Questions tagged [bayes-optimal-classifier]

29 questions
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Calculating the error of Bayes classifier analytically

If two classes $w_1$ and $w_2$ have normal distribution with known parameters ($M_1$, $M_2$ as their means and $\Sigma_1$,$\Sigma_2$ are their covariances) how we can calculate error of the Bayes classifier for them theorically? Also suppose the…
9
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1 answer

Bayes optimal classifier vs Likelihood Ratio

I am getting slightly confused by all the probabilistic classifiers. The bayes optimal classifier is given as $ max (p(x|C)p(C)) $ and if all classes have equal prior then it reduces to $ max (p(x|C)) $ The likelihood ratio is given as $…
RuiQi
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Help with a proof of Bayes classifier optimality

I have a class assignment to provide a proof that Bayes classifier for the two label version is optimal in that it's error rate is always ${\le}$ any other classifier. I've never worked through a proof before, or written one. I have a proof I've…
Zack Newsham
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6
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Empirical Risk Minimization: Rewriting the expected loss using Bayes' rule and the definition of expectation

I am currently studying Transfer Learning by Qiang Yang, Yu Zhang, Wenyuan Dai, and Sinno Jialin Pan. Chapter 2.2 Instance-Based Noninductive Transfer Learning says the following: As mentioned earlier, in noninductive transfer learning, the source…
3
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1 answer

This decision is the best we can do if we have no prior information about the probabilities of the two classes?

I am currently studying the textbook Learning with kernels: support vector machines, regularization, optimization and beyond by Schölkopf and Smola. Chapter 1.2 A Simple Pattern Recognition Algorithm says the following: We are now in the position…
3
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Question about using Bayesian rule as a classification for continuous data set

Please note that my question is not about coding. I am now learning Bayesian classification and I think I understand it in a discrete case. I have trouble understanding it for multivariate continuous data. My problem is in calculating the…
Mary
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How is this a "Bayes classifier"?

I am currently studying the textbook Learning with kernels: support vector machines, regularization, optimization and beyond by Schölkopf and Smola. Chapter 1.2 A Simple Pattern Recognition Algorithm says the following: We are now in the position…
2
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2 answers

Improve Adaboost that using weighted logistic regression instead of decision trees

I implemented Adaboost that using weighted logistic regression instead of decision trees and I managed to get to 0.5% error, I'm trying to improve it for days with no success and I know it possible to get with him to 0% error, hope you guys could…
2
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1 answer

Use different Naive Bayes classifiers to target different data

I am practicing using the Naive Bayes classifier to predict whether people get a stroke or not, but, I am confused with two classifiers. One is categorical Naive Bayes, another is Gaussian Naive Bayes. For example, in the dataset, there are several…
2
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LDA and Fisher LDA - are their weight vectors always equivalent?

Linear Discriminant Analysis (LDA) and Fisher Linear Discriminant Analysis (FLDA) both project high-dimensional observations to univariate classification scores using different rationals and assumptions. For simplicity, I'm here considering the…
2
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1 answer

Combining Classifiers with different Precision and Recall values

Suppose I have two binary classifiers, A and B. Both are trained on the same set of data, and produce predictions on a different (but same for both classifiers) set of data. The precision for A is high and the recall is low, whereas the precision…
2
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Why classifiers report the class with maximum posterior probability as the predicted class?

When we train a classifier to predict $y \in \{1, \dots, K\}$ given an input $x$, classification is done by reporting the class with the highest posterior probability as the prediction; that is: $$ \hat{y}(x) = \arg\max_{\hspace{-0.75cm} y \in \{1,…
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Derive the criterion for minimizing the expected loss when there is a general loss matrix and general prior probabilities for the classes

In the book "Pattern Recognition and Machine Learning" I am trying to do exercise 1.23 (p.63): Derive the criterion for minimizing the expected loss when there is a general loss matrix and general prior probabilities for the classes. On p.42 it…
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What is the relation between Linear Classifier and Linear Decission Boundary (or Non Linear Decision Boundary)?

As we know (Wikipedia Definition): Linear Classifier makes a classification decision based on the linear combination of the feature vectors. Mathematically : $y = f(\sum w_i x_i)$ So , $f$ is our linear classifier (which may be logistic or any…
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How would you find a p threshold for a binary classification prediction?

Lets say that there's a binary classification problem where $X$ ∈ $R_p$ and $Y ∈ \{0,1\} $ and $Pr(Y = 1 | X = x) = p$ for $p$ in $[0,1]$. There is a loss function $L_{falseneg} > 0$ for false prediction of Y = 0 when the outcome is Y = 1, and vice…
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