Comments (3)
Hi. Good questions. Could you elaborate a little more? If you're asking about "discrete optimization", we didn't cover any of this in class. If you're wondering about using MLE to estimate the parameters of discrete random variables, such estimation falls within the domain of "continuous optimization." Our usual estimation procedures should work for this. Though, there are a lot of times when an optimizer will fail for one reason or another. If you're trying to optimize a function of one variable, sometimes using scipy.optimize.minimize_scalar
works better.
from comp-econ-sp19.
I'm wondering about using MLE to estimate parameters of discrete random variables. My probability mass function and neg log lik functions work correctly, but my opt.minimize is returning the initial guess, no matter what the initial guess is. How would I go about fixing this problem?
from comp-econ-sp19.
Ok. Have you tried scipy.optimize.minimize_scalar
? Also, have you tried other optimization methods within minimize
? Take a look at the method
keyword argument: https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html
But try minimize_scalar
first.
from comp-econ-sp19.
Related Issues (20)
- mle_args HOT 1
- Dealing with NaN Values HOT 3
- Correct Queries, Consistent Issues Running Database HOT 1
- Optimizer not working but generating correct log-likelihood values HOT 1
- Kaggle Not Running HOT 1
- wrong value for Q1 HOT 3
- Ari's monday office hours HOT 1
- Difference between value function and policy function HOT 1
- McCall Wage Values HOT 2
- Typo in HW 7
- HW7 eatCake graphs & output HOT 1
- McCall Modification HOT 1
- EatCake Problem 1 HOT 3
- Replicate Bresnahan Reiss-1991 Solutions Question HOT 1
- issue with HW7 Q5 HOT 1
- Final Review HOT 1
- Questions for Bresnahan HW HOT 1
- office hours today HOT 1
- MLE for Bernoulli distribution HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from comp-econ-sp19.