Choosing a Hypothesis
- Generally want the most probable hypothesis given the
training data.
- The maximum a posteriori hypothesis is $h_{MAP}$ where
\[
\array{
h_{MAP} & = \arg \max_{h \in H} P(h\,|\,D) \\
& = \arg \max_{h \in H} \frac{P(D\,|\,h) P(h)}{P(D)} \\
& = \arg \max_{h \in H}P(D\,|\,h) P(h)
} \] we dropped $P(D)$ because its independent of $h$.
- If we assume that all hypothesis have the same prior
probability, that is $\forall_{i \neq j}P(h_i) = P(h_j)$, then
we can simplify even more and choose the maximum likelihood hypothesis
\[h_{ML} = \arg \max_{h \in H} P(D\,|\,h) \]
José M. Vidal
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