Chapter 11.15: Maximum Likelihood Estimation vs. Empirical Risk Minimization

We discuss the connection between maximum likelihood estimation and risk minimization, then demonstrate the correspondence between a Gaussian error distribution and \(L2\) loss and that alternative likelihoods give rise to the \(L1\) and Bernoulli loss.

Lecture video

Lecture slides

Download »slides-advriskmin-max-likelihood.pdf«

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