Bayesian Classification

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Presentation transcript:

Bayesian Classification A statistical classifier: performs probabilistic prediction, i.e., predicts class membership probabilities Foundation: Based on Bayes’ Theorem. Performance: A simple Bayesian classifier, naïve Bayesian classifier, has comparable performance with decision tree and selected neural network classifiers

Naïve Bayesian Classifier: Training Dataset C1:buys_computer = ‘yes’ C2:buys_computer = ‘no’ Data sample X = (age <=30, Income = medium, Student = yes Credit_rating = Fair)

Bayesian Theorem: Basics Let X be a data sample Let H be a hypothesis (our prediction) that X belongs to class C Classification is to determine P(H|X), the probability that the hypothesis holds given the observed data sample X Example: customer X will buy a computer given that know the customer’s age and income

Bayesian Theorem: Basics P(H) (prior probability), the initial probability E.g., X will buy computer, regardless of age, income, … P(X): probability that sample data is observed P(X|H) (posteriori probability), the probability of observing the sample X, given that the hypothesis holds E.g., Given that X will buy computer, the prob. that X is 31..40, medium income

Bayesian Theorem Given training data X, posteriori probability of a hypothesis H, P(H|X), follows the Bayes theorem

Naïve Bayesian Classifier: Training Dataset C1:buys_computer = ‘yes’ C2:buys_computer = ‘no’ Data sample X = (age <=30, Income = medium, Student = yes Credit_rating = Fair)

Naïve Bayesian Classifier: An Example P(Ci): P(buys_computer = “yes”) = 9/14 = 0.643 P(buys_computer = “no”) = 5/14= 0.357 Compute P(X|Ci) for each class P(age = “<=30” | buys_computer = “yes”) = 2/9 = 0.222 P(age = “<= 30” | buys_computer = “no”) = 3/5 = 0.6 P(income = “medium” | buys_computer = “yes”) = 4/9 = 0.444 P(income = “medium” | buys_computer = “no”) = 2/5 = 0.4 P(student = “yes” | buys_computer = “yes) = 6/9 = 0.667 P(student = “yes” | buys_computer = “no”) = 1/5 = 0.2 P(credit_rating = “fair” | buys_computer = “yes”) = 6/9 = 0.667 P(credit_rating = “fair” | buys_computer = “no”) = 2/5 = 0.4

Naïve Bayesian Classifier: An Example X = (age <= 30 , income = medium, student = yes, credit_rating = fair) P(X|Ci) : P(X|buys_computer = “yes”) = 0.222 x 0.444 x 0.667 x 0.667 = 0.044 P(X|buys_computer = “no”) = 0.6 x 0.4 x 0.2 x 0.4 = 0.019 P(X|Ci)*P(Ci) : P(X|buys_computer = “yes”) * P(buys_computer = “yes”) = 0.028 P(X|buys_computer = “no”) * P(buys_computer = “no”) = 0.007 Therefore, X belongs to class (“buys_computer = yes”)

Naïve Bayesian Classifier: An Example Test on the following example: X = (age > 30, Income = Low, Student = yes Credit_rating = Excellent)

Towards Naïve Bayesian Classifier Let D be a training set of tuples and their associated class labels, and each tuple is represented by an n-D attribute vector X = (x1, x2, …, xn) Suppose there are m classes C1, C2, …, Cm. Classification is to derive the maximum posteriori, i.e., the maximal P(Ci|X)

Towards Naïve Bayesian Classifier This can be derived from Bayes’ theorem Since P(X) is constant for all classes, only needs to be maximized

Compare with Decision Tree (Use the same example on DT)

Use Naïve Bayesian to predict the unknown wine blueberry blackberry CHERRY CHEWY TANNINS Score Wine1 1 90+ Wine2 Wine3 Wine4 90- Wine5 Wine6 Unknown 1 ?