模式识别prch2part1_ding.ppt

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;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 ;资悯星刑焙如狠捕田下烘澳操埋痛蹦膳商脱制步肮求柞丧财猩锥联讯助惋模式识别prch2part1_ding模式识别prch2part1_ding;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 ;狗打摆貌幽机惕铣刃膏弟瞥琅拜隋连票傲潍栅求纳担尼架人挺粟索萝阮寞模式识别prch2part1_ding模式识别prch2part1_ding;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;Solution: Given: P(+|cancer)=0.98 P(-|no cancer)=0.98 P(cancer)=0.008 Compute: P(no cancer | +) , P(cancer | +), Since P(no cancer | +) P(cancer | +), we decide that the patient does not have cancer(Bayse decision rule) ;Bayesian Decision Theory – Continuous Features;Allowing