Statistical Pattern Recognition & Bayes' Theorem
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Questions and Answers

In the context of Bayesian decision theory, how does increasing the loss $L(\omega_i / \omega_j)$ associated with misclassifying class $\omega_j$ as $\omega_i$ impact the expected risk $R(\omega_j / x)$?

  • It proportionally increases the probability $P(\omega_i / x)$, which indirectly affects $R(\omega_j / x)$.
  • It decreases $R(\omega_j / x)$, encouraging the selection of class $\omega_j$.
  • It has no impact on $R(\omega_j / x)$ as the loss function is independent of the expected risk.
  • It increases $R(\omega_j / x)$, discouraging the selection of class $\omega_j$. (correct)

Consider a scenario where $P(\omega_1 / x) = 0.6$ and $P(\omega_2 / x) = 0.4$. If the loss function is defined as $L(\omega_1 / \omega_2) = 2$ and $L(\omega_2 / \omega_1) = 1$, but $L(\omega_1 / \omega_1) = L(\omega_2 / \omega_2) = 0$, which decision minimizes the expected risk?

  • Decide $\omega_2$ because $R(\omega_2 / x) = 0$.
  • Always decide $\omega_2$ because the loss of misclassifying $\omega_1$ is lower.
  • Decide $\omega_1$ if $R(\omega_1 / x) < R(\omega_2 / x)$, otherwise decide $\omega_2$. (correct)
  • Always decide $\omega_1$ because $P(\omega_1 / x)$ is greater.

In a Bayesian decision problem, if $R(\omega_j / x)$ is equal for all classes, what strategy should be adopted to minimize risk?

  • Randomly select a class. (correct)
  • Choose the class with the lowest associated loss.
  • Refine the feature vector $x$ to differentiate between classes.
  • Choose the class with the highest prior probability.

Suppose a novel class $\omega_k$ is introduced into a pre-existing Bayesian decision framework. How does this addition most directly affect the calculation of $R(\omega_j / x)$ for the original classes $\omega_j$?

<p>It requires re-normalization of the posterior probabilities $P(\omega_i / x)$ across all classes, thus affecting $R(\omega_j / x)$. (C)</p> Signup and view all the answers

Given the risk function $R(\omega_j / x) = \sum_{i=1}^{n} L(\omega_i / \omega_j) P(\omega_i / x)$, where $n$ is the number of classes, which of the following scenarios would lead to a decision boundary shift that favors selecting $\omega_j$?

<p>A significant increase in $P(\omega_j / x)$ relative to other classes. (D)</p> Signup and view all the answers

In Bayesian classification, what does the term 'likelihood' specifically quantify?

<p>The probability of observing the data $x$ given that it belongs to class $\omega_j$, denoted as $P(x | \omega_j)$. (B)</p> Signup and view all the answers

What is the role of $\omega'(x)$ in the context of Bayesian classification?

<p>It signifies the predicted class for the data instance $x$ based on Bayesian decision theory. (D)</p> Signup and view all the answers

How does the Bayesian approach to classification fundamentally differ from frequentist methods in utilizing prior knowledge?

<p>Bayesian methods incorporate prior knowledge through prior probabilities, updating them with observed data to obtain posterior probabilities, whereas frequentist methods primarily rely on sample data. (C)</p> Signup and view all the answers

In Bayesian classification, if the likelihood $P(x | \omega_j)$ for a particular class $\omega_j$ is exceptionally low, how does this affect the posterior probability of that class, assuming a non-zero prior?

<p>The posterior probability of $\omega_j$ will decrease, indicating a lower likelihood of belonging to that class, but it will not reach zero due to the prior. (C)</p> Signup and view all the answers

Consider a scenario where, in Bayesian classification, the prior probability $P(\omega_j)$ for a class $\omega_j$ is zero. What is the implication for the posterior probability $P(\omega_j | x)$ regardless of the likelihood $P(x | \omega_j)$?

<p>The posterior probability $P(\omega_j | x)$ is zero, indicating that the data $x$ cannot be classified as $\omega_j$. (C)</p> Signup and view all the answers

Flashcards

Likelihood P(x|ωj)

Likelihood that data 'x' belongs to class ωj in Bayesian classification.

Predicted Class 𝜔′(𝑥)

The predicted class for the data 'x'. Represents the outcome of the classification.

