Public API
MaximumLikelihoodProblems.fit — Functionfit(transformed_gradient_problem, theta_hat_initial; kwargs...)Find the maximum likelihood estimatator for the parameters theta.
Arguments
transformed_gradient_problemtheta_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_problemtheta