HongYiLee Classification Notes
标签: Notes MechineLearning DeepLearning Classification
Classification分类问题
Generative Model 生成模型
通过先验概率 和 生成
Prior 先验概率 和
Assume the points are sampled from a Gaussion Distribution高斯分布。
Given the points how to find the Gaussion Distribution.
But the Gaussion Distribution with any mean and covariance matrix can generative these points. So we use the Likelihood Function.似然函数。
We want to find the Maximum Likelihood on this Likelihood Function.
which:
and:
So Class1 is a Gaussion distribution and Class2 is a Gaussion distribution, once we get each of the distribution, we can caclate the problem.
How to Modifying the Model
Different Distribution can share the same
. 应该要share怎么样的一个
比较合适呢,可以将两个Class的
加权平均。变成两个类共同share的一个协方差矩阵。
When We share the same covariance, the boundary become linear and the perfomance become better.当共用一个协方差矩阵的时候,边界变成了线性的并且表现变得更好。
Posterior Probabllity 后验概率(精彩推导,马上开始)
Here we let .看起来很眼熟吗?没错这就是 sigmod函数啦!
So we got Logistic Regression.