Lecture 05 - Multivariate Methods
Lecture 05 - Multivariate Methods
- X X
-
-
1
X
i
x X
DDD
AAA
o
taken from each point
multiple measurements are
second feature ,
=>
D ->
xixI
[Xil xiz
feature
↳ pth
- -
tIR
-
* =
=
Xi
ithdate ↳ first feature
velve
= terget
point .
S
label y
=
y=
class
N ↳
EIR
*
y:
51 2
,
---
-
k3
yi)3=
,
*
x =
2( * : ,
=
1
gitRt
*
"in I of t
X12 --- XIDA X 1 T
X21 X 22 --- X2D- * 2
*
-
=
i
XNz --- XNx
-
* N Nx1
N XD
" **** ****
X
x x X
x & X
x
X I I
X I
[-
& I
] ro " 2) r
12 = 81z=5
-O
--
↑
[xi IX I
T = I
muliorate
*
N
=> * ~N(
*;,
-
5
- coveriace
matrix
xin
xx
~2
We
⑱ i
-
DX1
1 =
N
meovector
T
IxI
N
M -
Y)x) * ) , xx
.
⑤ =
DXD M
N(x ; y ,
c) = ex -
-]
)!x]
p 8) exp[ ( -
N( :
- -
(5)
=
, -
* xD Dx 1
en IXD
density
-
-
determinant |x I
/x I
wher D=
[02]
-
-
I
exp[-]
S =
,x
n
(2πst-
2
-
1
1. exp
[ **]
-
-
2482
class conditional
Multivariate Parametric Classification density
c) ~N(x ; ( ,)
X2
p(x1y
-
↓
=
i
: I
, S
1
exp[- (x -
x = xx -
+z)
:
-
: 5)
O BX
a
leg[prly 3)
.
08
XI
↑ )]
log(py
+
=
TXleg)(c)
-
9(
=
X Bx x Ba-a
=
e) =
+
)]
-
. .
-
y + leg[(y
- (x- -
2
=
9((X) 4-leg(2π) -
-
↑
= -
W
-
⑧
en -1 - ~ 1
men
-
1
x= ·Pr- Er
-
x
w
bet of
~ x +
C
-
parometers I
·
- -
~
[
-
atXb btXa
[41)]
+ k - 1 =
k t
k D -
if X is squere
+ .
=
.
e ne p-Bilities A symmetric
coverience proble
bT AT
mean
rectors metrices (b)
to
/
=
.
↳ba
order
M
1(y= c)] =
=> first .
B
=
.
"1(yi 1
=
c)
i
order
=
( = Y()(xi 4) T 1(yi c) x
second
polynomial
5.
=
- -
.
1(yi c)
=
=
constant
x
(y= c) frequency of
Pr(y N class
c)
= .
=
=
=
=
N A
Wa ?
0
=
0T
⑦J
wcx Nco
X1 x
+
90x)
W
C ?
+
C
=
x .
Nc
=
S
.
-
Nco= ?
2 1
I
T
2 legy x)
-
Ec
↑c
log((c))
.
+
log(2) -
!Y
-
↓Y
91(x) xY We w ,x w10
3
x
+
+
=
. .
92(X) = xT IN2 .
.
x +
W2 .
x +
Y20 pick the maximum
i
i ! one
i
xt Y1x x, x Nk0
31(x)
+ +
.
.
=
--
when K =
2
T
wi
xTN1
we x
+
x
91(x)
+
.
= .
xT /2 x w x +
wz o
92(x)
+
.
= .
=
) =
x +(W1 (2)
ne
-
.
x +
(x1-w2) x
-
.
+
(w10 - w20)
e
W Y No
30 Elstclass
+ wx
-
q(x) =
xYW . X + w .