Maximum Likelihood

Overview


Neural Networks can be used to approximate any function, by the Universal Approxmiation Theorem. This means in particular that a neural network can be used to approximate a Maximum Likelihood function. That is given a data sample, one can train a neural network using a loss function that is the negative of the log likelihood function.
(see Prince chap. 5)

Examples


The following examples give concrete examples of fitting a neural network using maximum likelihood.

Contents