Loss Function - Not the PCF?

[JonStevensWork]

Hello, when looking at the likelihood function for the Weibull, I derived a different function than you do. Here is your function:

loglikelihoods = censored * (K.log(shape) + shape * K.log(x)) - K.pow(x, shape)

However when I do this, I end up with a K.log(scale) term as well. Can you explain how you arrived at your loglikelihood function? I can provide my working if necessary

[michael-tsel]

Totally agree, made a pull request

[ragulpr]

Hi there, thanks for contributing! I added some comments on PR #59

Otherwise I recommend reading

Proposition 2.26 and chapter 3.1.1 and 3.2 in particular shows some alternative forms of the loss function. http://publications.lib.chalmers.se/records/fulltext/253611/253611.pdf

Is there any qualitative difference to the current form? I'd be happy to see how you arrived at your definition