原理

我们需要的是后验概率分布朴素贝叶斯法 - 图1%E2%80%8B#card=math&code=P%28Y%7CX%29%E2%80%8B),有了这个之后,我们根据预测样本的X,就可以预测出Y。 但是这没办法直接学习,所以我们转而通过训练数据集学习联合概率分布朴素贝叶斯法 - 图2%E2%80%8B#card=math&code=P%28X%2CY%29%E2%80%8B),如果我们知道联合分布朴素贝叶斯法 - 图3%E2%80%8B#card=math&code=P%28X%2CY%29%E2%80%8B),只需要计算朴素贝叶斯法 - 图4%E2%80%8B#card=math&code=P%28X%29%E2%80%8B),就可以通过条件概率公式,得到朴素贝叶斯法 - 图5%E2%80%8B#card=math&code=P%28Y%7CX%29%E2%80%8B)。 但是直接学习联合概率分布也是没办法的,所以,我们进一步转化为学习朴素贝叶斯法 - 图6%E2%80%8B#card=math&code=P%28Y%29%E2%80%8B)和朴素贝叶斯法 - 图7%E2%80%8B#card=math&code=P%28X%7CY%29%E2%80%8B),然后通过贝叶斯定理,求出朴素贝叶斯法 - 图8%E2%80%8B#card=math&code=P%28X%2CY%29%E2%80%8B)。

所以整体过程表述如下:

朴素贝叶斯法 - 图9#card=math&code=%C2%A0P%28Y%7CX%29)<—— 朴素贝叶斯法 - 图10%EF%BC%8CP(X)#card=math&code=P%28X%2CY%29%EF%BC%8CP%28X%29)<—— 朴素贝叶斯法 - 图11%EF%BC%8CP(Y)%EF%BC%8CP(X%7CY)#card=math&code=P%28X%29%EF%BC%8CP%28Y%29%EF%BC%8CP%28X%7CY%29)

下面我们来看一下学习过程,已知:

  • 输入空间:朴素贝叶斯法 - 图12 为n维向量集合,也就是每个样本有n个特征
  • 输出空间:朴素贝叶斯法 - 图13,表示有k个分类
  • X是定义在输入空间上的随机向量,Y是定义在输出空间上的随机变量,朴素贝叶斯法 - 图14%E2%80%8B#card=math&code=P%28X%2CY%29%E2%80%8B)是X,Y的联合概率分布
  • 训练数据集朴素贝叶斯法 - 图15%2C(x_2%2Cy_2)%2C%E2%80%A6(x_N%2Cy_N)%5C%7D%E2%80%8B#card=math&code=T%3D%5C%7B%28x_1%2Cy_1%29%2C%28x_2%2Cy_2%29%2C%E2%80%A6%28x_N%2Cy_N%29%5C%7D%E2%80%8B)由朴素贝叶斯法 - 图16%E2%80%8B#card=math&code=P%28X%2CY%29%E2%80%8B)独立同分布产生

