Nave Bayes Classifier

Ke Chen

http://intranet.cs.man.ac.uk/mlo/comp20411/

Extended by Longin Jan Latecki
latecki@temple.edu

COMP20411 Machine Learning
COMP20411 Machine Learning
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Outline
Background
Probability Basics
Probabilistic Classification
Nave Bayes
Example: Play Tennis
Relevant Issues
Conclusions


COMP20411 Machine Learning
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Background
There are three methods to establish a classifier
a) Model a classification rule directly
Examples: k-NN, decision trees, perceptron, SVM
b) Model the probability of class memberships given input data
Example: multi-layered perceptron with the cross-entropy cost
c) Make a probabilistic model of data within each class
Examples: naive Bayes, model based classifiers
a) and b) are examples of discriminative classification
c) is an example of generative classification
b) and c) are both examples of probabilistic classification
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Probability Basics


Prior, conditional and joint probability
Prior probability:
Conditional probability:
Joint probability:
Relationship:
Independence:
Bayesian Rule
) | , ) (
1 2 1
X P(X X | X P
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Evidence
Prior Likelihood
Posterior

=
Example by Dieter Fox

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Probabilistic Classification


Establishing a probabilistic model for classification
Discriminative model

Generative model

MAP classification rule
MAP: Maximum A Posterior
Assign x to c* if
Generative classification with the MAP rule
Apply Bayesian rule to convert:
) , , , ) (
1 n 1 L
X (X c , , c C | C P = = X X
) , , , ) (
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Feature Histograms
x
C
1

C
2

P(x)
Slide by Stephen Marsland
Posterior Probability
x
P(C|x)
1
0
Slide by Stephen Marsland
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Nave Bayes


Bayes classification

Difficulty: learning the joint probability
Nave Bayes classification
Making the assumption that all input attributes are independent



MAP classification rule

) ( ) | , , ( ) ( ) ( ) (
1
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1
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1
= = >
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Nave Bayes


Nave Bayes Algorithm (for discrete input attributes)
Learning Phase: Given a training set S,




Output: conditional probability tables; for elements
Test Phase: Given an unknown instance ,
Look up tables to assign the label c* to X if

; in examples with ) | ( estimate ) | (

) , 1 ; , , 1 ( attribute each of value attribute every For
; in examples with ) ( estimate ) (

of value target each For
1
S
S
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)] | (

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,
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Example


Example: Play Tennis
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Example


Learning Phase
Outlook Play=Yes Play=No
Sunny
2/9 3/5
Overcast
4/9 0/5
Rain
3/9 2/5
Temperature Play=Yes Play=No
Hot
2/9 2/5
Mild
4/9 2/5
Cool
3/9 1/5
Humidity Play=Yes Play=No
High
3/9 4/5
Normal
6/9 1/5
Wind Play=Yes Play=No
Strong
3/9 3/5
Weak
6/9 2/5
P(Play=Yes) = 9/14 P(Play=No) = 5/14
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Example


Test Phase
Given a new instance,
x=(Outlook=Sunny, Temperature=Cool, Humidity=High, Wind=Strong)
Look up tables





MAP rule
P(Outlook=Sunny|Play=No) = 3/5
P(Temperature=Cool|Play==No) = 1/5
P(Huminity=High|Play=No) = 4/5
P(Wind=Strong|Play=No) = 3/5
P(Play=No) = 5/14
P(Outlook=Sunny|Play=Yes) = 2/9
P(Temperature=Cool|Play=Yes) = 3/9
P(Huminity=High|Play=Yes) = 3/9
P(Wind=Strong|Play=Yes) = 3/9
P(Play=Yes) = 9/14
P(Yes|x): [P(Sunny|Yes)P(Cool|Yes)P(High|Yes)P(Strong|Yes)]P(Play=Yes) = 0.0053
P(No|x): [P(Sunny|No) P(Cool|No)P(High|No)P(Strong|No)]P(Play=No) = 0.0206

Given the fact P(Yes|x) < P(No|x), we label x to be No.

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Relevant Issues


Violation of Independence Assumption
For many real world tasks,
Nevertheless, nave Bayes works surprisingly well anyway!
Zero conditional probability Problem
If no example contains the attribute value
In this circumstance, during test
For a remedy, conditional probabilities estimated with


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) of values possible for / 1 (usually, estimate prior :
which for examples training of number :
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c
i jk j
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Relevant Issues


Continuous-valued Input Attributes
Numberless values for an attribute
Conditional probability modeled with the normal distribution




Learning Phase:
Output: normal distributions and
Test Phase:
Calculate conditional probabilities with all the normal distributions
Apply the MAP rule to make a decision

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which for examples of X values attribute of deviation standard :
C which for examples of values attribute of (avearage) mean :
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o t
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, , 1 ) ( = =
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Conclusions
Nave Bayes based on the independence assumption
Training is very easy and fast; just requiring considering each
attribute in each class separately
Test is straightforward; just looking up tables or calculating
conditional probabilities with normal distributions
A popular generative model
Performance competitive to most of state-of-the-art classifiers
even in presence of violating independence assumption
Many successful applications, e.g., spam mail filtering
Apart from classification, nave Bayes can do more