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Pattern
Classification
• Minimum-Error-Rate Classification
• Classifiers, Discriminant Functions and Decision Surfaces
• The Normal Density
3
Minimum-Error-Rate Classification
P( j | x ) 1 P( i | x )
j 1
12 22 P ( 2 ) P( x | 1 )
Let . then decide 1 if :
21 11 P ( 1 ) P( x | 2 )
0 1
• loss
If is the zero-one
1 0
function wich means:
P( 2 )
then a
P( 1 )
0 2 2 P( 2 )
if then b
1 0 P( 1 )
Pattern Classification, Chapter 2 (Part 2)
7
if:
gi(x) > gj(x) j i
(R means assign x to )
i i
g( x ) P ( 1 | x ) P ( 2 | x )
P( x | 1 ) P( 1 )
ln ln
P( x | 2 ) P( 2 )
1 1 x
2
P( x ) exp ,
2 2
Where:
= mean (or expected value) of x
2 = expected squared deviation or variance
• Multivariate density
• Multivariate normal density in d dimensions is:
1 1
P( x ) 1/ 2
exp ( x ) ( x )
t 1
( 2 ) d/2
2
where:
x = (x1, x2, …, xd)t (t stands for the transpose vector form)
= (1, 2, …, d)t mean vector
= d*d covariance matrix
|| and -1 are determinant and inverse respectively