Bayes Optimal Classification
- Bayes optimal classification
\[ \arg \max_{v_{j} \in V} \sum_{h_{i} \in H} P(v_{j}\,|\,h_{i}) P(h_{i}\,|\,D)\]
- Example:
\[ \array{
P(h_{1}\,|\,D)=.4, & P(\ominus \,|\,h_{1})=0, & P(\oplus \,|\,h_{1})=1 \\
P(h_{2}\,|\,D)=.3, & P(\ominus \,|\,h_{2})=1, & P(\oplus \,|\,h_{2})=0 \\
P(h_{3}\,|\,D)=.3, & P(\ominus \,|\,h_{3})=1, & P(\oplus \,|\,h_{3})=0
} \]
therefore
\[ \array{
\sum_{h_{i} \in H} P(\oplus \,|\,h_{i}) P(h_{i}\,|\,D) & = & .4 \\
\sum_{h_{i} \in H} P(\ominus \,|\,h_{i}) P(h_{i}\,|\,D) & = & .6
} \]
and
\[ \array{
\arg \max_{v_{j} \in V} \sum_{h_{i} \in H} P(v_{j}\,|\,h_{i}) P(h_{i}\,|\,D) & = & \ominus
}\]
José M. Vidal
.
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