP probably won’t, but it can’t make many guarantees beyond a single location. EM understands the surrounding area, and in addition to that, VB pays a little more attention to how walking in one direction affects the landscape in other directions. That’s the hierarchy of some common parameter optimization methods in a nutshell.
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