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An example of deriving bayes classifier from nptel course. It explains the concept of bayes classifier, its optimization for minimizing risk, and the method to derive it when class conditional densities are known. The document also covers related topics such as neyman-pearson classifier, minmax classifier, and receiver operating characteristic (roc).
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We have studied the Bayes Classifier last class. PR NPTEL course – p.1/
We have studied the Bayes Classifier last class.
Consider another example of deriving Bayes classifier.
classes. The classifier is allowed the option to ‘reject’ a pattern and this is done by theclassifier assigning class
to the pattern. PR NPTEL course – p.4/
Consider another example of deriving Bayes classifier.
classes. The classifier is allowed the option to ‘reject’ a pattern and this is done by theclassifier assigning class
to the pattern. Define the loss function by
i, j
if i
j and i, j
ρ m if i
and i
ρ r if i
PR NPTEL course – p.5/
Recall that the Bayes classifier is h B
α i if R
α i
α j
j. where
α i
K ∑^ j =
α i
j
q j
) PR NPTEL course – p.7/
Recall that the Bayes classifier is h B
α i if R
α i
α j
j. where
α i
K ∑^ j =
α i
j
q j
α i
for different actions, α i available to the classifier. PR NPTEL course – p.8/
, we have
α i
j
ρ m if α i
j and it is zero otherwise.
i
j 6 = i ρ m q j
ρ m
q i
. PR NPTEL course – p.10/
, we have
α i
j
ρ m if α i
j and it is zero otherwise.
i
j 6 = i ρ m q j
ρ m
q i
.
j ρ r q j
ρ r PR NPTEL course – p.11/
, we have
α i
j
ρ m if α i
j and it is zero otherwise.
i
j 6 = i ρ m q j
ρ m
q i
.
j ρ r q j
ρ r
i ,
i
, if ρ m
q i
ρ m
q j
j and ρ m
q i
ρ r PR NPTEL course – p.13/
i ,
i
, if ρ m
q i
ρ m
q j
j and ρ m
q i
ρ r PR NPTEL course – p.14/
i ,
i
, if (i). q i
q j
j , and (ii). q i
ρ r ρ m ; else h B
. PR NPTEL course – p.16/
i ,
i
, if (i). q i
q j
j , and (ii). q i
ρ r ρ m ; else h B
.
ρ m PR NPTEL course – p.17/
i ,
i
, if (i). q i
q j
j , and (ii). q i
ρ r ρ m ; else h B
.
ρ m
PR NPTEL course – p.19/
i ,
i
, if (i). q i
q j
j , and (ii). q i
ρ r ρ m ; else h B
.
ρ m
Always reject the pattern (unless you are absolutely sure) PR NPTEL course – p.20/