Probability Classification Model

Basic Problem:$w_1,w_2$,sample $x \in{w_1,w_2}$, $P(w_1|x),P(w_2|x)=?$
Classification Problem:
If $P(w_1|x)>P(w_2|x)$, then $x\in w_1$
If $P(w_1|x)<P(w_2|x)$, then $x\in w_2$

$P(x|w)$ – Conditional probability of x given w
$P(w|x)$ – Posterior probability of x given w
$P(w)$ – Prior probability of w

WARNING: Prior probability can be decisive in certain circumstances.

Naive Bayesian 朴素贝叶斯

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Gaussian Discriminative Analysis 高斯判别分析 GDA

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Gaussian Mixture Model 高斯混合模型 GMM

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EM Algorithm EM算法

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