Chapter 11.12: Maximum Likelihood Estimation vs Empirical Risk Minimization I

We discuss the connection between maximum likelihood estimation and risk minimization, then demonstrate the correspondence between a Gaussian error distribution and \(L2\) loss.

Lecture video

Lecture slides

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• « Chapter 11.11: Optimal constant model for the empirical log loss risk
• Chapter 11.13: Maximum Likelihood Estimation vs Empirical Risk Minimization II »