朴素贝叶斯法 - 图17%26%3D%5Cfrac%7BP(X%3Dx%2CY%3Dck)%7D%7BP(X%3Dx)%7D%20%26(1)%20%5C%5C%20%0A%26%3D%20%5Cfrac%7BP(X%3Dx%7CY%3Dc_k)P(Y%3Dc_k)%7D%7B%5Csum%7Bi%7D%20P(X%3Dx%7CY%3Dci)P(Y%3Dc_i)%7D%20%26(2)%5C%5C%20%0A%26%3D%20%5Cfrac%7BP(X%5E%7B(1)%7D%3Dx%5E%7B(1)%7D%2C…%2CX%5E%7B(n)%7D%3Dx%5E%7B(n)%7D%7CY%3Dc_k)P(Y%3Dc_k)%7D%7B%5Csum%7Bi%7D%20P(X%5E%7B(1)%7D%3Dx%5E%7B(1)%7D%2C…%2CX%5E%7B(n)%7D%3Dx%5E%7B(n)%7D%7CY%3Dci)P(Y%3Dc_i)%7D%20%26(3)%20%5C%5C%0A%26%3D%20%5Cfrac%7BP(Y%3Dc_k)%5Cprod_j%20P(X%3Dx%5E%7B(j)%7D%7CY%3Dc_k)%7D%7B%5Csum%7Bi%7D%20P(Y%3Dci)%5Cprod_j%20P(X%3Dx%5E%7B(j)%7D%7CY%3Dc_i)%7D%20%26(4)%20%5C%5C%0A%5Cend%7Baligned%7D%0A#card=math&code=%5Cbegin%7Baligned%7D%0AP%28Y%3Dc_k%7CX%3Dx%29%26%3D%5Cfrac%7BP%28X%3Dx%2CY%3Dc_k%29%7D%7BP%28X%3Dx%29%7D%20%26%281%29%20%5C%5C%20%0A%26%3D%20%5Cfrac%7BP%28X%3Dx%7CY%3Dc_k%29P%28Y%3Dc_k%29%7D%7B%5Csum%7Bi%7D%20P%28X%3Dx%7CY%3Dci%29P%28Y%3Dc_i%29%7D%20%26%282%29%5C%5C%20%0A%26%3D%20%5Cfrac%7BP%28X%5E%7B%281%29%7D%3Dx%5E%7B%281%29%7D%2C…%2CX%5E%7B%28n%29%7D%3Dx%5E%7B%28n%29%7D%7CY%3Dc_k%29P%28Y%3Dc_k%29%7D%7B%5Csum%7Bi%7D%20P%28X%5E%7B%281%29%7D%3Dx%5E%7B%281%29%7D%2C…%2CX%5E%7B%28n%29%7D%3Dx%5E%7B%28n%29%7D%7CY%3Dci%29P%28Y%3Dc_i%29%7D%20%26%283%29%20%5C%5C%0A%26%3D%20%5Cfrac%7BP%28Y%3Dc_k%29%5Cprod_j%20P%28X%3Dx%5E%7B%28j%29%7D%7CY%3Dc_k%29%7D%7B%5Csum%7Bi%7D%20P%28Y%3Dc_i%29%5Cprod_j%20P%28X%3Dx%5E%7B%28j%29%7D%7CY%3Dc_i%29%7D%20%26%284%29%20%5C%5C%0A%5Cend%7Baligned%7D%0A)

上式(3)->(4)步,是假设朴素贝叶斯法 - 图18%7D%2C%E2%80%A6%2CX%5E%7B(n)%7D#card=math&code=X%5E%7B%281%29%7D%2C%E2%80%A6%2CX%5E%7B%28n%29%7D)彼此独立,即朴素贝叶斯法 - 图19%7D%2C%E2%80%A6%2CX%5E%7B(n)%7D)%3D%5Cprod%7Bi%3D1%7D%5En%20P(X_i)#card=math&code=%5Cdisplaystyle%20P%28X%5E%7B%281%29%7D%2C%E2%80%A6%2CX%5E%7B%28n%29%7D%29%3D%5Cprod%7Bi%3D1%7D%5En%20P%28Xi%29),这是个较强的假设,朴素贝叶斯也因此得名。 如果不假设独立的话,那么每个朴素贝叶斯法 - 图20%7D#card=math&code=x%5E%7B%28i%29%7D)表示样本的第i个特征,假设可能取值有朴素贝叶斯法 - 图21个,而Y有k个,所以参数个数为![](https://g.yuque.com/gr/latex?k%20%5Cdisplaystyle%20%5Cprod%7Bj%3D1%7D%5En%20Sj%E2%80%8B#card=math&code=k%20%5Cdisplaystyle%20%5Cprod%7Bj%3D1%7D%5En%20S_j%E2%80%8B),这是非常大的,是不可直接估计的。

所以,问题转化为,求最大的朴素贝叶斯法 - 图22%E2%80%8B#card=math&code=P%28Y%3Dc_k%7CX%3Dx%29%E2%80%8B),此时的类别朴素贝叶斯法 - 图23,就是我们要预测的类别:

