Machine Learning Fundamentals · 免费预览

为何采用平方损失

当噪声服从高斯分布时,最小化均方误差与最大化数据的似然是等价的,因此同一个损失函数可以同时支撑两种论证依据。

1. The noise assumption, stated precisely

The noise assumption, stated precisely

2. From likelihood to a sum

From likelihood to a sum

3. What survives

What survives

4. Why the first term drops out

The negative log-likelihood under Gaussian noise contains the term 12log⁡(2πσ2)\frac{1}{2}\log(2\pi\sigma^2) summed over examples, along with the squared-error term. The first term is dropped when minimizing over w\mathbf{w} and bb. Which reason is correct?

5. The likelihood of a single observation

Under Gaussian noise with mean w⊤x+b\mathbf{w}^\top\mathbf{x} + b and variance σ2\sigma^2, the density is proportional to exp⁡ ⁣(−12σ2(y−w⊤x−b)2)\exp\!\left(-\frac{1}{2\sigma^2}(y - \mathbf{w}^\top\mathbf{x} - b)^2\right). With σ=2\sigma = 2, the exponent for an observation with residual y−w⊤x−b=4y - \mathbf{w}^\top\mathbf{x} - b = 4 equals ____.

进入交互式练习

免费注册 · 即时批改 · 自动安排间隔复习。

免费开始这门课