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Machine Learning: Probabilistic Interpretation of Least-Squares

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Added: 02-10-2009
From: admin ( Send PM )
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Description:
Sanjeev Sharma>This is 4th Lec in ML. In this lecture I presented the Probabilistic Interpretation Of Least Squares Regression. I explained the reason behind choosing least squares error function in the regression problem in Machine Learning. For this we assume the Gaussian (Normal) distribution of the error terms. Later part covers the relation b/w maximum likelihood and least squares. (I also provided the hint of results, that you will get if you use other distribution like Poisson and Laplacian, but this is a topic of Nu. Optimization therefore is not discussed in this lecture & will be discussed in Optimization Channel)
Channels: Machine Learning 
Tags: Machine  Learning  Maximum  Log  Likelihood  Probabilistic  Interpretation  Least  Squares  Optimization 

Video URL : http://www.searching-eye.com/video/49/Machine-Learning-Probabilistic-Interpretation-of-Least-Squares
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