朴素贝叶斯法 - 图24%3D%5Carg%5Cmax%7Bc_k%7D%20%5Cfrac%7BP(Y%3Dc_k)%5Cprod_j%20P(X%3Dx%5E%7B(j)%7D%7CY%3Dc_k)%7D%7B%5Csum%7Bi%7D%20P(Y%3Dci)%5Cprod_j%20P(X%3Dx%5E%7B(j)%7D%7CY%3Dc_i)%7D%0A#card=math&code=y%3Df%28x%29%3D%5Carg%5Cmax%7Bck%7D%20%5Cfrac%7BP%28Y%3Dc_k%29%5Cprod_j%20P%28X%3Dx%5E%7B%28j%29%7D%7CY%3Dc_k%29%7D%7B%5Csum%7Bi%7D%20P%28Y%3Dc_i%29%5Cprod_j%20P%28X%3Dx%5E%7B%28j%29%7D%7CY%3Dc_i%29%7D%0A)

对于朴素贝叶斯法 - 图25这个样本来说,分母朴素贝叶斯法 - 图26#card=math&code=P%28X%3Dx%29)都是一样的,所以我们只需要比较分子朴素贝叶斯法 - 图27#card=math&code=P%28Y%3Dc_k%7CX%3Dx%29),当朴素贝叶斯法 - 图28时的大小,并不需要具体的值,所以我们可以忽略分母,只求:

朴素贝叶斯法 - 图29%3D%5Carg%5Cmax%7Bc_k%7D%20P(Y%3Dc_k)%5Cprod_j%20P(X%3Dx%5E%7B(j)%7D%7CY%3Dc_k)%0A#card=math&code=y%3Df%28x%29%3D%5Carg%5Cmax%7Bc_k%7D%20P%28Y%3Dc_k%29%5Cprod_j%20P%28X%3Dx%5E%7B%28j%29%7D%7CY%3Dc_k%29%0A)

得到的最大的朴素贝叶斯法 - 图30,就是该样本的预测类别。

后验概率最大化的含义

为什么书中说”朴素贝叶斯法将实例分到后验概率最大的类中,这等价于期望风险最小化?”

极大似然法求

自己理解

根据上面的分析,我们需要首先计算:

  1. 朴素贝叶斯法 - 图31%E2%80%8B#card=math&code=P%28Y%3Dc_k%29%E2%80%8B)
    就是在训练集中计算每个分类的频率
  2. 朴素贝叶斯法 - 图32%7D%7CY%3Dc_k)#card=math&code=P%28X%3Dx_j%5E%7B%28i%29%7D%7CY%3Dc_k%29)
    联合分布,即算每个特征的每个取值,在每个分类下出现的频率
  3. 利用1,2,就可以进行预测了。

正规的写法

  • 输入

    • 训练数据朴素贝叶斯法 - 图33%2C%20(x2%2C%20y_2)%2C%E2%80%A6%2C(x_N%2C%20y_N)%20%5C%7D#card=math&code=T%3D%5C%7B%28x_1%2C%20y_1%29%2C%20%28x_2%2C%20y_2%29%2C%E2%80%A6%2C%28x_N%2C%20y_N%29%20%5C%7D),其中朴素贝叶斯法 - 图34%7D%2C%20x_i%5E%7B(2)%7D%2C%E2%80%A6%2Cx_i%5E%7B(n)%7D)%5ET#card=math&code=x_i%3D%28x_i%5E%7B%281%29%7D%2C%20x_i%5E%7B%282%29%7D%2C%E2%80%A6%2Cx_i%5E%7B%28n%29%7D%29%5ET),朴素贝叶斯法 - 图35%7D#card=math&code=x_i%5E%7B%28j%29%7D)是第朴素贝叶斯法 - 图36个样本的第朴素贝叶斯法 - 图37个特征朴素贝叶斯法 - 图38%7D%20%5Cin%20%5C%7B%20a%7Bj1%7D%2C%20a%7Bj2%7D%2C%20%E2%80%A6%2Ca%7BjSj%7D%20%5C%7D#card=math&code=x_i%5E%7B%28j%29%7D%20%5Cin%20%5C%7B%20a%7Bj1%7D%2C%20a%7Bj2%7D%2C%20%E2%80%A6%2Ca%7BjSj%7D%20%5C%7D) ,![](https://g.yuque.com/gr/latex?a%7Bjm%7D#card=math&code=a_%7Bjm%7D)表示第朴素贝叶斯法 - 图39个特征可能取的第m个值,朴素贝叶斯法 - 图40朴素贝叶斯法 - 图41,表示总共朴素贝叶斯法 - 图42个分类。
    • 需要预测的实例朴素贝叶斯法 - 图43
  • 输出

