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Partly based on the [[2014_Spring_ECE_662_Boutin|ECE662 Spring 2014 lecture]] material of [[user:mboutin|Prof. Mireille Boutin]].  
 
Partly based on the [[2014_Spring_ECE_662_Boutin|ECE662 Spring 2014 lecture]] material of [[user:mboutin|Prof. Mireille Boutin]].  
 
</center>
 
</center>
 +
 +
----
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== '''Introduction''' ==
 +
 +
----
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== Bayes rule for minimizing risk ==
 +
 +
----
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== Example 1: 1D features ==
 +
 +
----
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== Example 2: 2D features ==
 +
  
 
<center>[[Image:C12_c21.png|600px|thumb|left|Fig 1: Data for class 1 (crosses) and class 2 (circles).
 
<center>[[Image:C12_c21.png|600px|thumb|left|Fig 1: Data for class 1 (crosses) and class 2 (circles).
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----
 
----
  
== '''References''' ==
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== Summary and Conclusions ==
  
 +
In this lecture we have shown that the probability of error ($Prob \left[ Error \right] $) when using Bayes error, is upper bounded by the Chernoff Bound. Therefore,
  
[2]. [https://engineering.purdue.edu/~mboutin/ Mireille Boutin], "ECE662: Statistical Pattern Recognition and Decision Making Processes," Purdue University, Spring 2014.
+
<center><math>Prob \left[ Error \right] \leq \varepsilon_{\beta}</math></center>
  
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for <math>\beta \in \left[ 0, 1 \right]</math>.
  
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When <math>\beta =\frac{1}{2}</math> then <math>\varepsilon_{\frac{1}{2}}</math> in known as the Bhattacharyya bound.
 
----
 
----
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== References ==
 +
 +
[1]. Duda, Richard O. and Hart, Peter E. and Stork, David G., "Pattern Classication (2nd Edition)," Wiley-Interscience, 2000.
 +
 +
[2]. [https://engineering.purdue.edu/~mboutin/ Mireille Boutin], "ECE662: Statistical Pattern Recognition and Decision Making Processes," Purdue University, Spring 2014.
 +
----
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== Questions and comments==
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If you have any questions, comments, etc. please post them On [[Upper_Bounds_for_Bayes_Error_Questions_and_comment|this page]].

Revision as of 13:53, 12 April 2014


Bayes Error for Minimizing Risk
A slecture by ECE student Dennis Lee

Partly based on the ECE662 Spring 2014 lecture material of Prof. Mireille Boutin.


Introduction


Bayes rule for minimizing risk


Example 1: 1D features


Example 2: 2D features

Fig 1: Data for class 1 (crosses) and class 2 (circles). In all cases, Prob($ \omega_1 $) = Prob($ \omega_2 $) = 0.5. Misclassified points are shown in red. Values of $ \mu_1 $, $ \mu_2 $, and $ \Sigma $ are given in Eqs. (------) - (----------). As the figures show, the separating hyperplanes shift depending on the values of $ c_{12} $ and $ c_{21} $.

Summary and Conclusions

In this lecture we have shown that the probability of error ($Prob \left[ Error \right] $) when using Bayes error, is upper bounded by the Chernoff Bound. Therefore,

$ Prob \left[ Error \right] \leq \varepsilon_{\beta} $

for $ \beta \in \left[ 0, 1 \right] $.

When $ \beta =\frac{1}{2} $ then $ \varepsilon_{\frac{1}{2}} $ in known as the Bhattacharyya bound.


References

[1]. Duda, Richard O. and Hart, Peter E. and Stork, David G., "Pattern Classication (2nd Edition)," Wiley-Interscience, 2000.

[2]. Mireille Boutin, "ECE662: Statistical Pattern Recognition and Decision Making Processes," Purdue University, Spring 2014.


Questions and comments

If you have any questions, comments, etc. please post them On this page.

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