PRML-RS-Chapter 3 Bayesian Decision Theory

PRML-RS-Chapter 3 Bayesian Decision Theory - Pattern...

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Hong TANG@bnu.edu.cn 1 Pattern Recognition and Machine Learning ---- For Remote-Sensing Images Hong TANG Beijing Normal University
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Hong TANG@bnu.edu.cn 2 Before we get started ...
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Hong TANG@bnu.edu.cn 3 Chapter 3. Bayesian Decision Theory Decision Rule Bayesian Risk Bayesian Error Classification Classifiers Discriminant Functions Decision Surfaces Error Bounds for Normal Densities Chernoff Bound Bhattacharyya Bound Operating Characteristic
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Hong TANG@bnu.edu.cn 4 Goal of machine learning To find the best function y = f( x ) from a set of given data ( x 1 , y 1 ), ( x 2 , y 2 ), … ( x m , y m ) by minimizing a risk function loss function joint prob. ( ) ( (, ) , ) (, ) R f L f x y dP x y α =         
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Hong TANG@bnu.edu.cn 5 Risk function
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Hong TANG@bnu.edu.cn 6 Bayesian Risk --Cost, Penalty Risk of a sample (two classes)
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Hong TANG@bnu.edu.cn 7 Bayesian Risk --Cost, Penalty Bayesian risk Total risk for a decision rule
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This note was uploaded on 12/16/2010 for the course RESOURCE 148 taught by Professor Hongtang during the Spring '10 term at BUPT.

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PRML-RS-Chapter 3 Bayesian Decision Theory - Pattern...

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