    • 实例朴素贝叶斯法 - 图44的分类
  • 学习步骤

    1. 计算先验概率和条件概率 朴素贝叶斯法 - 图45%20%3D%20%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5E%7BN%7DI(y_i%3Dc_k)%7D%7BN%7D%20%5C%5C%0A%26P(X%5E%7B(j)%7D%7CY%3Dc_k)%3D%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I(xi%5E%7B(j)%7D%3Da%7Bjm%7D%2Cyi%3Dc_k)%7D%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I(yi%3Dc_k)%7D%20%5C%5C%0A%26(k%3D1%2C2%2C…%2CK%EF%BC%9Bm%3D1%2C2%2C…%2CS_i%EF%BC%9Bj%3D1%2C2%2C…%2Cn)%0A%0A%5Cend%7Baligned%7D%0A#card=math&code=%5Cbegin%7Baligned%7D%0A%26P%28Y%3Dc_k%29%20%3D%20%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5E%7BN%7DI%28yi%3Dc_k%29%7D%7BN%7D%20%5C%5C%0A%26P%28X%5E%7B%28j%29%7D%7CY%3Dc_k%29%3D%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I%28xi%5E%7B%28j%29%7D%3Da%7Bjm%7D%2Cyi%3Dc_k%29%7D%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I%28y_i%3Dc_k%29%7D%20%5C%5C%0A%26%28k%3D1%2C2%2C…%2CK%EF%BC%9Bm%3D1%2C2%2C…%2CS_i%EF%BC%9Bj%3D1%2C2%2C…%2Cn%29%0A%0A%5Cend%7Baligned%7D%0A)

朴素贝叶斯法 - 图46#card=math&code=I%28x%29)叫做指示函数,实际上就是用来计数的,当满足x时,朴素贝叶斯法 - 图47,例如朴素贝叶斯法 - 图48#card=math&code=I%28y_i%3Dc_k%29)的意思就是当朴素贝叶斯法 - 图49取值等于朴素贝叶斯法 - 图50时,记为1。再结合求和使用,就是计算朴素贝叶斯法 - 图51的样本数。

  1. 根据给定的实例预测 朴素贝叶斯法 - 图52%20%5Cdisplaystyle%5Cprod%7Bj%3D1%7D%5En%20P(X%5E%7B(j)%7D%3Dx%5E%7B(j)%7D%7CY%3Dc_k)%2C%20%5Cqquad%20k%3D1%2C2%2C…%2CK%0A#card=math&code=P%28Y%3Dc_k%29%20%5Cdisplaystyle%5Cprod%7Bj%3D1%7D%5En%20P%28X%5E%7B%28j%29%7D%3Dx%5E%7B%28j%29%7D%7CY%3Dc_k%29%2C%20%5Cqquad%20k%3D1%2C2%2C…%2CK%0A)
  1. 选择最大的概率的类 朴素贝叶斯法 - 图53%20%5Cdisplaystyle%5Cprod%7Bj%3D1%7D%5En%20P(X%5E%7B(j)%7D%3Dx%5E%7B(j)%7D%7CY%3Dc_k)%2C%20%5Cqquad%20k%3D1%2C2%2C…%2CK%0A#card=math&code=y%3D%5Carg%5Cmax%7Bck%7DP%28Y%3Dc_k%29%20%5Cdisplaystyle%5Cprod%7Bj%3D1%7D%5En%20P%28X%5E%7B%28j%29%7D%3Dx%5E%7B%28j%29%7D%7CY%3Dc_k%29%2C%20%5Cqquad%20k%3D1%2C2%2C…%2CK%0A)

示例

给定训练数据如下,朴素贝叶斯法 - 图54%7D%2CX%5E%7B(2)%7D#card=math&code=X%5E%7B%281%29%7D%2CX%5E%7B%282%29%7D)表示特征,Y表示类别标签:

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
朴素贝叶斯法 - 图55%7D#card=math&code=X%5E%7B%281%29%7D) 1 1 1 1 1 2 2 2 2 2 3 3 3 3 3
朴素贝叶斯法 - 图56%7D#card=math&code=X%5E%7B%282%29%7D) S M M S S S M M L L L M M L L
Y -1 -1 1 1 -1 -1 -1 1 1 1 1 1 1 1 -1

朴素贝叶斯法 - 图57%5ET#card=math&code=x%3D%282%2C%20S%29%5ET)的类别?

