Maximum A Posteriori Learning

Instead of Full Bayesian Learning we try to choos the MAP hypothesis hMAPh_{\text{MAP}} that maximizes

P(hi∣d).P(h_i\mid d).

This can be rewritten using Bayes Rule to

P(d∣hi)⋅P(hi)P(d\mid h_i)\cdot P(h_i)

(we can leave out P(d)P(d) as it is constant for all hypothesis. We could in theory even leave out P(hi)P(h_i) when the dataset is large → ML Learning).

or even better by utilizing the properties of the logarithm

log⁡2(P( d∣hi))+log⁡2(P(hi)).\log _2\left(P\left(\mathrm{~d} \mid h_i\right)\right)+\log _2\left(P\left(h_i\right)\right).

So we get hMAPh_{\text{MAP}} with

arg⁡max⁡hilog⁡2(P( d∣hi))+log⁡2(P(hi))\underset{h_i}{\arg\max}\quad \log _2\left(P\left(\mathrm{~d} \mid h_i\right)\right)+\log _2\left(P\left(h_i\right)\right)

which requires solving an optimization problem instead.

Predictions
The predictions made this way are approximately Bayesian to the extent that

P(X∣d)≈P(X∣hMAP)\mathrm{P}(X \mid d) \approx \mathrm{P}(X \mid h_ {\mathrm{MAP}})

This means, for predictions we have to only compute this one probability and do not have to sum over all possible hypothesis.