4 - Supervised Learning - Bayesian Classification

4 - Supervised Learning - Bayesian Classification

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時間:2019-07-29

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1、MachineLearning,MachineLearning(extended)4–SupervisedLearning:BayesianClassificationKashifRajpootk.m.rajpoot@cs.bham.ac.ukSchoolofComputerScienceUniversityofBirminghamOutline?Supervisedlearning?Classification?Probabilisticvsnon-probabilistic?Generativevsd

2、iscriminative?Refresher:probability?Bayesianclassification?Na?veBayesclassification2?GaussianclassificationSupervisedlearning?Regression?Minimisedloss(e.g.leastsquares)?Maximumlikelihood?Classification?Generative(e.g.Bayesian)?Instance-based(e.g.k-NN)?Dis

3、criminative(e.g.SVM)3Classification?AsetofNobjectswithattributes(usuallyvector)???Eachobjecthasanassociatedtargetlabel???Binaryclassification??∈0,1or??∈?1,1?Multi-classclassification??∈1,2,…,??Classifierlearnsfrom?1,?2,…,??and?1,?2,…,??sothatitcanlatercla

4、ssify????4Probabilisticvsnon-probabilisticclassification?Probabilisticclassifiersproduceaprobabilityofclassmembership?Non-probabilisticclassifiersproduceahardassignment5Probabilisticvsnon-probabilisticclassification?Probabilitiesprovideuswithmoreinformati

5、on??????=1=0.6ismoreusefulthan????=1?Confidencelevel?Particularlyimportantwherecostofmisclassificationishighandimbalanced?Diagnosis:tellingadiseasedpersontheyarehealthyismuchworsethantellingahealthypersontheyarediseased6Generativevsdiscriminativeclassific

6、ation?Generativeclassifiersgenerateamodelforeachclass,basedontrainingsamplesavailable?Dataineachclasscanbeseenasgeneratedbysomemodel?Fornewtestsamples,theyassignthesesamplestotheclassthatsuitsbest(e.g.byprobabilitymeasure)?Incontrast,discriminativeclassif

7、iersattempttoexplicitlydefinethedecisionboundarythatseparatestheclasses?Intuitively,thesemethodsareforbinaryclassproblemsbutcanbeextendedtomulti-classproblems7Bayesianclassifier?AclassifierbuiltonBayesrule?Buildsaprobabilisticmodelofthedata,embeddingprior

8、knowledge?Allowsustoextractpriorknowledgefromobserveddata?Generativeapproach?Buildsamodelfromtrainingobjects?Anynewobjectscanbeclassifiedbasedontheprobabilisticmodelspecification8Refresher:probability?Conditionalpro

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