Public API
MaximumLikelihoodProblems.fit
— Functionfit(transformed_gradient_problem, theta_hat_initial; kwargs...)
Find the maximum likelihood estimatator for the parameters theta
.
Arguments
transformed_gradient_problem
theta_hat_initial
Keyword Arguments
learning_rate
. Default value: 0.0001max_iterations
. Default value: 1000000show_progress_meter
. Default value: truethrow_convergence_exception
. Default value: truetolerance
. Default value: 1.0e-10
See the documentation for fully worked-out examples.
MaximumLikelihoodProblems.loglikelihood
— Functionloglikelihood(transformed_gradient_problem, theta)
Return the value of the log likelihood function evaluated at theta
.
Arguments
transformed_gradient_problem
theta