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Bayes Theorem and MAP Hypotheses


\begin{displaymath}P(h\vert D) = \frac{P(D\vert h)\cdot P(h)}{P(D)}
\end{displaymath} (1)

Thus


 
hMAP $\textstyle \equiv$ $\displaystyle \underset{h \in H}{\rm argmax}\quad P(h\vert D)$  
$\displaystyle \Rightarrow h_{MAP}$ $\textstyle \equiv$ $\displaystyle \underset{h \in H}{\rm argmax}\quad \frac{P(D\vert h) \cdot
P(h)}{P(D)}$  
  $\textstyle \equiv$ $\displaystyle \underset{h \in H}{\rm argmax}\quad P(D\vert h)\cdot P(h)$ (2)

Sometimes, we have no grounds to suppose that any particular hypothesis in H is more likely than any other. Then we can assume a uniform prior. In this case Eqn 2 simplifies further to


 
hML $\textstyle \equiv$ $\displaystyle \underset{h \in H}{\rm argmax}\quad P(D\vert h)$ (3)

Here, hML is called the Maximum Likelihood hypothesis. A ML hypothesis is a MAP hypothesis that assumes a uniform prior over the space of possible hypotheses.



Anand Venkataraman
1999-09-16