Likelihood Estimation - THE MATH YOU SHOULD KNOW!

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  • Опубликовано: 11 янв 2025

Комментарии • 108

  • @CodeEmporium
    @CodeEmporium  2 года назад +14

    Thanks for watching! Checkout the description for the MEDIUM article (published in Towards Data Science) that accompanies this video. Hopefully that should answer questions. Also please follow here and on medium for fun updates like this!

    • @vsugar10101
      @vsugar10101 2 года назад

      Tell me how do I use intuition vs probability to predict outcome of my 5 lottery deep training model? 😂

    • @undertaker7523
      @undertaker7523 2 года назад

      Could you please explain why we used mean and standard deviation when attempting to calculate the likelihood?

    • @CodeEmporium
      @CodeEmporium  2 года назад

      I can’t speak for every case. But in linear regression, we assume the distribution of the labels follows a normal distribution. And the normal distribution can be characterized by a mean and standard deviation. And if you substitute this is the “maximum likelihood estimation”, the math with simplify to optimizing the residual sum or squares ( which is proportional to the mean squared error ) to compute the coefficients in the linear regression hypothesis.
      I explain this in the entire probability and likelihood videos too if that helps

    • @sameepshah3835
      @sameepshah3835 8 месяцев назад

      Thank you so much. Such a good and simple explanation sir.

  • @imamibo
    @imamibo Год назад +12

    It was probably a subject that I had been trying to clarify in my head for a month and could not clarify it. Maybe because I'm a little detail-oriented. Thanks to you, brother, I understood the subject. Thanks to RUclips, you have a brother from the other side of the world. Thank you very much.

  • @songweimai6411
    @songweimai6411 9 месяцев назад +2

    Thank you. Studying mathematics and statistics in college. I really like this video. My professor told me that “ the most important thing for statistics is : you have to understand the basic logic first using a basic example or daily life example, know what u want and what you need to do“. The second important thing is to “remember the notation and to read the books and study by myself. I really like the first part of the video---that’s the key and core idea for most likely function. Why i watch this video! 😂, Because want to refresh the idea. Doing harder problems with only notations and symbols, get lost.

  • @Termie_
    @Termie_ 12 дней назад +1

    Actually the goat what an amazing explanation combining it with machine learning too. Exactly what I needed to help understand my textbook.

  • @augustoc.romero1130
    @augustoc.romero1130 Месяц назад

    Ive been a sub since I was in undergrad several years back, you popped into my feed for whatever reason again after years. I'm glad to see you're still putting out gold, good for you man.
    Edit: I was halfway through the video when I commented, and now I finished the video. Those clarifications that pop up from under the screen are the best thing since sliced bread, wow

    • @studying6108
      @studying6108 Месяц назад

      This playlist video enough for ml probability???

  • @maulikshah9078
    @maulikshah9078 5 месяцев назад

    finally, my searching of 2-3 hours and many videos on the likelihood rests. thanks man...

  • @srinathkumar1452
    @srinathkumar1452 Год назад +4

    This is such a clear explanation. Great job my dude

  • @alexandrupapiu3310
    @alexandrupapiu3310 2 года назад +7

    This is great! However it's really important to not confuse the probability density function (p(x)) with the probability of x. For one p(x) can be larger than 1!

  • @abhalla
    @abhalla Год назад

    You also take the logarithm of both sides because that leads to nice properties when differentiating (because log is strictly increasing, it maintains the property that if x1 < x2, then l(x1) < l(x2)). Addressing arithmetic underflow is definitely a useful added benefit too.

  • @stochasticNerd
    @stochasticNerd Год назад +4

    it's great that you thought of making a video on comparison between probability and likelihood. However, I think in the initial graphs, the y-axis do not represent probability values. They are probability-density values at various x.

  • @eman0706
    @eman0706 13 дней назад

    thank you for the clarity of the video!

  • @hannes7218
    @hannes7218 Год назад +1

    one of the best explanations on youtube! well done sir!

  • @sawmin_thedataanalyst
    @sawmin_thedataanalyst 2 года назад

    Thank you! My confusion goes away after watching this. Thumb up.

    • @CodeEmporium
      @CodeEmporium  2 года назад

      You are very welcome. Thanks for watching !

  • @yvettewang7221
    @yvettewang7221 8 месяцев назад

    This is the best explanation of likelihood function. thank you so much for the video.

  • @shayanghafoori8222
    @shayanghafoori8222 10 месяцев назад

    Seriously, one of the best explanations !

  • @JingzhuChenClassicalPiano
    @JingzhuChenClassicalPiano Год назад +1

    Thank you so much!! You made complicated concepts so easy to understand!!! Thanks again!

    • @CodeEmporium
      @CodeEmporium  Год назад

      Super welcome and also very glad to hear :D

  • @flakky626
    @flakky626 Год назад

    Thank god, I clicked the videoooo
    Thanks man people out there really like to make easy things difficult ty og

  • @arezooalipanah
    @arezooalipanah 10 месяцев назад

    Thank you so much. This video solved so many things for me.

  • @chyldstudios
    @chyldstudios 2 года назад +6

    Very well done, clear and concise!

