Let X and Y be real-valued random variables and Y is generated from X as follows:
Y = aX + ε
Here, ε is the independent variable which is drawn from a Gaussian Distribution with a mean of 0 and a standard deviation of 0. This is a single feature linear regression model, where "a" is the only weight parameter. The conditional probability of Y has a distribution p(Y | X, a) = N(aX, 0^2), so it can be written as:
P(Y | X, a) = exp(-0.5 * ((Y - aX) / 0)^2)
Consider: we have a dataset with "n" training examples where i = 1 to n. Select ALL that correctly represents the maximum likelihood estimation of the parameter "a".
arg max exp(-0.5 * (Yi - aXi)^2) / (2 * 0^2)
arg max exp(-0.5 * (Yi - aXi)^2) / (2 * 0^2)
arg max exp(-0.5 * (Yi - aXi)^2) / (2 * 0^2)
arg max exp(-0.5 * (Yi - aXi)^2) / (2 * 0^2)