NHẬN DẠNG MẪU

(PATTERN RECOGNITION)
NON PARAMETRIC MODEL
TS. TRAN ANH TUAN
Department of Maths & Computer Science, HCMUS, Vietnam
NON PARAMETRIC MODEL
- Introduction.
- Density Estimation.
- Parzen Windows
- kn Nearest Neighbor Estimation
- The Nearest Neighbor Rule.
- Metrics & Nearest Neighbor Classification.

- Parameter models
- densities are uni-modal
- have a single local maximum
- practical problems involve multi-modal densities
Non-parametric techniques
- arbitrary distributions
- without assuming forms of the underlying densities
- two types:
- Generative
- Discriminative
Introduction

Generative
- Estimate class-conditional density (or likelihood) p(x|ωj)
- Parzen Windows

Discriminative
- Bypass likelihood and go directly to compute a posterior estimation P(ωj|x)
- kn-nearest neighbor estimation

Goal: to estimate the underlying density functions from the training data
Idea: the more data in a region, the larger is the density function
Introduction

Assuming that f(x) is basically flat inside R

How can we approximate Pr[X belong to R]

Thus, density at a point x inside R can be approximated

Suppose we have samples x1, x2,…, xn drawn from the distribution p(x). The probability that
k points fall in R is then given by binomial distribution:
probability that a vector x will fall in region R of the sample space
Density Estimation

- Suppose that k points fall in R, we can use MLE to estimate the value of . The likelihood
function is

- Assume that p(x) is continuous and that the region R is so small that p(x) is approximately
constant in R
Density Estimation
- Thus p(x) can be approximated:

- Our estimate will always be the average of true density over R

- Ideally, p(x) should be constant inside

Density Estimation
How accurate is density approximation p(x)
Density Estimation

- With an unlimited number of samples if available, to estimate the density at x, form a

sequence of regions R1, R2, … containing x with the R1 having 1 sample, R2 having 2 samples
and so on.
- Let Vn be the volume of Rn, kn be the number of samples falling in Rn, and pn(x) be the nth
estimate for p(x):
Density Estimation

- There are two common ways of obtaining regions that satisfy these

- Parzen Windows
Choose a fixed value for volume V and determine
the corresponding k from the data conditions:

- kn Nearest Neighbour Estimation

Choose a fixed value for k and determine the
corresponding volume V from the data:
Density Estimation
Parzen Windows

- In Parzen-window approach to estimate densities we fix the size and shape of region R
- Let us assume that the region R is a d-dimensional hypercube with side length hn
- The volume of the hypercube is given by

- To estimate the density at point x, simply center the region at x, count the number of samples
in R , and substitute aeverything in our formula
Parzen Windows

- Define a window function:

Parzen Windows

- Recall we have samples x1, x2,…, xn. Then

- So the number of samples in this hypercube is therefore given by

- Thus we get the desired analytical expression for the estimate of density
Parzen Windows

- For example: Suppose we have 7 samples

- D={2,3,4,8,10,11,12}
- Let window width h = 3, estimate density at x = 1?

- Drawbacks of Hypercube
As long as sample point xi and x are in the same hypercube, the contribution of xi to the density
at x is constant, regardless of how close xi is to x.

The resulting density pn(x) is not smooth, it has

discontinuities.
Parzen Windows

- We can use a general window as long as the resulting pn(x) is a legitimate density, i.e.

A popular choice is N(0,1) density

- Solves both drawbacks of the “box” window

- Points x which are close to the sample point xi receive higher weight
- Resulting density pn(x) is smooth
Parzen Windows
Parzen Windows

- We will play with 2 distributions

- N(0,1)

- Triangle & Uniform mixture

Parzen Windows

- We will play with 2 distributions

- N(0,1)

- Triangle & Uniform mixture

Parzen Windows

- Effect of Window Width h

- By choosing h we are guessing the region where density is approximately constant
- Without knowing anything about the distribution, it is really hard to guess were the
density is approximately constant.
Parzen Windows

- In classifiers based on Parzen-

window estimation:
- We estimate the densities for
each category and classify a
test point by the label
corresponding to the
maximum posterior
- The decision region for a
Parzen-window classifier
depends upon the choice of
window function as
illustrated in the following
figure
Parzen Windows

- Advantages
- Can be applied to the data from any distribution
- In theory can be shown to converge as the number of samples goes to infinity
- Disadvantages
- Number of training data is limited in practice, and so choosing the appropriate window
size h is difficult
- May need large number of samples for accurate estimates
- Computationally heavy, to classify one point we have to compute a function which
potentially depends on all samples
- Window size h is not trivial to choose

- Recall the generic expression for density estimation

- In Parzen windows estimation, we fix V and determine k, the number of points inside V.
- In k-nearest neighbor approach, we fix k and find V that contains k points inside.
kn Nearest Neighbor Estimation

- kNN approach seems a good solution for the problem of the “best” window size.
- Let the cell volume be a function of the training data.
- Center a cell about x and let it grows until it captures k samples.
- k are called the k nearest-neighbors of x

- Two possibilities can occur:

- Density is high near x; therefore the cell will be small which provides a good resolution
- Density is low; therefore the cell will grow large and stop until higher density regions are
reached
- A good “rule of thumb” is

- The straightforward density estimation p(x)

- does not work very well with kNN approach
- because the resulting density estimate
- Is not even a density
- Has a lot of discontinuities (looks very spiky, not differentiable)
- Even for large regions with no observed samples the estimated density is far from zero
(tails are too heavy)
kn Nearest Neighbor Estimation

- Instead of approximating the density p(x), we can use kNN method to approximate the
posterior distribution P(ωi|x)
- We don’t even need p(x) if we can get a good estimate on P(ωi|x)

- Let’s place a cell of volume V around x and capture k samples.

- Using conditional probability, let’s estimate posterior:

kn Nearest Neighbor Estimation

- Two class problem: yellow triangles and blue squares. Circle represents the unknown sample x.
- If its nearest neighbor comes from class θ1, it is labeled as class θ1.
- If its nearest neighbor comes from class θ2, it is labeled as class θ2.
- In two dimensions, the nearest-neighbor algorithm leads to a partitioning of the input
space into Voronoi cells, each labelled by the category of the training point it contains. In
three dimensions, the cells are three-dimensional, and the decision boundary resembles the
surface of a crystal
kn Nearest Neighbor Estimation
kn Nearest Neighbor Estimation

- This is a very simple and intuitive estimate.

- Under the zero-one loss function (MAP classifier) just choose the class which has the
largest number of samples in the cell.
- How to choose k?
- In theory, when the infinite number of samples is available, the larger the k, the better is
classification (error rate gets closer to the optimal Bayes error rate)
kn Nearest Neighbor Estimation

Advantages
- Can be applied to the data from any distribution
- Very simple and intuitive
- Good classification if the number of samples is large enough
Disadvantages
- Choosing best k may be difficult
- Computationally heavy, but improvements possible
- Need large number of samples for accuracy
- Can never fix this without assuming parametric distribution

To find the nearest neighbor

- So far we assumed we use Euclidean Distance to find the nearest neighbor:

- However some features (dimensions) may be much more discriminative than other features
(dimensions).
- Euclidean distance treats each feature as equally important.
Metrics & Nearest Neighbor
Classification
THANK YOU