求解:

  1. 计算先验概率和条件概率

朴素贝叶斯法 - 图58%3D%5Cfrac%7B9%7D%7B15%7D%2CP(Y%3D-1)%3D%5Cfrac%7B6%7D%7B15%7D%20%5C%5C%0A%26P(X%5E%7B(1)%7D%3D1%7CY%3D1)%3D%5Cfrac%7B2%7D%7B9%7D%2CP(X%5E%7B(1)%7D%3D2%7CY%3D1)%3D%5Cfrac%7B3%7D%7B9%7D%2CP(X%5E%7B(1)%7D%3D3%7CY%3D1)%3D%5Cfrac%7B4%7D%7B9%7D%20%5C%5C%0A%26P(X%5E%7B(2)%7D%3DS%7CY%3D1)%3D%5Cfrac%7B1%7D%7B9%7D%2CP(X%5E%7B(2)%7D%3DM%7CY%3D1)%3D%5Cfrac%7B4%7D%7B9%7D%2CP(X%5E%7B(2)%7D%3DL%7CY%3D1)%3D%5Cfrac%7B4%7D%7B9%7D%20%5C%5C%0A%26P(X%5E%7B(1)%7D%3D1%7CY%3D-1)%3D%5Cfrac%7B3%7D%7B6%7D%2CP(X%5E%7B(1)%7D%3D2%7CY%3D-1)%3D%5Cfrac%7B2%7D%7B6%7D%2CP(X%5E%7B(1)%7D%3D3%7CY%3D-1)%3D%5Cfrac%7B1%7D%7B6%7D%20%5C%5C%0A%26P(X%5E%7B(2)%7D%3DS%7CY%3D-1)%3D%5Cfrac%7B3%7D%7B6%7D%2CP(X%5E%7B(2)%7D%3DM%7CY%3D-1)%3D%5Cfrac%7B2%7D%7B6%7D%2CP(X%5E%7B(2)%7D%3DL%7CY%3D-1)%3D%5Cfrac%7B1%7D%7B6%7D%20%0A%5Cend%7Baligned%7D%0A#card=math&code=%5Cbegin%7Baligned%7D%0A%26P%28Y%3D1%29%3D%5Cfrac%7B9%7D%7B15%7D%2CP%28Y%3D-1%29%3D%5Cfrac%7B6%7D%7B15%7D%20%5C%5C%0A%26P%28X%5E%7B%281%29%7D%3D1%7CY%3D1%29%3D%5Cfrac%7B2%7D%7B9%7D%2CP%28X%5E%7B%281%29%7D%3D2%7CY%3D1%29%3D%5Cfrac%7B3%7D%7B9%7D%2CP%28X%5E%7B%281%29%7D%3D3%7CY%3D1%29%3D%5Cfrac%7B4%7D%7B9%7D%20%5C%5C%0A%26P%28X%5E%7B%282%29%7D%3DS%7CY%3D1%29%3D%5Cfrac%7B1%7D%7B9%7D%2CP%28X%5E%7B%282%29%7D%3DM%7CY%3D1%29%3D%5Cfrac%7B4%7D%7B9%7D%2CP%28X%5E%7B%282%29%7D%3DL%7CY%3D1%29%3D%5Cfrac%7B4%7D%7B9%7D%20%5C%5C%0A%26P%28X%5E%7B%281%29%7D%3D1%7CY%3D-1%29%3D%5Cfrac%7B3%7D%7B6%7D%2CP%28X%5E%7B%281%29%7D%3D2%7CY%3D-1%29%3D%5Cfrac%7B2%7D%7B6%7D%2CP%28X%5E%7B%281%29%7D%3D3%7CY%3D-1%29%3D%5Cfrac%7B1%7D%7B6%7D%20%5C%5C%0A%26P%28X%5E%7B%282%29%7D%3DS%7CY%3D-1%29%3D%5Cfrac%7B3%7D%7B6%7D%2CP%28X%5E%7B%282%29%7D%3DM%7CY%3D-1%29%3D%5Cfrac%7B2%7D%7B6%7D%2CP%28X%5E%7B%282%29%7D%3DL%7CY%3D-1%29%3D%5Cfrac%7B1%7D%7B6%7D%20%0A%5Cend%7Baligned%7D%0A)

