Deriving Bayes Classifier: An Example from NPTEL Course, Slides of Design and Analysis of Algorithms

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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2012/2013

Uploaded on 04/20/2013

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Recap
We have studied the Bayes Classifier last class.
PR NPTEL course p.1/128
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Recap^ •

We have studied the Bayes Classifier last class. PR NPTEL course – p.1/

Recap^ •

We have studied the Bayes Classifier last class.

  • We have seen the Bayes classifier for general lossfunction and proved its optimality. PR NPTEL course – p.2/

An Example

Consider another example of deriving Bayes classifier.

  • Suppose we have

K

classes. The classifier is allowed the option to ‘reject’ a pattern and this is done by theclassifier assigning class

K

to the pattern. PR NPTEL course – p.4/

An Example

Consider another example of deriving Bayes classifier.

  • Suppose we have

K

classes. The classifier is allowed the option to ‘reject’ a pattern and this is done by theclassifier assigning class

K

to the pattern. Define the loss function by

L

i, j

if i

j and i, j

, K

ρ m if i

, K,

and i

j

ρ r if i

K

PR NPTEL course – p.5/

Example Contd.^ •

Recall that the Bayes classifier is h B

X

α i if R

α i

X

R

α j

X

j. where

R

α i

X

K ∑^ j =

L

α i

, C

j

q j

X

) PR NPTEL course – p.7/

Example Contd.^ •

Recall that the Bayes classifier is h B

X

α i if R

α i

X

R

α j

X

j. where

R

α i

X

K ∑^ j =

L

α i

, C

j

q j

X

  • So, we now need to calculate

R

α i

X

for different actions, α i available to the classifier. PR NPTEL course – p.8/

  • For α i

, K

, we have

L

α i

, C

j

ρ m if α i

C

j and it is zero otherwise.

  • Hence,

R

i

X

j 6 = i ρ m q j

X

ρ m

q i

X

. PR NPTEL course – p.10/

  • For α i

, K

, we have

L

α i

, C

j

ρ m if α i

C

j and it is zero otherwise.

  • Hence,

R

i

X

j 6 = i ρ m q j

X

ρ m

q i

X

.

  • Also,

R

K

X

j ρ r q j

X

ρ r PR NPTEL course – p.11/

  • For α i

, K

, we have

L

α i

, C

j

ρ m if α i

C

j and it is zero otherwise.

  • Hence,

R

i

X

j 6 = i ρ m q j

X

ρ m

q i

X

.

  • Also,

R

K

X

j ρ r q j

X

ρ r

  • Hence, h B

X

i ,

i

K

, if ρ m

q i

X

ρ m

q j

X

j and ρ m

q i

X

ρ r PR NPTEL course – p.13/

  • We have, h B

X

i ,

i

K

, if ρ m

q i

X

ρ m

q j

X

j and ρ m

q i

X

ρ r PR NPTEL course – p.14/

  • We saw, h B

X

i ,

i

K

, if (i). q i

X

q j

X

j , and (ii). q i

X

ρ r ρ m ; else h B

X

K

. PR NPTEL course – p.16/

  • We saw, h B

X

i ,

i

K

, if (i). q i

X

q j

X

j , and (ii). q i

X

ρ r ρ m ; else h B

X

K

.

  • If ρ r

ρ m PR NPTEL course – p.17/

  • We saw, h B

X

i ,

i

K

, if (i). q i

X

q j

X

j , and (ii). q i

X

ρ r ρ m ; else h B

X

K

.

  • If ρ r

ρ m

  • Never reject a patter!

    If ρ r

PR NPTEL course – p.19/

  • We saw, h B

X

i ,

i

K

, if (i). q i

X

q j

X

j , and (ii). q i

X

ρ r ρ m ; else h B

X

K

.

  • If ρ r

ρ m

  • Never reject a patter!

    If ρ r
  • Always reject the pattern (unless you are absolutely sure) PR NPTEL course – p.20/