85 lines
2.6 KiB
Markdown
Executable File
85 lines
2.6 KiB
Markdown
Executable File
# Statistical Modelling
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- Using statistical modelling for classification
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- Bayesian techniques adopted by machine learning community in the 90s
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- Opposite of 1R, uses all attributes
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- Assume:
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- Attributes equally important
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- Statistically independent
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- Independence assumption never correct
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- Works in practice
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# Weather Dataset
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# Bayes' Rule of Conditional Probability
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- Probability of event H given evidence E:
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# $Pr[H|E] = \frac{Pr[E|H]\times Pr[H]}{Pr[E]}$
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- H may be ex. Play = Yes
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- E may be particular weather for new day
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- A priori probability of H: $Pr[H]$
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- Probability before evidence
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- A posteriori probability of H: $Pr[H|E]$
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- Probability after evidence
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## Naive Bayes for Classification
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- Classification Learning: what is the probability of class given instance?
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- Evidence $E$ = instance
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- Event $H$ = class for given instance
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- Naive assumption: evidence splits into attributes that are independent
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# $Pr[H|E] = \frac{Pr[E_1|H] \times Pr[E_2|H]… Pr[E_n|H] \times Pr[H]}{Pr[E]}$
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- Denominator cancels out during conversion into probability by normalisation
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### Weather Data Example
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# Laplace Estimator
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- Remedy to Zero-frequency problem: Add 1 to the count for every attribute value-class combination (laplace estimator)
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- Result: probabilities will never be 0 (also stabilises probability estimates)
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- Simple remedy is one which is often used in practice when zero frequency problem arises.
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## Example
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# Modified Probability Estimates
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- Consider attribute *outlook* for class *yes*
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# $\frac{2+\frac{1}{3}\mu}{9+\mu}$
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Sunny
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# $\frac{4+\frac{1}{3}\mu}{9+\mu}$
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Overcast
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# $\frac{3+\frac{1}{3}\mu}{9+\mu}$
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Rainy
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- Each value treated the same way
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- Prior to seeing training set, assume each value is equally likely, ex. prior probability is $\frac{1}{3}$
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- When decided to add 1 to counts, we implicitly set $\mu$ to 3.
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- However, no particular reason to add 1 to the count, we could increment by 0.1 instead, setting $\mu$ to 0.3.
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- A large value of $\mu$ indicates prior probabilities are very important compared to evidence in training set.
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## Fully Bayesian Formulation
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# $\frac{2+\frac{1}{3}\mu p_1}{9+\mu}$
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Sunny
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# $\frac{4+\frac{1}{3}\mu p_2}{9+\mu}$
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Overcast
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# $\frac{3+\frac{1}{3}\mu p_3}{9+\mu}$
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Rainy
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- Where $p_1 + p_2 + p_3 = 1$
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- $p_1, p_2, p_3$ are prior probabilities of outlook being sunny, overcast or rainy before seeing the training set. However, in practice it is not clear how these prior probabilities should be assigned. |