Naive Bayes Model

Bayes Model vs Naive Bayes Model

Bayes Model
Naive Bayes Model

𝑿 = [𝑋1, …, 𝑋𝑛] are observed variables
𝑌 is a hidden variable (to be predicted)

based on Bayes’ theorem

  • 𝐏(𝑌|𝑋1, …, 𝑋𝑛) = 𝐏(𝑋1, …, 𝑋𝑛|𝑌) 𝐏(𝑌) / 𝐏(𝑋1, …, 𝑋𝑛)
  • 𝐏(𝑌|𝑋1, …, 𝑋𝑛) ∝ 𝐏(𝑋1, …, 𝑋𝑛|𝑌) 𝐏(𝑌)

assumption that 𝑋1 through 𝑋𝑛 are conditionally independent given 𝑌

  • 𝐏(𝑌|𝑋1, …, 𝑋𝑛) = 𝐏(𝑋1|𝑌) … 𝐏(𝑋𝑛|𝑌) 𝐏(𝑌) / 𝐏(𝑋1, …, 𝑋𝑛)
  • 𝐏(𝑌|𝑋1, …, 𝑋𝑛) ∝ 𝐏(𝑋1|𝑌) … 𝐏(𝑋𝑛|𝑌) 𝐏(𝑌)

directly estimates parameters for:

  • 𝐏(𝑌)
  • 𝐏(𝑿|𝑌)

directly estimates parameters for:

  • 𝐏(𝑌)
  • approximate 𝐏(𝑿|𝑌) with 𝛱1≤𝑖≤𝑛𝐏(𝑋𝑖|𝑌)

generative linear classifier - learns the joint probability distribution 𝐏(𝑿,𝑌) = 𝐏(𝑿|𝑌)𝐏(𝑌)

generative linear classifier - learns the APPROXIMATE joint probability distribution 𝐏(𝑿,𝑌) ≈ 𝐏(𝑌) 𝛱1≤𝑖≤𝑛𝐏(𝑋𝑖|𝑌)

Naive Bayes Model - Versions

  • Gaussian Naive Bayes
  • Multinomial Naive Bayes

Subpages