Bayesian Classification

A type of classification that uses Bayes' Theorem to predict the probability of a data point belonging to a certain class.

Bayes' Theorem

A mathematical way to determine conditional probability. How likely an event is to occur, given that another event has already occurred.

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Prior Probability

The prior probability of a class represents our initial belief about the likelihood of that class before observing any data

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R(ωj/x) Definition

The risk or expected loss when classifying an item as class ωj, given data x.

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R(ωj/x) Formula

The formula to calculate the expected risk: Sum of L(ωi /ωj) * P(ωi /x) over all i.

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L(ωi /ωj) Definition

The loss incurred when classifying an item as class ωj when it actually belongs to class ωi.

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P(ωi /x) Definition

The probability that the item belongs to class ωi given the observed data x.

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Classification

The act of categorizing data points/samples into predefined groups based on learned patterns/features.

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Study Notes

  • Pattern Recognition is the main topic

Statistical Pattern Recognition (SPR)

  • SPR is a machine learning and data analysis field
  • Focuses on recognizing, classifying, and analyzing patterns and regularities in data
  • Uses statistical techniques

Bayesian Decision Theory

  • A fundamental statistical approach to pattern classification
  • Based on using probabilities for decision-making
  • Provides a quantitative framework for making decisions under uncertainty

Bayes' Theorem

  • Allows calculating the probability of a hypothesis
  • Uses the hypothesis' prior probability
  • Uses probabilities of observing different data given the hypothesis
  • Uses the observed data itself

Posterior Probability

  • Probability of an event occurring given another event's occurrence
  • A key concept in Bayesian statistics
  • Derived from prior probability, likelihood of observed data, and evidence
  • P (ωj/x) is the posterior probability of class ωj given observation x
  • P (ωj/x) is a conditional probability that tells how likely observation x belongs to class ωj
  • x represents the evidence provided by a feature
  • P (x/ωj) is the likelihood of observing x given class ωj
  • P (ωj) is the prior probability of class ωj
  • P(x) is the evidence or the marginal likelihood of x
  • Formula: P(ωj/x) = P(x/ωj)P(ωj) / P(x)

Likelihood Function

  • P (x/ωj) is called the class likelihood
  • It is the conditional probability of an event belonging to class ωj
  • The event has an associated observation value x
  • P (x/ωj) is the likelihood that the feature vector x or data x belongs to class ωj

Prior Probabilities Calculation

  • Given a dataset with class distributions, prior probabilities can be calculated
  • Example dataset: Class 1 (ω1) has 30 samples, Class 2 (ω2) has 50, and Class 3 (ω3) has 20
  • Total number of samples (N) = 100
  • Prior probabilities: P(ω1) = 0.3, P(ω2) = 0.5, P(ω3) = 0.2

Evidence

  • P(x) is computed by summing the product of likelihood P(x/ωj) and prior probability P(ωj) over all classes
  • Represented mathematically as: P(x) = ∑ P(x/ωj) P(ωj) from j=1 to C
  • P(x) is the evidence of observing the data x
  • C is the number of classes
  • P(x/ωj) is the likelihood of data x given class ωj
  • P(ωj) is the prior probability of class ωj

Evidence Example

  • Three classes: ω1, ω2, and ω3 with prior probabilities P(ω1) = 0.3, P(ω2) = 0.5, and P(ω3) = 0.2
  • Likelihoods of observing x given each class: P(x|ω1) = 0.4, P(x|ω2) = 0.6, and P(x|ω3) = 0.3
  • Evidence P(x) is computed as: (0.4×0.3) + (0.6×0.5) + (0.3×0.2) = 0.48

Decision Rule

  • In classification, the goal is to assign observation x to the class with the highest posterior probability
  • This uses Maximum A Posteriori (MAP) decision rue
  • MAP decision rule: ω'(x) = arg maxj P(ωj/x)
  • arg maxj refers to the value of j that maximizes the expression following it
  • P(ωj/x) is the posterior probability of class ωj given observed data x
  • In Bayesian classification, it represents how likely data x belongs to class ωj
  • ω'(x) represents predicted class for data x