  1. 计算预测结果 朴素贝叶斯法 - 图59%3DP(Y%3D1)P(X%5E%7B(1)%7D%3D2%7CY%3D1)P(X%5E%7B(2)%7D%3DS%7CY%3D1)%3D%5Cdfrac%7B9%7D%7B15%7D%20%5Ccdot%20%5Cdfrac%7B3%7D%7B9%7D%20%5Ccdot%20%5Cdfrac%7B1%7D%7B9%7D%20%3D%20%5Cdfrac%7B1%7D%7B45%7D%5C%5C%0A%26P(X%3Dx%7CY%3D-1)%3DP(Y%3D-1)P(X%5E%7B(1)%7D%3D2%7CY%3D-1)P(X%5E%7B(2)%7D%3DS%7CY%3D-1)%3D%5Cdfrac%7B6%7D%7B15%7D%20%5Ccdot%20%5Cdfrac%7B2%7D%7B6%7D%20%5Ccdot%20%5Cdfrac%7B3%7D%7B6%7D%20%3D%20%5Cdfrac%7B1%7D%7B15%7D%0A%5Cend%7Baligned%7D%0A#card=math&code=%5Cbegin%7Baligned%7D%0A%26P%28X%3Dx%7CY%3D1%29%3DP%28Y%3D1%29P%28X%5E%7B%281%29%7D%3D2%7CY%3D1%29P%28X%5E%7B%282%29%7D%3DS%7CY%3D1%29%3D%5Cdfrac%7B9%7D%7B15%7D%20%5Ccdot%20%5Cdfrac%7B3%7D%7B9%7D%20%5Ccdot%20%5Cdfrac%7B1%7D%7B9%7D%20%3D%20%5Cdfrac%7B1%7D%7B45%7D%5C%5C%0A%26P%28X%3Dx%7CY%3D-1%29%3DP%28Y%3D-1%29P%28X%5E%7B%281%29%7D%3D2%7CY%3D-1%29P%28X%5E%7B%282%29%7D%3DS%7CY%3D-1%29%3D%5Cdfrac%7B6%7D%7B15%7D%20%5Ccdot%20%5Cdfrac%7B2%7D%7B6%7D%20%5Ccdot%20%5Cdfrac%7B3%7D%7B6%7D%20%3D%20%5Cdfrac%7B1%7D%7B15%7D%0A%5Cend%7Baligned%7D%0A)
  1. 所以,取最大的概率
    最终的结果为朴素贝叶斯法 - 图60

贝叶斯估计

上面的极大似然估计可能会出现概率为0的情况,于是采用贝叶斯估计修正如下:

朴素贝叶斯法 - 图61%20%3D%20%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5E%7BN%7DI(y_i%3Dc_k)%2B%5Clambda%7D%7BN%2BK%5Clambda%7D%20%5C%5C%0A%26P%7B%5Clambda%7D(X%5E%7B(j)%7D%7CY%3Dck)%3D%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I(xi%5E%7B(j)%7D%3Da%7Bjm%7D%2Cyi%3Dc_k)%20%2B%5Clambda%20%7D%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I(yi%3Dc_k)%2BS_j%5Clambda%7D%20%5C%5C%0A%26(k%3D1%2C2%2C…%2CK%EF%BC%9Bm%3D1%2C2%2C…%2CS_i%EF%BC%9Bj%3D1%2C2%2C…%2Cn)%0A%0A%5Cend%7Baligned%7D%0A#card=math&code=%5Cbegin%7Baligned%7D%0A%26P%7B%5Clambda%7D%28Y%3Dck%29%20%3D%20%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5E%7BN%7DI%28yi%3Dc_k%29%2B%5Clambda%7D%7BN%2BK%5Clambda%7D%20%5C%5C%0A%26P%7B%5Clambda%7D%28X%5E%7B%28j%29%7D%7CY%3Dck%29%3D%5Cfrac%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I%28xi%5E%7B%28j%29%7D%3Da%7Bjm%7D%2Cyi%3Dc_k%29%20%2B%5Clambda%20%7D%7B%5Cdisplaystyle%5Csum%7Bi%3D1%7D%5EN%20I%28y_i%3Dc_k%29%2BS_j%5Clambda%7D%20%5C%5C%0A%26%28k%3D1%2C2%2C…%2CK%EF%BC%9Bm%3D1%2C2%2C…%2CS_i%EF%BC%9Bj%3D1%2C2%2C…%2Cn%29%0A%0A%5Cend%7Baligned%7D%0A)