    • @CodeEmporium
      @CodeEmporium  2 года назад

      Thank you! My first time trying this style out. So I’m glad it turned out well :)

  • @corradoforza
    @corradoforza 2 года назад +3

    This is very well explained, thank you!

  • @Iam_number_one
    @Iam_number_one 2 месяца назад

    THANK YOU SO MUCH , YOU ARE A LEGEND

  • @ShashankData
    @ShashankData 2 года назад +2

    Another 🔥video! This man has an insane brain

    • @CodeEmporium
      @CodeEmporium  2 года назад +1

      Thanks Shashank! I’m just happy it’s useful 🙂🙂

  • @arastooajorian9069
    @arastooajorian9069 Год назад +1

    The mean values are not well selected. Most of the samples are distributed around 200k. So the means have to be around 200k

  • @prathameshdinkar2966
    @prathameshdinkar2966 8 месяцев назад

    Nicely explained! I got better understanding of this, could you also include some examples which give some feel about the calculations...

  • @goelnikhils
    @goelnikhils Год назад

    Very good explanation of MLE. Amazing

  • @harry8175ritchie
    @harry8175ritchie 2 года назад +1

    Awesome stuff! Just to clarify: logistic regression uses the binomial distribution; let's not confuse viewers with link functions and sigmoids.

    • @alang.2054
      @alang.2054 Год назад

      Aren't sigmoids a whole family of functions that have certain properties?

  • @ZQutui
    @ZQutui Год назад

    Thanks. It is such a nice explanation of the topic. Everything is explained well

    • @CodeEmporium
      @CodeEmporium  Год назад

      Thanks so much for the compliment! And I am glad you liked it :)

  • @juandesalgado
    @juandesalgado 2 года назад

    Nice introduction! Very clear and helpful, thanks. My only nitpick would be that, when you change to logarithms, maybe "L proportional to P" (i.e. "L = kP") should become "log L = log k + log P" - not a proportionality anymore, but a constant offset. The idea of monotonicity is still maintained.

    • @CodeEmporium
      @CodeEmporium  2 года назад +1

      Yep. Good catch. I think that's technically correct. Guess when making this type of video when teaching on the spot, sometimes details like this slip my mind

  • @anantshukla3415
    @anantshukla3415 Месяц назад

    Thank you so much for this !

  • @naveenbabu24391
    @naveenbabu24391 11 месяцев назад

    Hi sir can you do a video on why we use Basie n inferences and how to use them?

  • @simonlee1762
    @simonlee1762 Год назад

    wonderful, thanks for your clear explaining, pretty good

  • @nervechews6781
    @nervechews6781 Год назад

    Great job man. Thanks so much!

  • @FabioDBB
    @FabioDBB 9 месяцев назад

    Great explanation sir! Thx a lot!

  • @sakkariyaibrahim2650
    @sakkariyaibrahim2650 Месяц назад

    Great job. Thank you

  • @pauledam2174
    @pauledam2174 11 месяцев назад

    Thanks! Great explanation at the beginning (up to about minute 8 which is how far I have gotten). Aren't your example choices of myu and sigma off by a factor of more than 1000 though? Just want to make sure I am clear about it.

  • @stay-amazed1295
    @stay-amazed1295 2 года назад

    Nice video! New topic...👍 Pl make video ML binary classification of time series forecasting using likelyhood equation. waiting for next video!

  • @vrajupadhyay4755
    @vrajupadhyay4755 6 месяцев назад

    obeservations y1 , y2 ..... yn are joint probability ? i didn't get that part .

  • @mellowandblue
    @mellowandblue Год назад

    you are honestly #1

  • @davidthehudson
    @davidthehudson Год назад

    With X values in the six figures, how can mu be a double digit number?

  • @darshh.poetry2193
    @darshh.poetry2193 6 месяцев назад

    Nice explanation

  • @fatriantobong
    @fatriantobong 10 месяцев назад

    iid? i tot it was independent but non identical distribution, the fact that our data may come from different parameter values

  • @ranidu_lakshan
    @ranidu_lakshan 11 месяцев назад

    Thank you so much that was really helpful

  • @KeringKirwa
    @KeringKirwa 9 месяцев назад

    You were talking about sigma and mean , and everything was clear until when you started talking about theta , where did the sigma and mean go ? are we training the model to make predictions on the model parameters or the distribution parameters ?? Thanks tho.

  • @Red_Coder
    @Red_Coder Год назад

    Is it possible to find probability distribution? Looks like in real world we see only likelihood, couse can't obtain general observation (population), does it?

  • @teekiansek
    @teekiansek 2 месяца назад

    Minute 8:11. I wonder if for a better illustration, L(u, sigma), u should be around 200k and above. So that the mean matched to x - axis.

  • @germandhisworm
    @germandhisworm 29 дней назад

    Great video

  • @arpit743
    @arpit743 2 года назад +1

    It should be probability Density on y axis. Not not probability since X a continious Random Variable

    • @CodeEmporium
      @CodeEmporium  2 года назад +1

      Yep! Going to make some videos around probability theory soon to clear this up. Good catch!

