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BAYERS OPTIMAL CLASSIFIER
• The Bayes optimal classifier is a probabilistic
model that makes the most probable prediction for a new example. • It is closely related to the Maximum A Posteriori MAP • A probabilistic framework referred to as MAP that finds the most probable hypothesis for a training dataset. • What is the most probable classification of the new instance given the training data? • The most probable classification of the new instance is obtained by combining the predictions of all hypothesis, weighted by their posterior probabilities. • The equation explains how to calculate the conditional probability for a new instance (Vj) from some set V, given the training data (D), given a space of hypotheses (H). • The optimal classification of the new instance is the value Vj , for which P(vj|D) is maximum • Bayes optimal classification:
• Lets consider an example A hypothesis space
containing three hypotheses h1,h2 and h3 • The posterior probability of these hypotheses given the training data are h1=0.4,h2=0.3 and h3=0.3 • Thus h1 is the MAP hypothesis. • Suppose a new instance x which is to be classified by using this optimal classifier and which is classified positive by h1, but negative by h2 and h3. • Taking all hypotheses into consideration, • The probability that x is positive is 0.4 and • The pobability that it is negative is 0.6 (h2=0.3,h3=0.3) • Hence, the most probable classification is negative • The set of possible classifications of the new instance is v= { +,- } • P( = 0.4 P(=0 , P(=1 • P( =0.3 P(=1 , P(=0 • P( =0.3 P(=1 , P(=0 • Therefore, • Hence
• The most probable classification is negative in
this case is different from the classification generated by the MAP hypothesis. • Any model that classifies new instances according to the above equation is called a Bayes optimal classifier. • This method maximizes the probability that the new instance is classified correctly, given the available data, hypothesis space and prior probabilites over the hypotheses.