5-classification-DA

Olivedolive11c67 live111priorc0505 dolive111

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Unformatted text preview: )*).#)*3()( Remaining variables are samples from single normal population Statistics 503, Spring 2013, ISU 13 @A$/0*1B*,-%=$*# APQ* ).#)*.%%=%PV APQVV *).#)*.%%=%PVGWQX Predicted training data Predicted test data Number of variables Statistics 503, Spring 2013, ISU 14 @A$/0*1B*,-%=$*# APQ* ).#)*.%%=%PV APQVV *).#)*.%%=%PVGWQX Predicted test data Number of variables Statistics 503, Spring 2013, ISU 14 @A$/0*1B*,-%=$*# APQ* ).#)*.%%=%PV APQVV *).#)*.%%=%PVGWQX Number of variables Statistics 503, Spring 2013, ISU 14 @A$/0*1B*,-%=$*# APQ* ).#)*.%%=%PV APQVV *).#)*.%%=%PVGWQX Statistics 503, Spring 2013, ISU 14 @A$/0*1B*,-%=$*# APQ* ).#)*.%%=%PV APQVV *).#)*.%%=%PVGWQX When does it blow up? Statistics 503, Spring 2013, ISU 14 ws the classification boundaries for linear regression, nearest neighbors and LD of these methods are: linear regression 7/249 = 0.028, nearest neighbors 3/24 . used to compute LDA classification rule is: -lda(d.olive[d.olive[,1]!=1,c(6,7)], live[,1]!=1,1],prior=c(0.5,0.5)) [d.olive[,1]!=1,1], mple1.lda,d.olive[d.olive[,1]!=1,c(6,7)],dimen=1)$class) C>D*'(*0>'(E than two groups two groups, first consider rearranging equation 2: ¯￿ ¯￿ ¯ ¯￿ ¯￿ ¯ X1 S−1 ed X0 − X1 S−1 ed X1 ≥ X2 S−1 ed X0 − X2 S−1 ed X2 pool pool pool pool Statistics all Spring to ISU see that in general the rule is to503, ocate 2013,the group which has the larges ¯ ￿ −1 Xk Spooled X0 − ¯￿ ¯ Xk S−1 ed Xk pool 15 k = 1, ..., g 456*#%1/$)"%$ d the linear discriminant functions. orating-!/*$(+$2+().#*)?"#*D2(')"),0*$(++.3*)?.*+"'.(%* prior probabilities 3"#$%"&"'(')0* k0**;=%*@%=2A*k bability for group k is pkcthen the discriminant functions become ¯￿ ¯￿ ¯ Xk S−1 ed X0 − Xk S−1 ed Xk + log pk pool pool k = 1, ..., g e natual log. This shifts the boundary away from the group with the larger e might use the sample size in the olive oils, nS ard = 98, nN th = 151 to ass 98/249 = 0.39, pN th = 151/249 = 0.61. The result is to change the constant 04 + log(151/98)). The training error is slightly better, 7/249 = 0.028. !"#$%&'()*:+(##";,*X0*)=*@%=2A*<")?*+(%@.#)*ck Statistics 503, Spring 2013, ISU 16 ¯ − nd ¯ ¯ ws the classification￿ bou1 ed X0 −or l￿inear regression,= 1, ..., t neighbors and LD Xk Spool aries f Xk S−1 ed Xk k neares g pool of these methods are: linear regression 7/249 = 0.028, nearest neighbors 3/24 d the linear discriminant functions. . used to compute LDA classification rule is: 456*#%1/$)"%$ orating-!/*$(+$2+().#*)?"#*D2(')"),0*$(++.3*)?.*+"'.(%* prior probabilities 3"#$%"&"'(')0* k0**;=%*@%=2A*k -lda(d.olive[d.olive[,1]!=1,c(6,7)], bability for group k is pkcthen the discriminant functions become live[,1]!=1,1],prior=c(0.5,0.5)) ¯￿ ¯￿ ¯ [d.olive[,1]!=1,1],X0 − Xk S−1 ed Xk + log pk k = 1, ..., g Xk S−1 ed pool pool mple1.lda,d.olive[d.olive[,1]!=1,c(6,7)],dimen=1)$class) e...
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