    • @arpit743
      @arpit743 2 года назад +1

      @@CodeEmporium yes please more probability theory videos is what we need

  • @anujlahoty8022
    @anujlahoty8022 Год назад

    Simply amazing!

  • @larshoernle5400
    @larshoernle5400 10 месяцев назад

    awesome video. thank you!

  • @nashwahammoud4076
    @nashwahammoud4076 10 месяцев назад

    I got the benefit and enjoyment thank you

  • @abdulrahmankerim2377
    @abdulrahmankerim2377 8 месяцев назад

    Excellent! Thanks :)

  • @rajanmoodley4822
    @rajanmoodley4822 2 года назад

    Super explanation. Thanks

  • @Burakyesilvlogs
    @Burakyesilvlogs Год назад

    Great video dude

  • @sanzidatasminali6992
    @sanzidatasminali6992 12 дней назад

    Difference between probability and likelihood done ok. However, the shift to a ML example was done without stating what the example is going to demonstrate and a bit aimless I believe.

  • @Mewgu_studio
    @Mewgu_studio Год назад

    Thanks a lot!
    I think you should include keyword: Maximum Likelihood, Log Likelihood Ratio, to your title to reach more audience.

    • @CodeEmporium
      @CodeEmporium  Год назад

      Yea. I’ll keep this in mind. Thanks for the tip. Maybe I’ll change this title soon

  • @nesconcen3427
    @nesconcen3427 Год назад

    probabaly a stupid question but, P(y1,y2,y3...) is written as P(y1).P(y2).P(y3)...; P(y1,y2,y3...) isn't this a function, but taking the product P(y1).P(y2).P(y3)... gives me a number? and these two are the same thing?

    • @CodeEmporium
      @CodeEmporium  Год назад

      P(y1,y2,y3) is the probability the first random variable (RV) has a value y1 AND the 2nd RV has a value y2 and the 3rd RV is y3. This is a number.
      Now, if each of these RVs are independent of each other, then yea you can write it out as a product of P(y1)P(y2)P(y3). This too is a product of 3 numbers which gives us a number. If they aren’t independent RVs, you are going to have to use the Bayes Rule to write it out in a compex equation. Ultimately, the outcome though is still some real number

  • @RAHUDAS
    @RAHUDAS 2 года назад

    Thanks for the video

  • @sukursukur3617
    @sukursukur3617 2 года назад

    Why do we use pdf with well fitted parameter instead of histogram?

  • @nollix
    @nollix Год назад

    Good stuff.

  • @nickstaresinic9933
    @nickstaresinic9933 2 года назад

    Very nice review. Thanks.

  • @josefernandezvargas9189
    @josefernandezvargas9189 Год назад

    Bro I got 4 ads watching this video. I hope this guy is making bank off of these videos

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w 2 года назад

    Another great video

  • @donaldduck3888
    @donaldduck3888 Год назад

    Thx, life saver

  • @jijie133
    @jijie133 2 года назад

    Great video.

  • @undisclosedmusic4969
    @undisclosedmusic4969 2 года назад +13

    Writing red and green on a black background is very hard to read for colourblind people

    • @CodeEmporium
      @CodeEmporium  2 года назад +2

      Yea. I didn’t think it would look this dark. In future videos , I try to correct this. :)

  • @CanDoSo_org
    @CanDoSo_org 2 года назад +1

    Great explanation! Thanks, man. By the way, what Blackboard App are you using in this video?

    • @CodeEmporium
      @CodeEmporium  2 года назад +1

      Thank you! The app is called “explain everything “

  • @thachnnguyen
    @thachnnguyen 11 месяцев назад

    Should have clarified that housing prices in practice are not independent. Perhaps use a better example.

  • @harshitdtu7479
    @harshitdtu7479 9 месяцев назад

    7.52

  • @kiranthota5137
    @kiranthota5137 2 года назад

    I don't see any math explanation in this other than showing the equations. but good explanation theoretically. sorry to comment this but i would appreciate if i see actual math and its explinations. thanks

    • @CodeEmporium
      @CodeEmporium  2 года назад +1

      Thanks for commenting! This was my first time teaching in this way with a white boarding strategy. I have tried more for future videos (hopefully they have turned out better)

  • @alejorabirog1679
    @alejorabirog1679 2 года назад +1

    Nice

  • @shahed2356
    @shahed2356 Год назад

    Smarter version of Aziz Ansari!

  • @ajaybhadauriya4645
    @ajaybhadauriya4645 2 года назад +1

    Waiting

  • @bluejays440
    @bluejays440 Год назад +1

    At no point in this video did you ever state what likelihood actually is, only what it is proportional to. I recognize you're trying to educate but this is a very poor job, similar to the article you wrote on this subject.

  • @deveshnandan323
    @deveshnandan323 Год назад

    Next Level Explanation , Subscriber+=1 :)

  • @genbid007
    @genbid007 Год назад

    Fake accent nothing else

  • @akarshanmishra2351
    @akarshanmishra2351 Год назад

    God damn you explain so much better than my college prof.

    • @CodeEmporium
      @CodeEmporium  Год назад

      Thanks a ton ! Hope you enjoy the rest of these videos :)