LASSO回归之特征选择

MLE --framework – MAP M L E : a r g m a x P ( D ∣ θ ) MLE:argmax P(D|\theta) MLE:argmaxP(D∣θ) M A P : a r g m a x P ( θ ∣ D ) MAP:argmaxP(\theta|D) MAP:argmaxP(θ∣D) = a r g m a x P ( D ∣ θ ) P ( θ ) a

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