Simple Bayesian Classifier

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Presentation transcript:

Simple Bayesian Classifier Assist.Prof. Songül Albayrak Yıldız Teknik Üniversitesi Bilgisayar Müh. Bölümü

The Bayesian Theorem Let X be a data sample whose class label is unknown. Let H be some hypothesis: such that the data sample X belongs to a specific class C. We want to determine P(H/X), the probability that the hypothesis H holds given the observed data sample X. P(H/X) is the posterior probability representing our confidence in the hypothesis after X is given.

The Bayesian Theorem In contrast, P(H) is the prior probability of H for any sample, regardless of how the data in the sample looks. The posterior probability P(H|X) is based on more information then the prior probability P(H). The Bayesian Theorem provides a way of calculating the posterior probability P(H|X) using probabilities P(H), P(X), and P(X|H). The basic relation is

The Bayesian Theorem Suppose now that there are a set of m samples S = {S1, S2, …, Sm} (the training data set) where every sample Si is represented as an n-dimensional vector {x1, x2, …, xn}. Values xi correspond to attributes A1, A2, …, An, respectively. Also, there are k classes C1, C2, …, Ck, and every sample belongs to one of these classes. Given an additional data sample X (its class is unknown), it is possible to predict the class for X using the highest conditional probability P(Ci|X), where i = 1. …, k.

The Bayesian Theorem That is the basic idea of Naïve-Bayesian Classifier. These probabilities are computed using Bayes Theorem: As P(X) is constant for all classes, only the product P(X|Ci) · P(Ci) needs to be maximized. We compute the prior probabilities of the class as P(Ci) = number of training samples of class Ci/m (m is total number of training samples).

The Bayesian Theorem Because the computation of P(X|Ci) is extremely complex, especially for large data sets, the Naïve assumption of conditional independence between attributes is made. Using this assumption, we can express P(X|Ci) as a product: where xi are values for attributes in the sample X. The probabilities P(Xt|Ci) can be estimated from the training data set.

Example Dataset for Naive Bayes Classifier

Consider the following new sample to be classified: Magazine Promotion = Yes Watch Promotion = Yes Life Insurance Promotion = No Credit Card Insurance = No Sex = ?

We have two hypothesis to be tested. One hypothesis states the credit card holder is male The second hypothesis sees the sample as a female card holder

In oreder to determine which hypothesis is correct, we apply Bayes classifier to compute a probability for each hypothesis.

P(sex=female|X)=? P(magazine promotion = yes | sex = female) = 3/4 P(watch promotion = yes | sex = female) = 2/4 P(life insurance promotion = no | sex = female) = 1/4 P(credit card insurance = no | sex =f emale) = 3/4 P(E | sex =female) = (3/4) (2/4) (1/4) (3/4) = 9/128 P(sex = female | E)  (9/128) (4/10) / P(E) P(sex = female | E)  0,0281 / P(E)

P(sex=male|X)=? P(magazine promotion = yes | sex = male) = 4/6 P(watch promotion = yes | sex = male) = 2/6 P(life insurance promotion = no | sex = male) = 4/6 P(credit card insurance = no | sex = male) = 4/6 P(E | sex =male) = (4/6) (2/6) (4/6) (4/6) = 8/81 P(sex = male | E)  (8/81) (6/10) / P(E) P(sex = male | E)  0,0593 / P(E)

P(sex = male | E)  0.0593 / P(E) P(sex = female | E)  0.0281 / P(E) Because 0.0593>0.0281, Bayes classifier tells us the sample is most likely a male credit card customer.