Assume that we observe (N) vectors of attributes, (mathbf{x}_{1}, ldots, mathbf{x}_{N}) and associated integer counts (t_{1}, ldots,

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Assume that we observe \(N\) vectors of attributes, \(\mathbf{x}_{1}, \ldots, \mathbf{x}_{N}\) and associated integer counts \(t_{1}, \ldots, t_{N}\). A Poisson likelihood would be suitable:

\[p\left(t_{n} \mid \mathbf{x}_{n}, \mathbf{w}\right)=\frac{f\left(\mathbf{x}_{n} ; \mathbf{w}\right)^{t_{n}} \exp \left\{-f\left(\mathbf{x}_{n} ; \mathbf{w}\right)\right\}}{t_{n}!}\]

Assuming a Gaussian prior on w, derive the gradient and Hessian needed to use a Newton-Raphson routine to find the MAP solution for the parameters w.

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A First Course In Machine Learning

ISBN: 9781498738484

2nd Edition

Authors: Simon Rogers , Mark Girolam

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