Risk and Loss Function

  • Losses and risks in decision theory refer to the potential cost associated with incorrect decisions
  • The aim is to minimize the expected risk, a weighted sum of losses based on the probability of different outcomes
  • A loss function L(ωi/ωj) is used in Bayesian decision theory to quantify the cost of making a decision

Expected Risk

  • The Expected risk formula: R(ωj/x) = ∑ L(ωi/ωj) P(ωi/x) from i=0 to C
  • R(ωj/x) represents the risk or expected loss associated with choosing class ωj given x data
  • L(ωi/ωj) is the loss incurred if the true class is ωi but the system decides it is ωj
  • P(ωi/x) is the posterior probability of class ωi given data x
  • The decision rule minimizes the expected risk

Risk and Loss Function: Example

  • Classify a skin sample x as either having cancer ω1 (class 1) or not having cancer ω0 (class 0)

  • Define the classes and losses:

    • ω0: No cancer
    • ω1: Cancer
    • L(ω0/ω0) = 0: No loss if the system correctly classifies no cancer
    • L(ω1/ω1) = 0: No loss if the system correctly classifies cancer
    • L(ω0/ω1) = 1: Loss if the system incorrectly classifies cancer as no cancer
    • L(ω1/ω0) = 1: Loss if the system incorrectly classifies no cancer as cancer
  • Probability estimates:

    • P(ω0/x) = 0.3: Probability class ω0 that the sample does not have cancer given the data x
    • P(ω1/x) = 0.7: Probability class ω1 that the sample has cancer given the data x
  • Calculate the risk for each decision:

    • Risk of deciding ω0 (no cancer):
      • R(ω0/x) = L(ω0/ω0) P(ω0/x) + L(ω0/ω1) P(ω1/x)
      • R(ω0/x) = 0 * 0.3 + 1 * 0.7 = 0.7
    • Risk of deciding ω1 (cancer):
      • R(ω1/x) = L(ω0/ω1) P(ω0/x) + L(ω1/ω1) P(ω1/x)
      • R(ω1/x) = 1 * 0.3 + 0 * 0.7 = 0.3
  • Decision: Since the risk is lower for deciding that the sample has cancer (0.3 vs 0.7 for deciding no cancer), classify sample x as having cancer

Normal Density Function

  • Also known as the Gaussian Distribution or Normal Distribution
  • A fundamental concept in statistics and probability theory
  • Describes how data points are distributed in a continuous space
  • Often referred to as a "bell curve" because of its characteristic shape

Normal Density Function: Example

  • Models distribution of student's test scores around an average/mean value
  • If the average score is 75, most students score between 65 and 85
  • Fewer students score extremely low or high

Use Cases for Normal Distribution

  • Natural and social sciences: Measuring heights, weights, and blood pressure
  • Statistics: Data analysis, like hypothesis testing and confidence estimation
  • Economics: Predictive models, such as market changes
  • Engineering: Studying random errors in measurements

Mathematical Definition of Normal Distribution (PDF)

  • Formula for one dimension: f(x) = (1 / √(2πσ²)) * exp(-(x - μ)² / (2σ²))
    • x is the variable (data point)
    • μ (mu) is the mean of the distribution (average of the data)
    • σ² (sigma squared) is the variance of the distribution (how spread out the data is)
    • σ (sigma) is the standard deviation (square root of the variance)
    • exp is the exponential function
    • π is a mathematical constant (approximately 3.14159)

Properties of the Normal Density Function

  • Symmetry: Symmetric around its mean (μ); the left side is a mirror image of the right side
  • Standard Deviation: Measures how spread out the data is around the mean; a larger standard deviation means more spread out data
  • Bell-Shaped Curve: The curve is bell-shaped, with the highest point at the mean μ; tails extend infinitely towards horizontal axis

The 68-95-99.7 Rule

  • Approximately 68% of the data falls within one standard deviation from the mean
  • Approximately 95% of the data falls within two standard deviations from the mean
  • Approximately 99.7% of the data falls within three standard deviations from the mean
  • The rule applies to normal distributions of data
  • The X-axis represents values like the Mean and standard deviations
  • The Y-axis represents probability density

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Explores statistical pattern recognition, a machine learning field using statistical techniques to classify patterns in data. Covers Bayesian decision theory, a statistical approach using probabilities for decision-making under uncertainty. Details Bayes' Theorem for calculating hypothesis probability and posterior probability.

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