Wednesday 17 September 2014

Bayesian Classification

Bayesian classifiers are statistical classifiers. They can predict class membership probabilities, such as the probability that a given tuple belongs to a particular class.

Bayesian classification is based on Bayes’ theorem, described below. Bayesian classifiers have also exhibited high accuracy and speed when applied to large databases.

Bayes' Theorem:

Let X be a data tuple. In Bayesian terms, X is considered “evidence.” As usual, it is described by measurements made on a set of n attributes. Let H be some hypothesis, such as that the data tuple X belongs to a specified class C. For classification problems, we want to determine P(H|X), the probability that the hypothesis H holds given the “evidence” or observed data tuple X. In other words, we are looking for the probability that tuple X belongs to class C, given that we know the attribute description of X.

P(H|X) is the posterior probability, or a posteriori probability, of H conditioned on X. For example, suppose our world of data tuples is confined to customers described by the attributes age and income, respectively, and that X is a 35-year-old customer with an income of $40,000. Suppose that H is the hypothesis that our customer will buy a computer. Then P(H|X) reflects the probability that customer X will buy a computer given that we know the customer’s age and income.

In contrast, P(H) is the prior probability, or a priori probability, of H. For our example, this is the probability that any given customer will buy a computer, regardless of age, income, or any other information, for that matter. The posterior probability, P(H|X), is based on more information (e.g., customer information) than the prior probability, P(H), which is independent of X.

Similarly, P(X|H) is the posterior probability of X conditioned on H. That is, it is the probability that a customer, X, is 35 years old and earns $40,000, given that we know the customer will buy a computer.



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