Basic of Statistical Learning

Posted by GwanSiu on May 6, 2020

1. The Bayes Decision Rule for Minimum Error

  • The a-postieriori probability of a sample
  • Bayes Test:
  • Likelihood ratio:
  • Discriminant function:

2. Bayer Error

In machine learning, we should compute the probability of error so as to decide whether a calssifier is good or not.

Probability eorr: the probability that a sample is assigned to the wrong class. Given a datum $X$, the risk is defined as follows:

The bayes error (the expected risk):