Log probability is the logarithm of a probability or density value. Machine learning commonly uses it because exponential probability expressions become simpler after taking logarithms. section 5.9 section 6.6.1
The log transform is useful because it preserves the maximizing value while changing products into sums:
- log(e^x) = x section 6.6.1
- log(Π e^x(i)) = Σ x(i), turning a product of exponential terms into an additive expression. section 6.6.1
- Maximizing likelihood and maximizing log-likelihood produce the same parameter values, while the logarithmic form simplifies the optimization. section 6.6.1 section 6.6.2
Gaussian maximum likelihood
For adult female height samples, maximizing the Gaussian log-likelihood with respect to the mean and variance yields the sample mean and variance. Those estimates define a Gaussian that can assign a probability to a new height. section 6.8
Equation 6.20
Inspect the likelihood expression and its logarithmic optimization counterpart. section 6.6.1







