Lecture 05 - Multivariate Methods
Lecture 05 - Multivariate Methods
***
Multivariate
M
~ 0 ALAA DDD
measurements are taken from each point
=> multiple T
tIR
D
*i [xie x=2 XiD]
4th feature
- - -
=
Xi
4) second
fre
Feature feature
(output) value
lebel yi =
target
2 25 21
class
gif D
2 k3
yi)3 EIR
,
- - -
, ,
x E
yi EIR
= ,
motrit
---
S
I
data
·
Xe X12 ----
NXD
X2 ↑
***
N
L L ***
XXX
XXX
XXX
e
220
01270
22 O
20 22170
univerate = XNN(x ; N, 2)
N(
S
Coverence of X, 8 x2 multivariate
&
coverience
mean vector ↓ matrix
= x
= =
N(x; 0 , 2)
=
E exp[-]
ex) -)
N, )
=
when
=
So y
D=
= ex
Multivariat
Parametric Classificatio
-
class conditionas
~N(
i
1
p(y c)
---
L
=
i ⑧ O
S
)
-
i X I ex
-
Prob
10g[pr(y c)]
[B(xa)
X (gc(x) log(p(x(y c)]
=
= -
EXX + TBa-LaTBa =
= +
~
+ -I leg[pY(y ]
gc(x) = - log(2) Elog(IcD-
+ =
Petel # of perometers =
D +
K(PH) + ·
mean
Vectors
me
nece
matrices
probabilities ba
= (xi - )
-of data poatsas
)
[i -) 1(yi=
= . .
Om
=
recy
see
of
Pr(y )
= =
)
xWc x + wcX + W
gc(x)
-Y
.
= -
(2)
-
+ leg[P(y c)]
=
-en(x)
ge(x)
xT Wex + w x + wo
we n w 3
=
.
the maximum
= X Nex + + pick
one
"
i
X Wex wa x + wi
g((x) = .
+
-m
-
when T
k = 2
wz)x + (we wa) X + (10 -
220)
xT(we
-
.
gz(x)
-
ga(x)
~
- = ~
-
- Wo
g(x) W W
it to first class
if g(x) 70 >
-
essyn
it to second class.
= assyn
if g(x) <o