WJ-CH05-模式识别-模式选择 英文版 教学课件.pptVIP

The goals: Select the “optimum” number l of features Select the “best” l features Large l has a three-fold disadvantage: High computational demands Low generalization performance Poor error estimates Given N l must be large enough to learn what makes classes different what makes patterns in the same class similar l must be small enough not to learn what makes patterns of the same class different In practice, has been reported to be a sensible choice for a number of cases Once l has been decided, choose the l most informative features Best: Large between class distance,  Small within class variance The basic philosophy(基本思路) Discard individual features with poor information content(丢弃信息贫乏的单个特征) The remaining information rich features are examined jointly as vectors(剩余富信息特征作为向量联合考察) Feature Selection based on statistical Hypothesis Testing(统计假设检验) The Goal: 对每一单个特征，观察属于不同类是否因特征数值的大小起了重要的作用。.That is, answer : The values differ significantly(特征可分) : The values do not differ significantly(特征不可分) If they do not differ significantly reject feature from subsequent stages. Hypothesis Testing Basics(假设检验)  The steps: N measurementsare known Define a function of them test statistic so that is easily parameterized in terms of θ. Let D be an interval, where q has a high probability to lie under H0, i.e., pq(q?θ0) Let D be the complement(补集) of DD Acceptance IntervalD Critical Interval If q, resulting from lies in D we accept H0, otherwise we reject it. Probability of an error ρ is preselected and it is known as the significance level(显著水平). Application: The known variance case: Let x be a random variable and the experimental samples, , are assumed mutually independent. Also let Compute the sample mean This is also a random variable with mean value That is, it is an Unbiased Estimator The variance Due to independence That is, it is Asymptotic