朴素贝叶斯法 - 图62时,称为拉普拉斯平滑

示例

以拉普拉斯平滑,我们还是用上面的例子演示一下计算过程:

求解:

  1. 计算先验概率和条件概率

朴素贝叶斯法 - 图63%3D%5Cfrac%7B10%7D%7B17%7D%2CP(Y%3D-1)%3D%5Cfrac%7B7%7D%7B17%7D%20%5C%5C%0A%26P(X%5E%7B(1)%7D%3D1%7CY%3D1)%3D%5Cfrac%7B3%7D%7B12%7D%2CP(X%5E%7B(1)%7D%3D2%7CY%3D1)%3D%5Cfrac%7B4%7D%7B12%7D%2CP(X%5E%7B(1)%7D%3D3%7CY%3D1)%3D%5Cfrac%7B5%7D%7B12%7D%20%5C%5C%0A%26P(X%5E%7B(2)%7D%3DS%7CY%3D1)%3D%5Cfrac%7B2%7D%7B12%7D%2CP(X%5E%7B(2)%7D%3DM%7CY%3D1)%3D%5Cfrac%7B5%7D%7B12%7D%2CP(X%5E%7B(2)%7D%3DL%7CY%3D1)%3D%5Cfrac%7B5%7D%7B12%7D%20%5C%5C%0A%26P(X%5E%7B(1)%7D%3D1%7CY%3D-1)%3D%5Cfrac%7B4%7D%7B9%7D%2CP(X%5E%7B(1)%7D%3D2%7CY%3D-1)%3D%5Cfrac%7B3%7D%7B9%7D%2CP(X%5E%7B(1)%7D%3D3%7CY%3D-1)%3D%5Cfrac%7B2%7D%7B9%7D%20%5C%5C%0A%26P(X%5E%7B(2)%7D%3DS%7CY%3D-1)%3D%5Cfrac%7B4%7D%7B9%7D%2CP(X%5E%7B(2)%7D%3DM%7CY%3D-1)%3D%5Cfrac%7B3%7D%7B9%7D%2CP(X%5E%7B(2)%7D%3DL%7CY%3D-1)%3D%5Cfrac%7B2%7D%7B9%7D%20%0A%5Cend%7Baligned%7D%0A#card=math&code=%5Cbegin%7Baligned%7D%0A%26P%28Y%3D1%29%3D%5Cfrac%7B10%7D%7B17%7D%2CP%28Y%3D-1%29%3D%5Cfrac%7B7%7D%7B17%7D%20%5C%5C%0A%26P%28X%5E%7B%281%29%7D%3D1%7CY%3D1%29%3D%5Cfrac%7B3%7D%7B12%7D%2CP%28X%5E%7B%281%29%7D%3D2%7CY%3D1%29%3D%5Cfrac%7B4%7D%7B12%7D%2CP%28X%5E%7B%281%29%7D%3D3%7CY%3D1%29%3D%5Cfrac%7B5%7D%7B12%7D%20%5C%5C%0A%26P%28X%5E%7B%282%29%7D%3DS%7CY%3D1%29%3D%5Cfrac%7B2%7D%7B12%7D%2CP%28X%5E%7B%282%29%7D%3DM%7CY%3D1%29%3D%5Cfrac%7B5%7D%7B12%7D%2CP%28X%5E%7B%282%29%7D%3DL%7CY%3D1%29%3D%5Cfrac%7B5%7D%7B12%7D%20%5C%5C%0A%26P%28X%5E%7B%281%29%7D%3D1%7CY%3D-1%29%3D%5Cfrac%7B4%7D%7B9%7D%2CP%28X%5E%7B%281%29%7D%3D2%7CY%3D-1%29%3D%5Cfrac%7B3%7D%7B9%7D%2CP%28X%5E%7B%281%29%7D%3D3%7CY%3D-1%29%3D%5Cfrac%7B2%7D%7B9%7D%20%5C%5C%0A%26P%28X%5E%7B%282%29%7D%3DS%7CY%3D-1%29%3D%5Cfrac%7B4%7D%7B9%7D%2CP%28X%5E%7B%282%29%7D%3DM%7CY%3D-1%29%3D%5Cfrac%7B3%7D%7B9%7D%2CP%28X%5E%7B%282%29%7D%3DL%7CY%3D-1%29%3D%5Cfrac%7B2%7D%7B9%7D%20%0A%5Cend%7Baligned%7D%0A)

