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Introduction
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Recognition Based on Decision-Theoretic
Methods
Decision-theoretic approaches to recognition are based on the
use decision functions.
Let x ( x1 , x2 ,..., xn ) represent an n-dimensional pattern vector.
T
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Optimum statistical classifiers
So Eqn. 1 becomes
1 W
rj ( x )
p ( x) k 1
Lkj p ( x wk ) P ( wk )
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Optimum statistical classifiers
L
k 1
ki p( x wk ) P(wk ) Lqj p( x wq ) P(wq )
q 1
ij
Lij 1 ij
1 if i j
where dirac function i, j
if i j
0
Eqn. 2 becomes
W
rj ( x) (1 kj ) p ( x wk ) P( wk )
k 1
p( x) p ( x w j ) p ( w j )
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Optimum statistical classifiers
p( x) p( x wi ) P( wi ) p ( x) p ( x w j ) P ( w j )
or, equivalently, if
p ( x wi ) P ( wi ) p ( x w j ) P ( w j )
Thus the discriminant | decision function is
d j ( x) p( x w j ) P( w j ) - (3)
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Optimum statistical classifiers
Bayes Classifier for Gaussian Pattern Classes
Let us consider a 1-D problem (n=1) involving two pattern
classes (W=2) governed by Gaussian densities
d j ( x) p( x w j ) P( w j )
( x m j )2
1 2 2j
e P( w j ) j 1, 2
2 j
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Optimum statistical classifiers
(2 ) n2
Cj
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Optimum statistical classifiers
d j ( x) ln[ p ( x / j ) P( j )]
ln p ( x / j ) ln P( j )
n 1 1
ln P( j ) ln 2 ln C j [( x m j )T C j 1 ( x m j )]
2 2 2
1 1
ln P( j ) ln C j [( x m j )T C j 1 ( x m j )]
2 2
n
( ln 2 is same for all classes )
2
Thus decision boundary is hyperquadrics ( quadratic
function in n- dimensional space)
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Optimum statistical classifiers
If all Covariance matrices are equal ( Cj = C for j=1 ,2 W)
Dropping all terms independent of j we have
1 T 1
d j ( x) ln P ( j ) x C m j
T 1
mj C mj
2
In addition, if C= I and P(j) = 1/W, then
1 T
d j ( x) x m j
T
mj mj
2
Thus MDC is optimum in Bayes sense if
Pattern classes are gaussian
All covariance matrices are equal to
identity matrix
All class are equally likely to occur
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Optimum statistical classifiers
Advantages:
1. combines with other methods - high accuracy
Disadvantages:
1.It costs time for counting samples
2.It has to combine other methods
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