11 - Ex07: Refresh your knowledge [ID:29813]
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Welcome everybody. Today we are going to solve the last set of exercises and they are meant

to refresh your knowledge. Okay, so if you have any questions during the session you

can feel free to interrupt or you can write it in the chat but yeah as I mentioned in other sessions

yeah so the chat is more difficult for me to see because I am focusing on the slides but yeah after

each set of exercises I will be checking the chat and replying to the questions so we have eight

exercises and each of them is composed of at least two sub exercises and yeah after each of the

subsets I will check the chat to check your questions but feel free to interrupt at any time.

Okay so there is no okay hello yes this session is going to be uploaded and stood on

and so well the slides are going to be uploaded and stood on and the video the recording of the

session is going to be uploaded in FA-UTB. So the first exercise is about Bayesian classifier

and the first question is what is the difference between discriminative and generative modeling?

So yeah in both cases we want to know the the posteriors but in the case of the generative

modeling the you have to find the to find out the posteriors you first do the modeling and estimation

of the priors and and of the class conditional and in the discriminative modeling you estimate

directly the the posteriors. So in the case of the generative modeling in more practical terms

we can say that what is being learned by the classifier is the probability distributions

of the data and in the case of the discriminative is the what you are learning is the decision

boundary. An example of this of the ones of the discriminative we have the the case of SVM

perceptron for example as well and linear regression it's another.

For the case of generative one the generative modeling an example is the

GMM classifier the one that we saw in the programming exercises and also in the last

a theoretical session about GMMs where we estimated the for each class we estimated the GMM of each

of the classes and then we were able to classify the samples depending on

of which one which sample which a GMM model better the data and yet another generative

modeling example would be a Bayesian class the Bayesian classifier.

So the next question is what is the decision rule of the Bayesian classifier and first

let's just remember quickly the Bayesian rule so we have that the joint probabilities

and given by either this or these expressions so then if we separate the posterior and then we end

up with this expression and then if we replace the this expression this the posterior here is the

posterior we replace it here in the next line and then from here to here we remove it because

this term does not depend on y and also it because it is constant for all of possible

values of y so we can remove it and from here to here we only went through like the properties

of the log function and this is the final the final Bayesian rule the Bayesian decision rule.

And the next question is simplify the decision rule if there is no prior knowledge about the

occurrence of the classes available so if there is no prior knowledge then you remove the

this term the the prior term from from this and then you end up only with the

studies not much science in this exercise and then for the last exercise about Bayesian classifier

is about showing the optimality of the Bayesian classifier for the zero one loss

and so first let's define remember what is the definition of the zero one loss and it is this

one so zero if the prediction and the target value are the same and one otherwise.

And we also know that the Bayesian decision rule minimizes the average loss

so yeah and then if knowing this we can use the zero one loss function in the decision rule so

here in the decision and then we replace the definition of the average loss here

where L is the zero one loss clearly okay so if we if we from here to here we can use the

zero one loss clearly so if we if we from here to here we pass because we can say that this expression

is counting all all that the addition is of the one all probability all except the the one

corresponding to the actual class so when y belong when y is equal to the actual class

so the actual class is given by is without this the prime symbol symbol so and then so it's all but

the the posterior of the actual class so okay that's how we went from here to here

and then yeah one can be removed from the equation because it's from the arm from the

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2021-02-15

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