所以,以Y为例,因为总共有2个取值,所以朴素贝叶斯法 - 图64,然后因为是拉普拉斯平滑,所以朴素贝叶斯法 - 图65,所以,分子多了1,分母多了朴素贝叶斯法 - 图66,从15->17。其他同理。

  1. 计算预测结果 朴素贝叶斯法 - 图67%3DP(Y%3D1)P(X%5E%7B(1)%7D%3D2%7CY%3D1)P(X%5E%7B(2)%7D%3DS%7CY%3D1)%3D%5Cdfrac%7B10%7D%7B17%7D%20%5Ccdot%20%5Cdfrac%7B4%7D%7B12%7D%20%5Ccdot%20%5Cdfrac%7B2%7D%7B12%7D%20%3D%20%5Cdfrac%7B5%7D%7B153%7D%3D0.0327%5C%5C%0A%26P(X%3Dx%7CY%3D-1)%3DP(Y%3D-1)P(X%5E%7B(1)%7D%3D2%7CY%3D-1)P(X%5E%7B(2)%7D%3DS%7CY%3D-1)%3D%5Cdfrac%7B7%7D%7B17%7D%20%5Ccdot%20%5Cdfrac%7B3%7D%7B9%7D%20%5Ccdot%20%5Cdfrac%7B4%7D%7B9%7D%20%3D%20%5Cdfrac%7B28%7D%7B459%7D%20%3D0.0610%0A%5Cend%7Baligned%7D%0A#card=math&code=%5Cbegin%7Baligned%7D%0A%26P%28X%3Dx%7CY%3D1%29%3DP%28Y%3D1%29P%28X%5E%7B%281%29%7D%3D2%7CY%3D1%29P%28X%5E%7B%282%29%7D%3DS%7CY%3D1%29%3D%5Cdfrac%7B10%7D%7B17%7D%20%5Ccdot%20%5Cdfrac%7B4%7D%7B12%7D%20%5Ccdot%20%5Cdfrac%7B2%7D%7B12%7D%20%3D%20%5Cdfrac%7B5%7D%7B153%7D%3D0.0327%5C%5C%0A%26P%28X%3Dx%7CY%3D-1%29%3DP%28Y%3D-1%29P%28X%5E%7B%281%29%7D%3D2%7CY%3D-1%29P%28X%5E%7B%282%29%7D%3DS%7CY%3D-1%29%3D%5Cdfrac%7B7%7D%7B17%7D%20%5Ccdot%20%5Cdfrac%7B3%7D%7B9%7D%20%5Ccdot%20%5Cdfrac%7B4%7D%7B9%7D%20%3D%20%5Cdfrac%7B28%7D%7B459%7D%20%3D0.0610%0A%5Cend%7Baligned%7D%0A)
  1. 所以,取最大的概率
    最终的结果为朴素贝叶斯法 - 图68

贝叶斯分类适用场景

从上面的过程来看:

  • 输入数据必须是离散的,不然没法计算概率
  • 输出可以是多分类的
  • 对数据量要求不高