朴素贝叶斯是生成模型,由训练数据学习联合分布概率
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P(X,Y)
P(X,Y),求得后验概率为:
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P(Y|X)
P(Y∣X)。联合概率分布为:
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P(X,Y)=P(Y)P(X|Y)
P(X,Y)=P(Y)P(X∣Y)
概率估计方法是极大似然法,或者贝叶斯估计。
P ( X = x ∣ Y = c k ) = P ( X ( 1 ) = x ( 1 ) , ⋅ ⋅ ⋅ , X ( n ) = x ( n ) ∣ Y = c k ) = ∏ j = 1 n P ( X ( j ) = x ( j ) ∣ Y = c k ) P(X=x|Y=c_k)=P(X^{(1)}=x^{(1)},···,X^{(n)}=x^{(n)}|Y=c_k)=\prod_{j=1}^{n}P(X^{(j)}=x^{(j)}|Y=c_k) P(X=x∣Y=ck)=P(X(1)=x(1),⋅⋅⋅,X(n)=x(n)∣Y=ck)=j=1∏nP(X(j)=x(j)∣Y=ck)
P ( Y = c k ) = ∑ i = 1 N I ( y i = c k ) N , k = 1 , 2 , ⋅ ⋅ ⋅ , K P(Y=c_k)=\frac{\sum_{i=1}^N I(y_i=c_k)}{N},k=1,2,···,K P(Y=ck)=N∑i=1NI(yi=ck),k=1,2,⋅⋅⋅,K
P ( X ( j ) = a j l ∣ Y = c k ) = ∑ i = 1 N I ( x i ( j ) = a j l , y i = c k ) ∑ i = 1 N I ( y i = c K ) P(X^{(j)}=a_{jl}|Y=c_k)=\frac{\sum_{i=1}^NI(x_i^{(j)}=a_{jl},y_i=c_k)}{\sum_{i=1}^NI(y_i=c_K)} P(X(j)=ajl∣Y=ck)=∑i=1NI(yi=cK)∑i=1NI(xi(j)=ajl,yi=ck)
j , l , k = 1 , 2 , 3 , ⋅ ⋅ ⋅ , K j,l,k=1,2,3,···,K j,l,k=1,2,3,⋅⋅⋅,K
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2. 对于给定的实例 x = ( x ( 1 ) , x ( 2 ) , ⋅ ⋅ ⋅ , x ( n ) ) T x=(x^{(1)},x^{(2)},···,x^{(n)})^T x=(x(1),x(2),⋅⋅⋅,x(n))T,计算
P ( Y = c k ) ∏ j = 1 n P ( X ( j ) = x ( j ) ∣ Y = c k ) , k = 1 , 2 , 3 , ⋅ ⋅ ⋅ , K P(Y=c_k)\prod_{j=1}^{n}P(X^{(j)}=x^{(j)}|Y=c_k),k=1,2,3,···,K P(Y=ck)j=1∏nP(X(j)=x(j)∣Y=ck),k=1,2,3,⋅⋅⋅,K
y = a r g m a x c k P ( Y = c k ) ∏ j = 1 n P ( X ( j ) = x ( j ) ∣ Y = c k ) y=argmax_{c_k}P(Y=c_k)\prod_{j=1}^{n}P(X^{(j)}=x^{(j)}|Y=c_k) y=argmaxckP(Y=ck)j=1∏nP(X(j)=x(j)∣Y=ck)
- 确定x的类的例子:
贝叶斯定理:
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P(Y|X)=\frac{P(X,Y)}{P(X)}
P(Y∣X)=P(X)P(X,Y)
= P ( Y ) P ( X ∣ Y ) ∑ Y P ( Y ) P ( X ∣ Y ) =\frac{P(Y)P(X|Y)}{\sum_Y P(Y)P(X|Y)} =∑YP(Y)P(X∣Y)P(Y)P(X∣Y)
将输入x分到后验概率最大的类y
y = a r g m a x c k P ( Y = c k ) ∏ j = 1 n P ( X ( j ) = x ( j ) ∣ Y = c k ) y=argmax_{c_k}P(Y=c_k)\prod_{j=1}^{n}P(X^{(j)}=x^{(j)}|Y=c_k) y=argmaxckP(Y=ck)j=1∏nP(X(j)=x(j)∣Y=ck)
后验概率最大等价于0-1损失函数时的期望风险最小化
条件概率:
P ( X ( j ) = a j l ∣ Y = c k ) = ∑ i = 1 N I ( x i ( j ) = a j l , y i = c k ) + λ ∑ i = 1 N I ( y i = c K ) + S j λ P(X^{(j)}=a_{jl}|Y=c_k)=\frac{\sum_{i=1}^NI(x_i^{(j)}=a_{jl},y_i=c_k)+\lambda}{\sum_{i=1}^NI(y_i=c_K)+S_j\lambda} P(X(j)=ajl∣Y=ck)=∑i=1NI(yi=cK)+Sjλ∑i=1NI(xi(j)=ajl,yi=ck)+λ
X ( j ) X^{(j)} X(j)的取值有 S j S_j Sj个
- λ ≥ 0 \lambda \geq 0 λ≥0 称作极大似然估计
- λ = 1 \lambda = 1 λ=1 称作拉普拉斯平滑
先验概率:
P λ ( Y = c k ) = ∑ i = 1 N I ( y i = c k ) + λ N + K λ P_\lambda(Y=c_k)=\frac{\sum_{i=1}^N I(y_i=c_k)+\lambda}{N+K\lambda} Pλ(Y=ck)=N+Kλ∑i=1NI(yi=ck)+λ
- 贝叶斯估计例子