world:optimal-classifier
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world:optimal-classifier [2023/11/04 12:20] rdouc |
world:optimal-classifier [2023/11/04 14:03] (current) rdouc [Bayes Optimal Classifier] |
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| where F is the set of measurable functions from \rsetk to [1:p] where we equip \rsetk with the σ-field \mcbb(\rsetk) and [1:p] with the σ-field \mc{P}([1:p]). | where \sf{F} is the set of measurable functions from \rset^k to [1:p] where we equip \rset^k with the \sigma-field \mcbb(\rset^k) and [1:p] with the \sigma-field \mc{P}([1:p]). | ||
| - | <WRAP center round tip 80%> | + | <WRAP center round tip 90%> |
| - | **__Proposition__**. | + | **__Proposition__** |
| $$ | $$ | ||
| \inf_{\phi \in \sf{F}} \PP(Y\neq \phi(X))= \PE\lrb{\min_{i \in [1:p]} \PP(Y \neq i|X)}=\PP(Y \neq \phi^\star(X)) | \inf_{\phi \in \sf{F}} \PP(Y\neq \phi(X))= \PE\lrb{\min_{i \in [1:p]} \PP(Y \neq i|X)}=\PP(Y \neq \phi^\star(X)) | ||
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| \phi^\star(X)= \argmin_{i \in [1:p]} \PP(Y \neq i|X)=\argmax_{i \in [1:p]} \PP(Y=i|X) | \phi^\star(X)= \argmin_{i \in [1:p]} \PP(Y \neq i|X)=\argmax_{i \in [1:p]} \PP(Y=i|X) | ||
| $$ | $$ | ||
| - | which concludes the proof. | + | where the last equality follows from the identity \PP(Y \neq i|X)=1-\PP(Y=i|X). This concludes the proof. |
world/optimal-classifier.1699096847.txt.gz · Last modified: 2023/11/04 12:20 by rdouc
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