W1D4 What is closed form solution

Dear All,

I have difficulty in understanding the main problem of the poisson GLM that is the log likelihood is not a closed form solution which led us to apply optimization technique.
What is meant by closed form solution???

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A closed form solution is one that has a simple algebraic expression, so you can simply plug in numbers and get the result. Non-closed form solutions generally need to be computed, often through successive approximation. For example, Newton’s method or gradient descent.


upon my intuition, using the example of the tutorial, closed form solution like linear model I can calculate theta because it is separable (theta in one side of equality and other variables lies in the other side), while not closed solution like the poisson GLM where I can’t separate theta from X, which led us to use optimization. Is that right?

Sorry, I don’t have access to Neuromatch materials (or, if they’re public, I don’t know about them), so I can’t speak with reference to them. I just saw this on the general questions.

But that seems right. If there’s no way to write the desired values as a finite sequence of operations depending only on input values, then some approximation method will be required. (Now I’m worried that there’s a well-known counter-example…)

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Yep, that’s right! Closed-form mean you can solve for theta.

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