【機器學習】MAP最大後驗估計和ML最大似然估計區別
阿新 • • 發佈:2018-12-30
A maximum a posteriori probability (MAP) estimate is
an estimate of an unknown quantity, that equals the mode of
the posterior distribution.
The MAP can be used to obtain a point estimate of
an unobserved quantity on the basis of empirical data. It is closely related to the method of maximum
likelihood (ML) estimation, but employs an augmented optimization
objective which incorporates a prior
distribution (that quantifies the additional information available through prior knowledge of a related event) over the quantity one wants to estimate. MAP estimation can therefore be seen as a regularization of
ML estimation.