模式识别课件prch2part1_ding.ppt

Dr.Ding Yuxin Pattern Classification Chapter2(part 1) hbvhmbm Pattern ClassificationAll materials in these slides were taken from Pattern Classification (2nd ed) by R. O. Duda, P. E. Hart and D. G. Stork, John Wiley Sons, 2000 with the permission of the authors and the publisher Lecture Notes: 42 password:students username:students TA: Chen Zhaoyuan TAs Office Hours: Thursday 6:30pm-9:30pm. Room No. C301 Chapter 2 (Part 1): Bayesian Decision Theory(Sections 2.1-2.2) Introduction Bayesian Decision Theory–Continuous Features Introduction The sea bass/salmon example State of nature, prior State of nature is a random variable The catch of salmon and sea bass is equiprobable P(?1) = P(?2) (uniform priors) P(?1) + P( ?2) = 1 (exclusivity and exhaustivity) Decision rule with only the prior information Decide ?1 if P(?1) P(?2) otherwise decide ?2 Use More Information: the class –conditional information p(x | ?1) and p(x | ?2) describe the difference in lightness between populations of sea and salmon Posterior, likelihood, evidence P(?j | x) = p(x | ?j) . P(?j) / p(x) Where in case of two categories  Posterior = (Likelihood. Prior) / Evidence Evidence can be viewed as a scale factor Decision given the posterior probabilities X is an observation for which: if P(?1 | x) P(?2 | x) True state of nature = ?1 if P(?1 | x) P(?2 | x) True state of nature = ?2 Therefore: whenever we observe a particular x, the probability of error is : P(error | x) = P(?1 | x) if we decide ?2 P(error | x) = P(?2 | x) if we decide ?1 Minimizing the probability of error Decide ?1 if P(?1 | x) P(?2 | x); otherwise decide ?2 Therefore: P(error | x) = min [P(?1 | x), P(?2 | x)] (Bayes decision) Decide ?1 if p(x | ?1) P(?1) p(x | ?2 ) P(?2 ) Special Case: p(x | ?1) = p(x | ?2 ) P(?1) = P(?2 ) Exercise Problem: A patient takes a lab test and the result is positive. Th