23 lines
569 B
Markdown
23 lines
569 B
Markdown
|
|
||
|
# Gaussian Classifier
|
||
|
- With $T$ labelled data
|
||
|
$$q_t(i)=
|
||
|
\begin{cases}
|
||
|
1 & \text{if class } i \\
|
||
|
0 & \text{otherwise}
|
||
|
\end{cases}$$
|
||
|
- Indicator function
|
||
|
|
||
|
- Mean parameter
|
||
|
$$\hat m_i=\frac{\sum_tq_t(i)o_t}{\sum_tq_t(i)}$$
|
||
|
- Variance parameter
|
||
|
$$\hat v_i=\frac{\sum_tq_t(i)(o_t-\hat m_i)^2}{\sum_tq_t(i)}$$
|
||
|
|
||
|
- Distribution weight
|
||
|
- Class prior
|
||
|
- $P(N_i)$
|
||
|
$$\hat c_i=\frac 1 T \sum_tq_t(i)$$
|
||
|
|
||
|
$$\hat \mu_i=\frac{\sum_{t=1}^Tq_t(i)o_t}{\sum_{t=1}^Tq_t(i)}$$
|
||
|
$$\hat\sum_i=\frac{\sum_{t=1}^Tq_t(i)(o_t-\mu_i)(o_t-\mu_i)^T}{\sum_{t=1}^Tq_t(i)}$$
|
||
|
- For K-dimensional
|