machine learning - Naive_Bayes_classifier (FINISHED)

http://en.wikipedia.org/wiki/Naive_Bayes_classifier

 

 

Abstractly, the probability model for a classifier is a conditional model 模型:

p(C \vert F_1,\dots,F_n)\,
 可以展开为
p(C \vert F_1,\dots,F_n) = \frac{p(C) \ p(F_1,\dots,F_n\vert C)}{p(F_1,\dots,F_n)}. \,

In plain English the above equation can be written as

\mbox{posterior} = \frac{\mbox{prior} \times \mbox{likelihood}}{\mbox{evidence}}. \,

 

关键是计算分子,因为分母为常数

而分子可以展开为

The numerator is equivalent to the joint probability model

p(C, F_1, \dots, F_n)\,

which can be rewritten as follows, using repeated applications of the definition of conditional probability:

p(C, F_1, \dots, F_n)\,
= p(C) \ p(F_1,\dots,F_n\vert C)
= p(C) \ p(F_1\vert C) \ p(F_2,\dots,F_n\vert C, F_1)
= p(C) \ p(F_1\vert C) \ p(F_2\vert C, F_1) \ p(F_3,\dots,F_n\vert C, F_1, F_2)
= p(C) \ p(F_1\vert C) \ p(F_2\vert C, F_1) \ p(F_3\vert C, F_1, F_2) \ p(F_4,\dots,F_n\vert C, F_1, F_2, F_3)
= p(C) \ p(F_1\vert C) \ p(F_2\vert C, F_1) \ p(F_3\vert C, F_1, F_2) \ \dots p(F_n\vert C, F_1, F_2, F_3,\dots,F_{n-1}).

Now the "naive" conditional independence assumptions come into play: assume that each feature Fi is conditionally independent of every other feature Fj for j\neq i. This means that

p(F_i \vert C, F_j) = p(F_i \vert C)\,

for i\ne j, and so the joint model can be expressed as

p(C, F_1, \dots, F_n) = p(C) \ p(F_1\vert C) \ p(F_2\vert C) \ p(F_3\vert C) \ \cdots\,
= p(C) \prod_{i=1}^n p(F_i \vert C).\,

This means that under the above independence assumptions, the conditional distribution over the class variable C can be expressed like this:这里是最终的分子:

p(C \vert F_1,\dots,F_n) = \frac{1}{Z}  p(C) \prod_{i=1}^n p(F_i \vert C)
 

Constructing a classifier from the probability model

The discussion so far has derived the independent feature model, that is, the naive Bayes probability model. The naive Bayes classifier combines this model with a decision rule. One common rule is to pick the hypothesis that is most probable; this is known as the maximum a posteriori or MAP decision rule. The corresponding classifier is the function classify defined as follows:贝叶斯分类器的构造,通常为使用最大似然优化以下函数

\mathrm{classify}(f_1,\dots,f_n) = \underset{c}{\operatorname{argmax}} \ p(C=c) \displaystyle\prod_{i=1}^n p(F_i=f_i\vert C=c).

更详细的判别函数,及参数估计(最大似然及贝叶斯参数估计)的推导最好看书, 推荐《模式分类》


 

posted on 2010-09-04 14:57  cutepig  阅读(517)  评论(0编辑  收藏  举报

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