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Material Type: Exam; Professor: Ross; Class: ADTP:Statistcl Pattrn Recogntn; Subject: Computer Science; University: West Virginia University; Term: Spring 2009;
Typology: Exams
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Posted on: March 21, 2009
φ(u)du = 1, then the density at x can be estimated as,
ˆp(x) =
i=
hD^
φ
x − xi h
where, {x 1 , x 2 ,... xN } are the training points, D is the dimensionality of each xi and h is the width of the Parzen window. [See pg. 123]. (c) Fisher’s linear discriminant: Fisher’s linear discriminant is a classification method that projects high- dimensional data (x) onto a line and performs classification in this one-dimensional space (y). The projection maximizes the distance between the means of the classes while minimizing the variance within each class. The projection vector, w, is obtained by maximizing the Fisher’s criterion. [See pp. 186-189].
pˆ(x) =
i=
h
φ
x − xi h
where, the xis are the points sampled from the unknown density p(x), N = 13, h = 1, and φ is the kernel function. The uniform kernel function takes the following form [pg. 123]:
φ(u) =
1 , |u| ≤ 1 / 2 , 0 , otherwise.
Now, φ
( (^) x−xi h
= φ(x − xi), i = 1, 2 ,... 13, since h = 1. Thus,
φ(x − xi) = 1, if |x − xi| ≤ 1 /2 based on equation (2). (3)
Therefore, the sum ∑^13
i=
φ(x − xi),
denotes the number of xis that are at a distance ≤ 1 /2 from x. So,
pˆ(0) =
p ˆ(1) =
p ˆ(3) =
p ˆ(5) =
p ˆ(7) =
p ˆ(9) =
p [(x = 0. 6 , C 1 ), (x = 0. 1 , C 3 ), (x = 0. 9 , C 3 ), (x = 1. 1 , C 2 )] = p(x = 0.6)P (C 1 |x = 0.6).p(x = 0.1)P (C 3 |x = 0.1).p(x = 0.9)P (C 3 |x = 0.9).p(x = 1.1)P (C 2 |x = 1.1) (4)
Note that by Bayes formula, p(x)P (Ci|x) = p(x|Ci)P (Ci). Then, equation (4) may be written as,
p(x = 0. 6 |C 1 )P (C 1 ) × p(x = 0. 1 |C 3 )P (C 3 ) × p(x = 0. 9 |C 3 )P (C 3 ) × p(x = 1. 1 |C 2 )P (C 2 ) = (0. 33 × 0 .5) × (0. 26 × 0 .25) × (0. 39 × 0 .25) × (0. 33 × 0 .25) (By evaluating the class-conditional densities at particular values of x) = 8. 62 × 10 −^5 .
μˆ 1 = 0.096, σˆ^21 = 0.657, ˆμ 2 = 0.812, σˆ^22 = 1.964. Thus,
p(x|C 1 ) ∼ N (0. 096 , 0 .657),
p(x|C 2 ) ∼ N (0. 812 , 1 .964).
(b) The Bayes decision rule is: Assign x to C 1 if P (C 1 |x) > P (C 2 |x); else assign x to C 2. If P (C 1 |x) > P (C 2 |x), then
p(x|C 1 ).p(C 1 ) p(x)
p(x|C 2 ).p(C 2 ) p(x)
(By Bayes formula)
⇒ p(x|C 1 ) > p(x|C 2 ) (Since p(C 1 ) = p(C 2 ))
⇒
2 πσ^21
exp
(x − μ 1 )^2 2 σ^21
2 πσ^22
exp
(x − μ 2 )^2 2 σ^22
(Applying ln on both sides and multiplying both sides by (−2))
⇒ ln(σ^21 ) +
(x − μ 1 )^2 σ 12
< ln(σ^22 ) +
(x − μ 2 )^2 σ 22
⇒ ln(0.657) +
(x − 0 .096)^2
< ln(1.964) +
(x − 0 .812)^2