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(3) 得られたλの事後分布からのMAP(Maximum A Posteriori)推定 AP推定は事後分布を最大化するλの値を見つけることです。ガンマ分布の場合、a>1 のとき、λのMAP推定値は次のようになります:
ˆλMAP=argmaxλ(p(X|λ)⋅p(λ|a,b))
ˆλMAP=apost−1bpost
ガンマ分布の最大値はそのモード(最頻値)となる性質があります。
実際求めてみます。
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Rideable Type (自転車のタイプ): このグラフは、利用された自転車のタイプの分布を示しています。2種類の自転車タイプがあり、そのうちの一つが他よりも頻繁に利用されていることがわかります。Member vs Casual (メンバー対カジュアル): このグラフは、利用者がメンバーかカジュアル(非メンバー)かの分布を示しています。どちらか一方が他方よりも明らかに多く利用されていることが観察できます。
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