Lecture 2: Maximum likelihood and regularization 20124221: Introduction to Statistical Machine Learning Instructor: Greg Shakhnarovich TTI-Chicago / Weizmann Institute of Science January 3, 2012 Greg Shakhnarovich (TTIC/WIS) Lecture 2: Maximum likelihood and regularization January 3, 2012 1 / 48
- error decomposition estimate
- rough plan of attack
- function minimization problem
- review review
- approximation error
- empirical risk minimization
- statistical view of regression
- best predictor
- model